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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 | |
|---|---|---|---|---|---|---|
|
TBI
676
Trueblue
TBI
$311M
| $13.6M | 0.02% |
566,957
-55,506
| -9% | -$1.27M |
|
677
Ford
F
$55.7B
| $13.6M | 0.02% |
1,459,727
-1,715,028
| -54% | -$15.4M |
|
|
GLDD
678
DELISTED
Great Lakes Dredge & Dock
GLDD
| $13.4M | 0.02% |
1,186,912
-111,745
| -9% | -$1.19M |
|
679
GATX Corp
GATX
$6.27B
| $13.4M | 0.02% |
161,985
-28,346
| -15% | -$2.28M |
|
680
Planet Fitness
PLNT
$3.78B
| $13.4M | 0.02% |
178,815
+7,951
| +5% | +$536K |
|
681
Dr. Reddy's Laboratories
RDY
$10.2B
| $13.3M | 0.02% |
1,641,480
+59,350
| +4% | +$469K |
|
682
DNOW Inc
DNOW
$2.99B
| $13.2M | 0.02% |
1,177,702
+604,589
| +105% | +$6.74M |
|
683
CorVel
CRVL
$3.19B
| $13.2M | 0.02% |
453,783
-44,634
| -9% | -$1.19M |
|
684
Saic
SAIC
$5.35B
| $13.2M | 0.02% |
151,438
+20,429
| +16% | +$1.71M |
|
|
BMCH
685
DELISTED
BMC Stock Holdings, Inc
BMCH
| $13.2M | 0.02% |
458,913
+54,684
| +14% | +$1.54M |
|
|
PXD
686
DELISTED
Pioneer Natural Resource Co.
PXD
| $13.1M | 0.01% |
86,792
-555
| -0.6% | -$73.9K |
|
|
MNK
687
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $13.1M | 0.01% |
3,751,399
+3,519,560
| +1,518% | +$11M |
|
688
Franklin Resources
BEN
$17.2B
| $13M | 0.01% |
501,206
-579,066
| -54% | -$15.7M |
|
689
Compañía de Cervecerías Unidas
CCU
$2.21B
| $13M | 0.01% |
684,873
+71,275
| +12% | +$1.41M |
|
690
Autohome
ATHM
$2.62B
| $12.9M | 0.01% |
161,688
-521
| -0.3% | -$40.6K |
|
691
First Bancorp
FBP
$4.38B
| $12.9M | 0.01% |
1,213,508
-47,966
| -4% | -$501K |
|
|
PENG
692
Penguin Solutions Inc
PENG
$2.99B
| $12.7M | 0.01% |
668,310
-68,014
| -9% | -$1.05M |
|
|
MRO
693
DELISTED
Marathon Oil Corporation
MRO
| $12.6M | 0.01% |
941,750
-1,523,877
| -62% | -$18.6M |
|
|
GRA
694
DELISTED
W.R. Grace & Co.
GRA
| $12.6M | 0.01% |
180,896
-116,880
| -39% | -$7.84M |
|
|
AMED
695
DELISTED
Amedisys
AMED
| $12.6M | 0.01% |
75,626
-90,529
| -54% | -$13.5M |
|
696
Mine Safety
MSA
$7.49B
| $12.6M | 0.01% |
99,686
-158,253
| -61% | -$19M |
|
697
Bath & Body Works
BBWI
$4.1B
| $12.6M | 0.01% |
868,132
-3,659,427
| -81% | -$52.8M |
|
698
NMI Holdings
NMIH
$3.36B
| $12.5M | 0.01% |
376,820
+275,353
| +271% | +$8.6M |
|
699
Capri Holdings
CPRI
$1.74B
| $12.5M | 0.01% |
326,920
-380,899
| -54% | -$13.1M |
|
700
Tenet Healthcare
THC
$21.1B
| $12.4M | 0.01% |
327,061
+120,810
| +59% | +$3.62M |
|
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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.