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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 | |
|---|---|---|---|---|---|---|
|
SNV
751
DELISTED
Synovus
SNV
| $10.1M | 0.01% |
258,057
+243,010
| +1,615% | +$8.93M |
|
752
Cigna
CI
$74.6B
| $10M | 0.01% |
49,138
-132,398
| -73% | -$24.3M |
|
753
Mohawk Industries
MHK
$9.22B
| $9.99M | 0.01% |
+73,254
| New | +$9.97M |
|
754
Installed Building Products
IBP
$6.49B
| $9.92M | 0.01% |
144,076
+10,894
| +8% | +$735K |
|
755
Pool Corp
POOL
$7.5B
| $9.91M | 0.01% |
46,660
-2,258
| -5% | -$466K |
|
|
AL
756
DELISTED
Air Lease Corp
AL
| $9.87M | 0.01% |
207,590
+4,009
| +2% | +$180K |
|
757
Aecom
ACM
$9.75B
| $9.86M | 0.01% |
228,531
+193,028
| +544% | +$8M |
|
|
NPTN
758
DELISTED
NEOPHOTONICS CORP
NPTN
| $9.78M | 0.01% |
1,109,079
-71,142
| -6% | -$532K |
|
|
SPTN
759
DELISTED
SpartanNash
SPTN
| $9.77M | 0.01% |
686,144
-60,640
| -8% | -$800K |
|
760
Global Payments
GPN
$22.8B
| $9.76M | 0.01% |
53,595
+24,393
| +84% | +$4.19M |
|
761
McGrath RentCorp
MGRC
$2.92B
| $9.76M | 0.01% |
127,518
-33,479
| -21% | -$2.43M |
|
|
BERY
762
DELISTED
Berry Global Group, Inc.
BERY
| $9.7M | 0.01% |
222,526
-950,437
| -81% | -$37.7M |
|
763
Charter Communications
CHTR
$18.2B
| $9.7M | 0.01% |
20,079
+353
| +2% | +$162K |
|
764
Valvoline
VVV
$4.51B
| $9.7M | 0.01% |
453,026
+354,724
| +361% | +$7.83M |
|
765
SEI Investments
SEIC
$12.6B
| $9.66M | 0.01% |
147,599
+4,403
| +3% | +$274K |
|
|
AD
766
Array Digital Infrastructure
AD
$3.05B
| $9.66M | 0.01% |
269,927
-107,808
| -29% | -$3.78M |
|
767
Erie Indemnity
ERIE
$13.2B
| $9.6M | 0.01% |
57,881
+3,917
| +7% | +$692K |
|
768
M/I Homes
MHO
$3.84B
| $9.54M | 0.01% |
242,327
+43,370
| +22% | +$1.81M |
|
769
Palo Alto Networks
PANW
$297B
| $9.51M | 0.01% |
246,624
+87,900
| +55% | +$3.32M |
|
770
Moog Inc Class A
MOG.A
$12.8B
| $9.44M | 0.01% |
110,603
-19,549
| -15% | -$1.67M |
|
771
SPS Commerce
SPSC
$2.64B
| $9.43M | 0.01% |
170,059
-95,945
| -36% | -$5.1M |
|
772
UFP Industries
UFPI
$5.19B
| $9.42M | 0.01% |
197,521
+119,266
| +152% | +$5.62M |
|
773
Carpenter Technology
CRS
$28.4B
| $9.4M | 0.01% |
188,743
+32,151
| +21% | +$1.65M |
|
774
Integer Holdings
ITGR
$4.26B
| $9.4M | 0.01% |
116,824
-19,777
| -14% | -$1.51M |
|
775
Universal Insurance Holdings
UVE
$1.23B
| $9.37M | 0.01% |
334,591
-102,262
| -23% | -$2.96M |
|
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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.