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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 | |
|---|---|---|---|---|---|---|
476
Semtech
SMTC
$13B
| $33M | 0.04% |
624,660
-71,022
| -10% | -$3.56M |
|
477
Cognex
CGNX
$11.3B
| $33M | 0.04% |
589,421
+117,193
| +25% | +$6.06M |
|
478
Genpact
G
$5.76B
| $33M | 0.04% |
781,840
+77,337
| +11% | +$3.09M |
|
479
SS&C Technologies
SSNC
$18.6B
| $32.9M | 0.04% |
537,313
+218,076
| +68% | +$12.2M |
|
480
Mercury Insurance
MCY
$6.07B
| $32.8M | 0.04% |
673,271
+244,168
| +57% | +$12.3M |
|
|
HBI
481
DELISTED
Hanesbrands
HBI
| $32.6M | 0.04% |
2,192,872
+1,839,275
| +520% | +$28M |
|
482
GrafTech
EAF
$212M
| $32.4M | 0.04% |
278,465
-8,774
| -3% | -$1.1M |
|
483
Yum! Brands
YUM
$41.1B
| $32.3M | 0.04% |
320,555
-104,211
| -25% | -$10.8M |
|
484
Armstrong World Industries
AWI
$7.84B
| $32.1M | 0.04% |
341,537
-172,087
| -34% | -$16.4M |
|
485
CNX Resources
CNX
$5.2B
| $31.9M | 0.04% |
3,620,255
-240,691
| -6% | -$1.88M |
|
486
Quest Diagnostics
DGX
$26.3B
| $31.7M | 0.04% |
298,104
+107,921
| +57% | +$11.3M |
|
|
TUP
487
DELISTED
Tupperware Brands Corporation
TUP
| $31.5M | 0.04% |
3,678,325
+1,163,717
| +46% | +$12.7M |
|
|
AZPN
488
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $31.5M | 0.04% |
260,516
+33,131
| +15% | +$4.01M |
|
|
SEE
489
DELISTED
Sealed Air
SEE
| $31.5M | 0.04% |
794,270
+239,076
| +43% | +$9.47M |
|
490
Fidelity National Information Services
FIS
$22.1B
| $31.4M | 0.04% |
225,539
+84,617
| +60% | +$11.3M |
|
491
DaVita
DVA
$11.7B
| $31.1M | 0.04% |
+417,883
| New | +$27.7M |
|
492
Cars.com
CARS
$660M
| $30.8M | 0.04% |
2,584,912
+832,482
| +48% | +$9.71M |
|
493
Radian Group
RDN
$4.93B
| $30.7M | 0.03% |
1,220,788
+103,494
| +9% | +$2.57M |
|
494
Brink's
BCO
$4.62B
| $30.5M | 0.03% |
336,760
-31,838
| -9% | -$2.81M |
|
495
Federated Hermes
FHI
$4.72B
| $30.5M | 0.03% |
935,210
+22,499
| +2% | +$734K |
|
496
Hilton Worldwide
HLT
$71.5B
| $30.3M | 0.03% |
272,758
-87,825
| -24% | -$8.81M |
|
|
IPG
497
DELISTED
Interpublic Group of Companies
IPG
| $30.3M | 0.03% |
1,312,354
-1,257,218
| -49% | -$27.6M |
|
498
Universal Display
OLED
$4.19B
| $30.1M | 0.03% |
146,038
+65,043
| +80% | +$12.3M |
|
499
Commerce Bancshares
CBSH
$8.5B
| $29.9M | 0.03% |
590,655
+131,615
| +29% | +$6.15M |
|
500
W.W. Grainger
GWW
$60.2B
| $29.8M | 0.03% |
88,068
+17,951
| +26% | +$5.7M |
|
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VGA
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.