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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 | |
|---|---|---|---|---|---|---|
|
WUBA
651
DELISTED
58.com Inc
WUBA
| $15.1M | 0.02% |
232,794
-1,902
| -0.8% | -$107K |
|
652
CSX Corp
CSX
$93.1B
| $15.1M | 0.02% |
624,546
+277,596
| +80% | +$6.57M |
|
|
SAFM
653
DELISTED
Sanderson Farms Inc
SAFM
| $15.1M | 0.02% |
85,618
+49,321
| +136% | +$7.79M |
|
|
JWN
654
DELISTED
Nordstrom
JWN
| $15M | 0.02% |
367,681
-519,451
| -59% | -$19.2M |
|
655
Veeva Systems
VEEV
$37.4B
| $15M | 0.02% |
106,783
-43,845
| -29% | -$6.44M |
|
656
First Horizon
FHN
$12.1B
| $14.9M | 0.02% |
898,509
+203,985
| +29% | +$3.31M |
|
657
Huazhu Hotels Group
HTHT
$13B
| $14.8M | 0.02% |
369,304
-4,646
| -1% | -$168K |
|
|
TMHC
658
DELISTED
Taylor Morrison
TMHC
| $14.6M | 0.02% |
668,245
+141,845
| +27% | +$3.41M |
|
|
ETFC
659
DELISTED
E*Trade Financial Corporation
ETFC
| $14.6M | 0.02% |
321,678
+57,369
| +22% | +$2.45M |
|
660
CNO Financial Group
CNO
$5.1B
| $14.6M | 0.02% |
804,588
-294,596
| -27% | -$5.01M |
|
661
Photronics
PLAB
$1.93B
| $14.5M | 0.02% |
918,063
-3,326
| -0.4% | -$41.9K |
|
|
AGR
662
DELISTED
Avangrid, Inc.
AGR
| $14.4M | 0.02% |
281,359
-25,582
| -8% | -$1.27M |
|
663
Fluor
FLR
$7.96B
| $14.4M | 0.02% |
760,846
-383,242
| -33% | -$6.97M |
|
|
ABMD
664
DELISTED
Abiomed Inc
ABMD
| $14.2M | 0.02% |
83,217
+37,651
| +83% | +$6.98M |
|
|
PACW
665
DELISTED
PacWest Bancorp
PACW
| $14.2M | 0.02% |
370,695
+27,095
| +8% | +$1.02M |
|
666
Autodesk
ADSK
$52.6B
| $14.1M | 0.02% |
76,760
-10,709
| -12% | -$1.74M |
|
667
Western Union
WU
$2.21B
| $14M | 0.02% |
523,961
+437,341
| +505% | +$11.3M |
|
668
Cincinnati Financial
CINF
$27.1B
| $14M | 0.02% |
133,314
+45,990
| +53% | +$5.03M |
|
669
Hexcel
HXL
$7.82B
| $14M | 0.02% |
190,313
+75,292
| +65% | +$5.78M |
|
670
MKS Inc
MKSI
$20.6B
| $13.9M | 0.02% |
126,684
-99,442
| -44% | -$10.4M |
|
671
Cinemark Holdings
CNK
$4.32B
| $13.9M | 0.02% |
410,792
+48,239
| +13% | +$1.71M |
|
672
Lincoln Electric
LECO
$15.4B
| $13.9M | 0.02% |
143,512
+9,136
| +7% | +$831K |
|
673
Globe Life
GL
$14.3B
| $13.9M | 0.02% |
131,767
-47,543
| -27% | -$4.74M |
|
674
Weyerhaeuser
WY
$18.4B
| $13.7M | 0.02% |
453,117
-7,572
| -2% | -$220K |
|
675
Penske Automotive Group
PAG
$14.2B
| $13.7M | 0.02% |
271,839
+47,242
| +21% | +$2.34M |
|
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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.