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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 | |
|---|---|---|---|---|---|---|
551
Campbell Soup
CPB
$6.87B
| $23.9M | 0.03% |
483,825
+281,070
| +139% | +$13.3M |
|
552
Camden Property Trust
CPT
$11.3B
| $23.8M | 0.03% |
224,623
+37,850
| +20% | +$4.19M |
|
553
Boston Properties
BXP
$11.1B
| $23.8M | 0.03% |
172,709
+310
| +0.2% | +$41.8K |
|
554
Sonoco
SON
$5.74B
| $23.8M | 0.03% |
385,677
-17,427
| -4% | -$1.03M |
|
555
Norfolk Southern
NSC
$75.1B
| $23.5M | 0.03% |
121,042
-108,583
| -47% | -$20.4M |
|
556
Steris
STE
$23.1B
| $23.4M | 0.03% |
154,784
+50,094
| +48% | +$7.34M |
|
557
Digital Realty Trust
DLR
$71.7B
| $23.4M | 0.03% |
195,127
-9,766
| -5% | -$1.2M |
|
558
Emerson Electric
EMR
$88.3B
| $23.3M | 0.03% |
305,094
-826,129
| -73% | -$59.5M |
|
559
Pentair
PNR
$11B
| $23.1M | 0.03% |
502,622
-3,828
| -0.8% | -$162K |
|
560
UGI
UGI
$7.33B
| $23M | 0.03% |
510,833
-565,195
| -53% | -$25.9M |
|
561
EOG Resources
EOG
$70.7B
| $22.8M | 0.03% |
275,897
-132,506
| -32% | -$9.71M |
|
562
OneMain Financial
OMF
$7.47B
| $22.8M | 0.03% |
540,533
+18,416
| +4% | +$744K |
|
|
MZTI
563
The Marzetti Company
MZTI
$3.11B
| $22.2M | 0.03% |
138,392
-47,696
| -26% | -$7.18M |
|
564
Urban Outfitters
URBN
$6.59B
| $22M | 0.03% |
792,655
-1,294,781
| -62% | -$36M |
|
565
Black Hills Corp
BKH
$5.69B
| $22M | 0.03% |
279,850
-44,627
| -14% | -$3.44M |
|
566
Amphenol
APH
$209B
| $21.9M | 0.02% |
810,608
-86,544
| -10% | -$2.21M |
|
|
SF
567
Stifel
SF
$12.6B
| $21.9M | 0.02% |
813,523
+270,648
| +50% | +$7.07M |
|
568
Atkore
ATKR
$3.16B
| $21.7M | 0.02% |
536,123
-325,673
| -38% | -$12M |
|
569
Spectrum Brands
SPB
$2.07B
| $21.7M | 0.02% |
337,808
+78,495
| +30% | +$4.45M |
|
570
Zimmer Biomet
ZBH
$18.4B
| $21.6M | 0.02% |
148,653
+45,772
| +44% | +$6.32M |
|
|
ATVI
571
DELISTED
Activision Blizzard
ATVI
| $21.6M | 0.02% |
364,479
-7,120
| -2% | -$394K |
|
572
Ligand Pharmaceuticals
LGND
$6.36B
| $21.6M | 0.02% |
331,557
-87,390
| -21% | -$5.84M |
|
573
Berkshire Hathaway Class A
BRK.A
$1.12T
| $21.4M | 0.02% |
63
+26
| +70% | +$8.47M |
|
574
Equity Lifestyle Properties
ELS
$12.6B
| $21.4M | 0.02% |
303,543
-43,343
| -12% | -$3.01M |
|
575
Travel + Leisure Co
TNL
$4.7B
| $21.3M | 0.02% |
412,559
+143,641
| +53% | +$6.88M |
|
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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.