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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 | |
|---|---|---|---|---|---|---|
|
NUAN
601
DELISTED
Nuance Communications, Inc.
NUAN
| $18.8M | 0.02% |
1,056,279
-822,774
| -44% | -$13.6M |
|
602
International Bancshares
IBOC
$4.57B
| $18.8M | 0.02% |
435,507
-18,050
| -4% | -$748K |
|
603
Ventas
VTR
$47.9B
| $18.6M | 0.02% |
321,880
-3,109
| -1% | -$195K |
|
604
Spotify
SPOT
$100B
| $18.6M | 0.02% |
125,105
+600
| +0.5% | +$82.4K |
|
605
Ambev
ABEV
$46.4B
| $18.5M | 0.02% |
3,973,823
-895,863
| -18% | -$3.97M |
|
606
Banco Santander Chile
BSAC
$16.6B
| $18.5M | 0.02% |
800,142
-218,653
| -21% | -$5.44M |
|
607
Vale
VALE
$62.6B
| $18.4M | 0.02% |
1,397,712
+537,509
| +62% | +$6.46M |
|
608
Goodyear
GT
$1.85B
| $18.4M | 0.02% |
1,183,264
-940,633
| -44% | -$14.7M |
|
609
Pinduoduo
PDD
$131B
| $18.4M | 0.02% |
485,171
-866
| -0.2% | -$32.3K |
|
610
Post Holdings
POST
$3.57B
| $18.3M | 0.02% |
256,718
-341,804
| -57% | -$23.4M |
|
611
Kosmos Energy
KOS
$1.48B
| $17.9M | 0.02% |
3,173,926
+963,864
| +44% | +$5.82M |
|
612
Dow Inc
DOW
$21.2B
| $17.6M | 0.02% |
321,381
-401,615
| -56% | -$20.7M |
|
613
Sanmina
SANM
$10.9B
| $17.6M | 0.02% |
513,465
+423,444
| +470% | +$13.6M |
|
614
Amkor Technology
AMKR
$13.7B
| $17.5M | 0.02% |
1,344,033
+22,317
| +2% | +$266K |
|
615
Brinker International
EAT
$9.66B
| $17.5M | 0.02% |
415,671
-171,687
| -29% | -$7.4M |
|
616
Haemonetics
HAE
$4B
| $17.4M | 0.02% |
151,701
-147,400
| -49% | -$17.8M |
|
617
Roper Technologies
ROP
$39.8B
| $17.3M | 0.02% |
48,966
-8,524
| -15% | -$2.94M |
|
|
NATI
618
DELISTED
National Instruments Corp
NATI
| $17.3M | 0.02% |
408,814
+35,568
| +10% | +$1.49M |
|
|
SGI
619
Somnigroup International
SGI
$13.7B
| $17.2M | 0.02% |
792,096
+338,260
| +75% | +$7.07M |
|
620
Warner Bros
WBD
$67.1B
| $17.1M | 0.02% |
524,382
-155,481
| -23% | -$4.69M |
|
621
Minerals Technologies
MTX
$2.34B
| $17M | 0.02% |
295,585
+65,821
| +29% | +$3.54M |
|
622
HNI Corp
HNI
$3.59B
| $17M | 0.02% |
453,008
+22,743
| +5% | +$869K |
|
623
Bio-Techne
TECH
$11.3B
| $16.9M | 0.02% |
310,432
-184,972
| -37% | -$9.7M |
|
624
Copart
CPRT
$27.5B
| $16.7M | 0.02% |
733,472
-5,128
| -0.7% | -$109K |
|
|
AVLR
625
DELISTED
Avalara, Inc.
AVLR
| $16.6M | 0.02% |
229,211
+43,772
| +24% | +$3.18M |
|
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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.