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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 | |
|---|---|---|---|---|---|---|
826
Strategy Inc
MSTR
$38B
| $7.7M | 0.01% |
540,130
-79,840
| -13% | -$1.19M |
|
827
Omnicell
OMCL
$1.7B
| $7.7M | 0.01% |
94,269
-81,387
| -46% | -$6.24M |
|
828
Citi Trends
CTRN
$633M
| $7.68M | 0.01% |
332,217
-39,152
| -11% | -$763K |
|
|
EGRX
829
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $7.66M | 0.01% |
127,496
+14,195
| +13% | +$847K |
|
|
SC
830
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $7.65M | 0.01% |
327,524
-81,553
| -20% | -$1.98M |
|
831
Okta
OKTA
$26.4B
| $7.64M | 0.01% |
67,343
-113,497
| -63% | -$13.1M |
|
832
Johnson Outdoors
JOUT
$504M
| $7.64M | 0.01% |
99,572
+21,582
| +28% | +$1.41M |
|
833
Tilly's
TLYS
$130M
| $7.64M | 0.01% |
623,311
-88,016
| -12% | -$931K |
|
|
CHK
834
DELISTED
Chesapeake Energy Corporation
CHK
| $7.61M | 0.01% |
46,421
+22,545
| +94% | +$4.53M |
|
835
Kinder Morgan
KMI
$69.2B
| $7.61M | 0.01% |
361,838
+24,661
| +7% | +$499K |
|
836
Worthington Enterprises
WOR
$2.81B
| $7.6M | 0.01% |
292,370
+111,102
| +61% | +$2.61M |
|
837
Steven Madden
SHOO
$3.58B
| $7.59M | 0.01% |
176,589
+10,899
| +7% | +$440K |
|
|
PE
838
DELISTED
PARSLEY ENERGY INC
PE
| $7.59M | 0.01% |
402,140
-328,893
| -45% | -$5.43M |
|
839
Vera Bradley
VRA
$98.1M
| $7.58M | 0.01% |
642,058
-279,314
| -30% | -$3.1M |
|
840
Cullen/Frost Bankers
CFR
$10.2B
| $7.56M | 0.01% |
77,276
-285
| -0.4% | -$26.5K |
|
841
Entegris
ENTG
$22.2B
| $7.51M | 0.01% |
149,956
+66,994
| +81% | +$3.23M |
|
842
Sonic Automotive
SAH
$2.56B
| $7.5M | 0.01% |
241,791
+66,232
| +38% | +$2.09M |
|
843
Fortive
FTV
$18.5B
| $7.49M | 0.01% |
155,560
-7,339
| -5% | -$331K |
|
844
Paycom
PAYC
$9.55B
| $7.49M | 0.01% |
28,434
-60,724
| -68% | -$14.4M |
|
845
Kraft Heinz
KHC
$29.5B
| $7.45M | 0.01% |
234,616
-583,858
| -71% | -$17.7M |
|
846
Encompass Health
EHC
$12.5B
| $7.42M | 0.01% |
134,605
-15,268
| -10% | -$829K |
|
847
FTI Consulting
FCN
$4.17B
| $7.38M | 0.01% |
66,731
-38,791
| -37% | -$4.24M |
|
|
NGHC
848
DELISTED
National General Holdings Corp
NGHC
| $7.33M | 0.01% |
331,624
+64,496
| +24% | +$1.41M |
|
|
AVID
849
DELISTED
Avid Technology Inc
AVID
| $7.31M | 0.01% |
852,093
-345,074
| -29% | -$2.54M |
|
|
MGLN
850
DELISTED
Magellan Health Services, Inc.
MGLN
| $7.29M | 0.01% |
93,177
-16,863
| -15% | -$1.19M |
|
Similar funds
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.