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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 | |
|---|---|---|---|---|---|---|
51
Akamai
AKAM
$15.9B
| $372M | 0.42% |
4,329,040
-787,559
| -15% | -$68.9M |
|
|
52
Northrop Grumman
NOC
$81.2B
| $369M | 0.42% |
1,072,419
+628,367
| +142% | +$221M |
|
53
JPMorgan Chase
JPM
$950B
| $365M | 0.42% |
2,635,148
+838,286
| +47% | +$108M |
|
54
Pinnacle West Capital
PNW
$12.2B
| $364M | 0.41% |
4,059,481
-279,860
| -6% | -$25.3M |
|
55
Adobe
ADBE
$105B
| $363M | 0.41% |
1,106,221
-221,401
| -17% | -$65.1M |
|
56
Cummins
CMI
$88.7B
| $362M | 0.41% |
2,024,227
-472,753
| -19% | -$83.2M |
|
57
Huntington Ingalls Industries
HII
$12.8B
| $359M | 0.41% |
1,432,369
-314,000
| -18% | -$74.4M |
|
|
EA
58
DELISTED
Electronic Arts
EA
| $353M | 0.4% |
3,305,662
+499,635
| +18% | +$49.6M |
|
59
Travelers Companies
TRV
$80.2B
| $347M | 0.4% |
2,541,194
+528,797
| +26% | +$72M |
|
|
SPR
60
DELISTED
Spirit AeroSystems
SPR
| $347M | 0.39% |
4,766,318
-74,625
| -2% | -$6.15M |
|
61
Delta Air Lines
DAL
$60.1B
| $338M | 0.38% |
5,786,791
-730,416
| -11% | -$41M |
|
62
Pultegroup
PHM
$25.3B
| $338M | 0.38% |
8,700,178
-411,243
| -5% | -$16M |
|
63
eBay
EBAY
$49.8B
| $336M | 0.38% |
9,407,143
+131,113
| +1% | +$4.75M |
|
64
Amgen
AMGN
$222B
| $331M | 0.38% |
1,380,014
+182,509
| +15% | +$40.2M |
|
65
Eli Lilly
LLY
$1.06T
| $329M | 0.37% |
2,518,996
-369,787
| -13% | -$42.9M |
|
66
Medtronic
MDT
$112B
| $324M | 0.37% |
2,875,789
-838,927
| -23% | -$92.1M |
|
67
Robert Half
RHI
$4.37B
| $318M | 0.36% |
5,044,778
-761,773
| -13% | -$44.2M |
|
68
Eaton
ETN
$174B
| $317M | 0.36% |
3,342,831
-128,357
| -4% | -$11.4M |
|
|
ATH
69
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $314M | 0.36% |
6,668,043
+267,076
| +4% | +$11.6M |
|
70
Qualcomm
QCOM
$176B
| $310M | 0.35% |
3,511,284
-1,146,180
| -25% | -$95.9M |
|
71
Comcast
CMCSA
$90B
| $308M | 0.35% |
6,866,696
-761,061
| -10% | -$33.9M |
|
72
Accenture
ACN
$108B
| $305M | 0.35% |
1,448,472
-81,254
| -5% | -$15.8M |
|
73
Danaher
DHR
$144B
| $298M | 0.34% |
2,200,280
-713,658
| -24% | -$90.2M |
|
74
Norwegian Cruise Line
NCLH
$8.84B
| $297M | 0.34% |
5,092,430
+174,335
| +4% | +$9.2M |
|
75
Kimberly-Clark
KMB
$36.5B
| $295M | 0.34% |
2,160,334
-176,033
| -8% | -$23.8M |
|
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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.