We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
876
Factset
FDS
$10.2B
| $6.79M | 0.01% |
25,308
+102
| +0.4% | +$26.2K |
|
877
Hackett Group
HCKT
$286M
| $6.78M | 0.01% |
420,226
-7,826
| -2% | -$124K |
|
878
Commercial Vehicle Group
CVGI
$140M
| $6.75M | 0.01% |
1,063,276
-70,286
| -6% | -$499K |
|
879
Cheesecake Factory
CAKE
$5.46B
| $6.68M | 0.01% |
171,830
-9,356
| -5% | -$386K |
|
|
TTM
880
DELISTED
Tata Motors Limited
TTM
| $6.64M | 0.01% |
513,345
-118,591
| -19% | -$1.31M |
|
|
XHR
881
Xenia Hotels & Resorts
XHR
$1.74B
| $6.57M | 0.01% |
304,041
-29,254
| -9% | -$618K |
|
882
Jones Lang LaSalle
JLL
$16.4B
| $6.52M | 0.01% |
37,466
+34,586
| +1,201% | +$5.44M |
|
883
eHealth
EHTH
$41.3M
| $6.47M | 0.01% |
67,393
-8,341
| -11% | -$647K |
|
884
Belden
BDC
$5.24B
| $6.44M | 0.01% |
117,075
-316,944
| -73% | -$16.9M |
|
|
ANAT
885
DELISTED
American National Group, Inc. Common Stock
ANAT
| $6.44M | 0.01% |
54,701
+2,177
| +4% | +$258K |
|
886
Cavco Industries
CVCO
$4.49B
| $6.41M | 0.01% |
32,815
+470
| +1% | +$92.1K |
|
887
Grand Canyon Education
LOPE
$3.93B
| $6.41M | 0.01% |
66,925
-149,701
| -69% | -$13.8M |
|
888
LCI Industries
LCII
$2.53B
| $6.38M | 0.01% |
59,526
+42,523
| +250% | +$4.31M |
|
889
Unisys
UIS
$217M
| $6.37M | 0.01% |
537,473
+21,405
| +4% | +$215K |
|
890
NiSource
NI
$20.1B
| $6.35M | 0.01% |
229,053
+30,289
| +15% | +$830K |
|
|
SMAR
891
DELISTED
Smartsheet Inc.
SMAR
| $6.34M | 0.01% |
142,669
-72,710
| -34% | -$3.01M |
|
892
LivaNova
LIVN
$4.18B
| $6.29M | 0.01% |
83,438
+29,851
| +56% | +$2.26M |
|
|
EGOV
893
DELISTED
NIC Inc
EGOV
| $6.29M | 0.01% |
281,197
-31,631
| -10% | -$692K |
|
894
Ingles Markets
IMKTA
$1.66B
| $6.28M | 0.01% |
132,120
+26,370
| +25% | +$1.12M |
|
895
Transocean
RIG
$6.29B
| $6.27M | 0.01% |
911,638
+358,861
| +65% | +$1.85M |
|
|
FBC
896
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $6.25M | 0.01% |
163,420
+135,236
| +480% | +$5.06M |
|
|
SNBR
897
DELISTED
Sleep Number
SNBR
| $6.21M | 0.01% |
126,065
-40,900
| -24% | -$1.94M |
|
|
GWB
898
DELISTED
Great Western Bancorp, Inc.
GWB
| $6.21M | 0.01% |
178,680
-1,292
| -0.7% | -$44.6K |
|
899
Great Southern Bancorp
GSBC
$871M
| $6.19M | 0.01% |
97,720
-2,704
| -3% | -$164K |
|
|
MDR
900
DELISTED
McDermott International
MDR
| $6.18M | 0.01% |
9,140,510
+2,883,000
| +46% | +$3.69M |
|
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.