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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 | |
|---|---|---|---|---|---|---|
526
Idexx Laboratories
IDXX
$46.2B
| $25.9M | 0.03% |
99,351
-3,960
| -4% | -$1.04M |
|
527
Dentsply Sirona
XRAY
$2.43B
| $25.9M | 0.03% |
458,266
-645,156
| -58% | -$36M |
|
|
NUVA
528
DELISTED
NuVasive, Inc.
NUVA
| $25.8M | 0.03% |
333,802
-80,719
| -19% | -$5.7M |
|
|
VEDL
529
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $25.7M | 0.03% |
2,976,125
+600,338
| +25% | +$5.02M |
|
530
Ashland
ASH
$3.5B
| $25.7M | 0.03% |
335,177
-146,021
| -30% | -$11.1M |
|
531
Jack Henry & Associates
JKHY
$11.1B
| $25.5M | 0.03% |
175,115
-38,104
| -18% | -$5.56M |
|
532
ServiceNow
NOW
$129B
| $25.5M | 0.03% |
450,850
+149,730
| +50% | +$7.89M |
|
533
Sprouts Farmers Market
SFM
$8.01B
| $25.4M | 0.03% |
1,310,501
-55,196
| -4% | -$1.07M |
|
534
Old Dominion Freight Line
ODFL
$44.9B
| $25.3M | 0.03% |
400,605
+125,976
| +46% | +$7.73M |
|
535
Zebra Technologies
ZBRA
$17.8B
| $25.3M | 0.03% |
98,947
-66,208
| -40% | -$15.5M |
|
536
OGE Energy
OGE
$9.71B
| $25.2M | 0.03% |
567,569
-135,378
| -19% | -$5.85M |
|
537
CEMIG Preferred Shares
CIG
$6.01B
| $25.2M | 0.03% |
14,520,089
+1,043,548
| +8% | +$1.7M |
|
538
Raymond James Financial
RJF
$34B
| $25.1M | 0.03% |
420,978
+74,163
| +21% | +$4.28M |
|
539
Oneok
OKE
$54.5B
| $25M | 0.03% |
331,208
-4,066
| -1% | -$291K |
|
540
Alaska Air
ALK
$5.58B
| $25M | 0.03% |
368,485
+193,842
| +111% | +$13.2M |
|
|
TXNM
541
TXNM Energy Inc
TXNM
$5.94B
| $24.8M | 0.03% |
488,234
-309,532
| -39% | -$15.5M |
|
542
Vulcan Materials
VMC
$36.9B
| $24.7M | 0.03% |
171,684
+149,648
| +679% | +$21.4M |
|
|
HRC
543
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $24.6M | 0.03% |
216,982
-55,204
| -20% | -$5.82M |
|
544
CMS Energy
CMS
$22.3B
| $24.6M | 0.03% |
392,223
-109,788
| -22% | -$6.84M |
|
545
CF Industries
CF
$17.3B
| $24.5M | 0.03% |
513,191
-261,141
| -34% | -$12.2M |
|
546
KeyCorp
KEY
$24.4B
| $24.4M | 0.03% |
1,203,330
+103,678
| +9% | +$1.96M |
|
547
IDEX
IEX
$17.3B
| $24.3M | 0.03% |
141,084
-4,074
| -3% | -$659K |
|
548
Constellation Brands
STZ
$23.2B
| $24.3M | 0.03% |
128,980
-149,043
| -54% | -$28.1M |
|
549
Tetra Tech
TTEK
$9.07B
| $24M | 0.03% |
1,392,835
+352,395
| +34% | +$6.1M |
|
550
Archer Daniels Midland
ADM
$36.9B
| $24M | 0.03% |
517,235
-1,016,727
| -66% | -$43.4M |
|
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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.