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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 | |
|---|---|---|---|---|---|---|
|
RUTH
851
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $7.29M | 0.01% |
334,884
-101,319
| -23% | -$2.23M |
|
|
GMS
852
DELISTED
GMS Inc
GMS
| $7.27M | 0.01% |
268,558
-38,158
| -12% | -$1.12M |
|
|
PDLI
853
DELISTED
PDL BioPharma, Inc.
PDLI
| $7.25M | 0.01% |
2,234,476
+496,599
| +29% | +$1.44M |
|
854
Walker & Dunlop
WD
$1.44B
| $7.25M | 0.01% |
112,025
-2,513
| -2% | -$159K |
|
855
Flowers Foods
FLO
$1.51B
| $7.2M | 0.01% |
330,965
-47,997
| -13% | -$1.04M |
|
856
Teleflex
TFX
$6B
| $7.18M | 0.01% |
19,087
+11,357
| +147% | +$3.91M |
|
|
VRNT
857
DELISTED
Verint Systems
VRNT
| $7.17M | 0.01% |
254,169
-99,361
| -28% | -$2.42M |
|
|
PRSP
858
DELISTED
Perspecta Inc. Common Stock
PRSP
| $7.14M | 0.01% |
270,116
+27,317
| +11% | +$728K |
|
859
Crown Holdings
CCK
$13B
| $7.13M | 0.01% |
98,321
+81,892
| +498% | +$5.84M |
|
860
Enanta Pharmaceuticals
ENTA
$400M
| $7.12M | 0.01% |
115,231
-22,604
| -16% | -$1.4M |
|
861
ACI Worldwide
ACIW
$5.32B
| $7.11M | 0.01% |
187,629
-32,062
| -15% | -$1.09M |
|
|
ODP
862
DELISTED
ODP
ODP
| $7.09M | 0.01% |
258,824
+8,169
| +3% | +$182K |
|
863
Diodes
DIOD
$4.69B
| $7.08M | 0.01% |
125,583
+15,743
| +14% | +$728K |
|
864
Marriott International
MAR
$91B
| $7.07M | 0.01% |
46,663
+6,665
| +17% | +$893K |
|
865
Interparfums
IPAR
$3.78B
| $7.05M | 0.01% |
96,915
-18,778
| -16% | -$1.37M |
|
866
Evertec
EVTC
$1.76B
| $7.04M | 0.01% |
206,751
-207,741
| -50% | -$6.58M |
|
867
FormFactor
FORM
$8.85B
| $7.03M | 0.01% |
270,528
+36,661
| +16% | +$827K |
|
868
AES
AES
$10.5B
| $7.02M | 0.01% |
352,908
-4,110,488
| -92% | -$73.5M |
|
869
Hanmi Financial
HAFC
$936M
| $7M | 0.01% |
349,828
+40,378
| +13% | +$779K |
|
870
Generac Holdings
GNRC
$12.4B
| $6.96M | 0.01% |
69,244
-2,166
| -3% | -$202K |
|
871
First Industrial Realty Trust
FR
$8.32B
| $6.92M | 0.01% |
166,621
-68,540
| -29% | -$2.82M |
|
872
Bank of Hawaii
BOH
$3.1B
| $6.9M | 0.01% |
72,488
-1,108
| -2% | -$98.5K |
|
873
A.O. Smith
AOS
$8.5B
| $6.89M | 0.01% |
144,722
+92,824
| +179% | +$4.5M |
|
874
Benchmark Electronics
BHE
$2.94B
| $6.86M | 0.01% |
199,721
+117,598
| +143% | +$3.88M |
|
875
Adient
ADNT
$1.46B
| $6.82M | 0.01% |
321,070
+48,235
| +18% | +$1.07M |
|
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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.