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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
+8.88%
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
$88B
AUM Growth
+$3.05B
(+3.6%)
Cap. Flow
-$3.28B
Cap. Flow
% of AUM
-3.73%
Top 10 Holdings %
Top 10 Hldgs %
12.89%
Holding
2,253
New
146
Increased
815
Reduced
1,092
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Humana
HUM
|
+$267M |
| 2 |
Home Depot
HD
|
+$252M |
| 3 |
Northrop Grumman
NOC
|
+$221M |
| 4 |
Gilead Sciences
GILD
|
+$175M |
| 5 |
Dollar General
DG
|
+$137M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HP
HPQ
|
+$287M |
| 2 |
TWTR
Twitter, Inc.
TWTR
|
+$278M |
| 3 |
Biogen
BIIB
|
+$244M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$198M |
| 5 |
Exelon
EXC
|
+$185M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.05% |
| 2 | Financials | 14.3% |
| 3 | Healthcare | 13.64% |
| 4 | Consumer Discretionary | 13.24% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Applied Materials
AMAT
$424B
| $495M | 0.56% |
8,123,236
-1,310,034
| -14% | -$73.6M |
|
27
Texas Instruments
TXN
$258B
| $489M | 0.56% |
3,824,775
+221,471
| +6% | +$27.3M |
|
28
Synchrony
SYF
$25.7B
| $489M | 0.56% |
13,575,077
-2,764,651
| -17% | -$98.9M |
|
29
Micron Technology
MU
$975B
| $487M | 0.55% |
9,077,905
-2,424,326
| -21% | -$116M |
|
30
Intuit
INTU
$89.8B
| $476M | 0.54% |
1,818,773
-231,816
| -11% | -$60.6M |
|
31
Target
TGT
$66.7B
| $473M | 0.54% |
3,686,389
+867,886
| +31% | +$102M |
|
32
Consolidated Edison
ED
$39.5B
| $470M | 0.53% |
5,213,725
-237,379
| -4% | -$21.3M |
|
|
33
Gilead Sciences
GILD
$165B
| $465M | 0.53% |
7,208,716
+2,682,046
| +59% | +$175M |
|
34
Oracle
ORCL
$412B
| $450M | 0.51% |
8,524,748
+394,637
| +5% | +$21.7M |
|
35
MetLife
MET
$62.7B
| $450M | 0.51% |
8,824,066
+1,959,431
| +29% | +$94.6M |
|
36
United Airlines
UAL
$41.7B
| $429M | 0.49% |
4,866,513
-90,856
| -2% | -$8.15M |
|
|
37
Humana
HUM
$44.7B
| $428M | 0.49% |
1,168,090
+841,298
| +257% | +$267M |
|
38
Wells Fargo
WFC
$262B
| $428M | 0.49% |
7,948,698
-192,360
| -2% | -$10.1M |
|
39
Starbucks
SBUX
$120B
| $418M | 0.48% |
4,773,343
-14,821
| -0.3% | -$1.26M |
|
40
Waste Management
WM
$92B
| $406M | 0.46% |
3,566,570
-185,480
| -5% | -$20.9M |
|
41
Thermo Fisher Scientific
TMO
$216B
| $403M | 0.46% |
1,241,063
-417,282
| -25% | -$127M |
|
42
IBM
IBM
$221B
| $390M | 0.44% |
3,052,079
-106,204
| -3% | -$13.8M |
|
43
Estee Lauder
EL
$31.3B
| $389M | 0.44% |
1,883,789
-39,386
| -2% | -$7.65M |
|
44
Colgate-Palmolive
CL
$73.9B
| $382M | 0.43% |
5,549,238
-322,749
| -5% | -$22M |
|
45
Nike
NKE
$62.4B
| $381M | 0.43% |
3,779,708
+544,209
| +17% | +$51.3M |
|
46
McKesson
MCK
$102B
| $380M | 0.43% |
2,766,586
+487,887
| +21% | +$69M |
|
47
Skyworks Solutions
SWKS
$10.2B
| $376M | 0.43% |
3,109,765
-686,444
| -18% | -$67.4M |
|
48
Elevance Health
ELV
$84.5B
| $376M | 0.43% |
1,244,530
-6,357
| -0.5% | -$1.75M |
|
49
Verizon
VZ
$193B
| $374M | 0.42% |
6,107,233
-2,714,336
| -31% | -$164M |
|
50
Booking.com
BKNG
$160B
| $373M | 0.42% |
4,537,075
+708,150
| +18% | +$55.6M |
|
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AQR Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, AQR Capital Management held 2,253 positions worth $88B, up 3.6% from $84.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
AQR Capital Management withdrew a net $3.28B in Q4 2019, closing 142 positions and reducing 1,092 holdings. Its most notable exit was iShares Russell 3000 ETF, an estimated $198M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AQR Capital Management opened a new position in DaVita worth $31.1M.
- AQR Capital Management's largest Q4 2019 buy was DaVita: 417,883 shares worth $31.1M.
- AQR Capital Management added most to Humana in Q4 2019, an estimated $267M increase.
- AQR Capital Management's biggest Q4 2019 reduction was HP, cutting an estimated $287M.
- AQR Capital Management fully exited iShares Russell 3000 ETF in Q4 2019, selling an estimated $198M.
- AQR Capital Management's ten largest holdings make up 13% of its $88B portfolio in Q4 2019.
- AQR Capital Management opened 146 new positions and closed 142 in Q4 2019.
- AQR Capital Management's portfolio value rose 3.6% quarter-over-quarter to $88B.
Based on AQR Capital Management's 13F filing for Q4 2019, filed 14 Feb 2020.