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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 | |
|---|---|---|---|---|---|---|
501
Alcoa
AA
$13.2B
| $29.7M | 0.03% |
1,380,462
+151,890
| +12% | +$3.14M |
|
502
Hawaiian Electric Industries
HE
$2.14B
| $29.4M | 0.03% |
627,375
-13,793
| -2% | -$618K |
|
503
Builders FirstSource
BLDR
$8.04B
| $28.7M | 0.03% |
1,131,193
-196,569
| -15% | -$4.7M |
|
|
TPH
504
DELISTED
Tri Pointe Homes
TPH
| $28.6M | 0.03% |
1,836,708
+884,069
| +93% | +$13.6M |
|
505
Fortune Brands Innovations
FBIN
$6.06B
| $28.3M | 0.03% |
506,961
+478,587
| +1,687% | +$25.2M |
|
506
Burlington
BURL
$23.2B
| $28.3M | 0.03% |
124,073
+82,364
| +197% | +$17.2M |
|
|
UFS
507
DELISTED
DOMTAR CORPORATION (New)
UFS
| $28.1M | 0.03% |
734,884
+120,666
| +20% | +$4.47M |
|
508
Markel Group
MKL
$23.2B
| $28.1M | 0.03% |
24,552
+3,555
| +17% | +$4.05M |
|
509
SLB Ltd
SLB
$75B
| $27.9M | 0.03% |
699,578
-321,026
| -31% | -$11.5M |
|
510
John Wiley & Sons Class A
WLY
$2.66B
| $27.8M | 0.03% |
572,260
-106,423
| -16% | -$4.95M |
|
511
Evergy
EVRG
$19.2B
| $27.7M | 0.03% |
425,592
-23,583
| -5% | -$1.5M |
|
512
Welltower
WELL
$171B
| $27.7M | 0.03% |
338,161
-16,396
| -5% | -$1.4M |
|
513
Wipro
WIT
$20B
| $27.6M | 0.03% |
14,720,558
+1,369,576
| +10% | +$2.58M |
|
514
Axalta
AXTA
$8.17B
| $27.2M | 0.03% |
895,601
+860,308
| +2,438% | +$25.4M |
|
515
Realty Income
O
$59.1B
| $27.1M | 0.03% |
380,026
+108,351
| +40% | +$8.07M |
|
|
FLIR
516
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $27.1M | 0.03% |
520,709
-45,519
| -8% | -$2.41M |
|
517
CVS Health
CVS
$122B
| $27M | 0.03% |
365,797
+289,344
| +378% | +$20.3M |
|
518
Nucor
NUE
$62.1B
| $27M | 0.03% |
481,148
-233,503
| -33% | -$12.7M |
|
519
Northern Trust
NTRS
$33.9B
| $26.9M | 0.03% |
253,625
+228,123
| +895% | +$23.4M |
|
520
LKQ Corp
LKQ
$6.29B
| $26.9M | 0.03% |
753,080
+563,460
| +297% | +$19.1M |
|
521
Moody's
MCO
$82.7B
| $26.7M | 0.03% |
112,604
+16,851
| +18% | +$3.74M |
|
|
UMPQ
522
DELISTED
Umpqua Holdings Corp
UMPQ
| $26.7M | 0.03% |
1,507,697
+480,233
| +47% | +$7.95M |
|
523
Rockwell Automation
ROK
$49B
| $26.7M | 0.03% |
131,580
+22,281
| +20% | +$4.13M |
|
|
BNY
524
Bank of New York Mellon
BNY
$107B
| $26.6M | 0.03% |
528,706
+273,605
| +107% | +$13.1M |
|
|
HZNP
525
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $26.6M | 0.03% |
734,072
+76,927
| +12% | +$2.36M |
|
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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.