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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 | |
|---|---|---|---|---|---|---|
926
Safety Insurance
SAFT
$1.52B
| $5.56M | 0.01% |
60,090
-6,935
| -10% | -$676K |
|
927
Kelly Services Class A
KELYA
$538M
| $5.48M | 0.01% |
242,766
+34,386
| +17% | +$775K |
|
|
CLGX
928
DELISTED
Corelogic, Inc.
CLGX
| $5.48M | 0.01% |
125,300
-87,007
| -41% | -$3.7M |
|
929
Sun Communities
SUI
$14.5B
| $5.47M | 0.01% |
36,453
-23,399
| -39% | -$3.64M |
|
930
Ubiquiti
UI
$34.6B
| $5.47M | 0.01% |
28,943
+6,512
| +29% | +$1.05M |
|
931
NVE Corp
NVEC
$583M
| $5.45M | 0.01% |
76,374
+57,010
| +294% | +$3.72M |
|
|
POLY
932
DELISTED
Plantronics, Inc.
POLY
| $5.44M | 0.01% |
199,521
+41,832
| +27% | +$1.26M |
|
933
Central Pacific Financial
CPF
$989M
| $5.44M | 0.01% |
183,933
-11,109
| -6% | -$324K |
|
934
MasterCraft Boat Holdings
MCFT
$583M
| $5.43M | 0.01% |
344,684
-61,217
| -15% | -$965K |
|
|
QEP
935
DELISTED
QEP RESOURCES, INC.
QEP
| $5.43M | 0.01% |
1,206,035
-355,039
| -23% | -$1.24M |
|
936
Martin Marietta Materials
MLM
$32.7B
| $5.4M | 0.01% |
19,316
+10,208
| +112% | +$2.72M |
|
937
Adeia
ADEA
$3.08B
| $5.4M | 0.01% |
1,102,944
+227,405
| +26% | +$1.21M |
|
938
Five Below
FIVE
$13.2B
| $5.39M | 0.01% |
42,161
-46,075
| -52% | -$5.77M |
|
939
HealthStream
HSTM
$866M
| $5.38M | 0.01% |
197,851
-37,304
| -16% | -$1.03M |
|
940
Toro Company
TTC
$9.36B
| $5.38M | 0.01% |
67,540
+16,525
| +32% | +$1.27M |
|
941
Cooper-Standard Automotive
CPS
$518M
| $5.33M | 0.01% |
160,603
+75,547
| +89% | +$2.45M |
|
942
Telefônica Brasil
VIV
$19B
| $5.32M | 0.01% |
371,654
+35,223
| +10% | +$470K |
|
|
JHG
943
DELISTED
Janus Henderson
JHG
| $5.3M | 0.01% |
216,939
-93,327
| -30% | -$2.22M |
|
|
PFC
944
DELISTED
Premier Financial Corp. Common Stock
PFC
| $5.3M | 0.01% |
168,257
-2,341
| -1% | -$70.6K |
|
945
Advance Auto Parts
AAP
$3.37B
| $5.29M | 0.01% |
33,006
-65,502
| -66% | -$10.5M |
|
946
1-800-Flowers.com
FLWS
$251M
| $5.27M | 0.01% |
363,753
-129,044
| -26% | -$1.75M |
|
947
Comfort Systems
FIX
$59.6B
| $5.27M | 0.01% |
105,631
-42,165
| -29% | -$2.05M |
|
948
Modine Manufacturing
MOD
$10.2B
| $5.25M | 0.01% |
682,173
+435,613
| +177% | +$3.91M |
|
|
NWLI
949
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $5.25M | 0.01% |
18,042
-3,727
| -17% | -$998K |
|
|
PDCO
950
DELISTED
Patterson Companies, Inc.
PDCO
| $5.22M | 0.01% |
257,266
-157,393
| -38% | -$2.98M |
|
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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.