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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+14.16%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$56.4B
AUM Growth
-$2.76B
(-4.7%)
Cap. Flow
-$9.06B
Cap. Flow
% of AUM
-16.06%
Top 10 Holdings %
Top 10 Hldgs %
19.21%
Holding
2,327
New
157
Increased
700
Reduced
1,279
Closed
151
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zoom
ZM
|
+$128M |
| 2 |
FedEx
FDX
|
+$120M |
| 3 |
Peloton Interactive
PTON
|
+$97.8M |
| 4 |
Newmont
NEM
|
+$78.9M |
| 5 |
Infosys
INFY
|
+$78.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Biogen
BIIB
|
+$309M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$291M |
| 3 |
Apple
AAPL
|
+$261M |
| 4 |
Microsoft
MSFT
|
+$240M |
| 5 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$194M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 24.67% |
| 2 | Healthcare | 15.33% |
| 3 | Consumer Discretionary | 14.73% |
| 4 | Consumer Staples | 10.36% |
| 5 | Industrials | 9.93% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
Perrigo
PRGO
$1.74B
| $20.7M | 0.04% |
466,997
-22,866
| -5% | -$1.06M |
|
452
East-West Bancorp
EWBC
$18.2B
| $20.6M | 0.04% |
408,170
-30,826
| -7% | -$1.31M |
|
453
MKS Inc
MKSI
$19.7B
| $20.5M | 0.04% |
136,473
-41,396
| -23% | -$5.41M |
|
454
Old Republic International
ORI
$10.3B
| $20.5M | 0.04% |
1,040,631
-490,119
| -32% | -$8.61M |
|
|
WWE
455
DELISTED
World Wrestling Entertainment
WWE
| $20.2M | 0.04% |
419,993
+60,405
| +17% | +$2.53M |
|
456
W.R. Berkley
WRB
$26.2B
| $20.2M | 0.04% |
690,091
-43,013
| -6% | -$1.24M |
|
457
Texas Roadhouse
TXRH
$14B
| $20M | 0.04% |
256,259
-52,644
| -17% | -$3.92M |
|
458
CF Industries
CF
$17.9B
| $19.9M | 0.04% |
513,725
+277,156
| +117% | +$9.15M |
|
459
Allison Transmission
ALSN
$10.4B
| $19.8M | 0.04% |
461,290
-332,048
| -42% | -$13.4M |
|
460
Monolithic Power Systems
MPWR
$68.6B
| $19.7M | 0.04% |
54,304
+12,268
| +29% | +$3.93M |
|
461
Greif
GEF
$4.99B
| $19.7M | 0.03% |
424,942
-88,019
| -17% | -$3.99M |
|
462
Graham Holdings Company
GHC
$4.96B
| $19.7M | 0.03% |
37,563
-27,540
| -42% | -$12.2M |
|
|
GAP
463
The Gap Inc
GAP
$7.55B
| $19.4M | 0.03% |
960,072
+517,243
| +117% | +$10.9M |
|
464
Thor Industries
THO
$4.21B
| $19.2M | 0.03% |
206,691
-207,589
| -50% | -$19.5M |
|
465
Hawaiian Electric Industries
HE
$2.05B
| $19.2M | 0.03% |
545,319
+20,958
| +4% | +$741K |
|
466
Marriott Vacations Worldwide
VAC
$4.02B
| $19.1M | 0.03% |
140,320
-138,078
| -50% | -$16.3M |
|
|
SKX
467
DELISTED
Skechers
SKX
| $19M | 0.03% |
529,312
-426,240
| -45% | -$14.5M |
|
468
Simon Property Group
SPG
$72B
| $18.8M | 0.03% |
226,396
-32,145
| -12% | -$2.45M |
|
469
Sally Beauty Holdings
SBH
$1.57B
| $18.8M | 0.03% |
1,472,968
-2,845,521
| -66% | -$30.4M |
|
470
Campbell Soup
CPB
$6.76B
| $18.8M | 0.03% |
390,851
-205,371
| -34% | -$9.92M |
|
471
MarketAxess Holdings
MKTX
$5.72B
| $18.7M | 0.03% |
33,178
+2,270
| +7% | +$1.24M |
|
472
Jack in the Box
JACK
$350M
| $18.4M | 0.03% |
200,181
-202,908
| -50% | -$17.8M |
|
473
Erie Indemnity
ERIE
$13.4B
| $18.3M | 0.03% |
75,665
+5,993
| +9% | +$1.4M |
|
474
Cathay General Bancorp
CATY
$4.26B
| $18.3M | 0.03% |
575,351
+125,448
| +28% | +$3.42M |
|
475
Idacorp
IDA
$8.11B
| $18M | 0.03% |
189,500
-33,746
| -15% | -$3.07M |
|
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AQR Capital Management's Q4 2020 Portfolio in Review
As of Q4 2020, AQR Capital Management held 2,327 positions worth $56.4B, down 4.7% from $59.2B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
AQR Capital Management withdrew a net $9.06B in Q4 2020, closing 151 positions and reducing 1,279 holdings. Its most notable exit was iShares Core S&P 500 ETF, an estimated $291M position sold in full.
By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 23% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, AQR Capital Management opened a new position in Peloton Interactive worth $122M.
- AQR Capital Management's largest Q4 2020 buy was Peloton Interactive: 803,242 shares worth $122M.
- AQR Capital Management added most to Zoom in Q4 2020, an estimated $128M increase.
- AQR Capital Management's biggest Q4 2020 reduction was Biogen, cutting an estimated $309M.
- AQR Capital Management fully exited iShares Core S&P 500 ETF in Q4 2020, selling an estimated $291M.
- AQR Capital Management's ten largest holdings make up 19% of its $56.4B portfolio in Q4 2020.
- AQR Capital Management opened 157 new positions and closed 151 in Q4 2020.
- AQR Capital Management's portfolio value fell 4.7% quarter-over-quarter to $56.4B.
Based on AQR Capital Management's 13F filing for Q4 2020, filed 16 Feb 2021.