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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 | |
|---|---|---|---|---|---|---|
951
Emergent Biosolutions
EBS
$228M
| $5.18M | 0.01% |
95,953
-33,113
| -26% | -$1.8M |
|
|
WDR
952
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $5.15M | 0.01% |
308,099
-40,638
| -12% | -$662K |
|
953
Selective Insurance
SIGI
$5.64B
| $5.14M | 0.01% |
78,867
-9,683
| -11% | -$670K |
|
954
FMC
FMC
$1.29B
| $5.14M | 0.01% |
51,726
-163,655
| -76% | -$15.2M |
|
955
America Movil
AMX
$71.6B
| $5.12M | 0.01% |
319,904
+84,852
| +36% | +$1.33M |
|
956
Universal Electronics
UEIC
$71M
| $5.11M | 0.01% |
97,695
-19,499
| -17% | -$1.04M |
|
|
KNL
957
DELISTED
Knoll, Inc.
KNL
| $5.1M | 0.01% |
201,810
+2,687
| +1% | +$71K |
|
958
Allegion
ALLE
$14.1B
| $5.06M | 0.01% |
40,636
+23,247
| +134% | +$2.68M |
|
959
Flowserve
FLS
$10.1B
| $5M | 0.01% |
100,552
-191,050
| -66% | -$9.15M |
|
960
Resideo Technologies
REZI
$3.69B
| $5M | 0.01% |
418,718
-375,303
| -47% | -$4.27M |
|
961
MongoDB
MDB
$33.5B
| $4.98M | 0.01% |
38,251
-2,204
| -5% | -$289K |
|
962
Enova International
ENVA
$6.25B
| $4.97M | 0.01% |
206,591
-37,691
| -15% | -$848K |
|
963
Genesco
GCO
$431M
| $4.94M | 0.01% |
103,040
+9,243
| +10% | +$383K |
|
964
Standard Motor Products
SMP
$898M
| $4.93M | 0.01% |
92,717
+60,674
| +189% | +$3.1M |
|
|
RYZ
965
Ryerson Holding Corp
RYZ
$1.44B
| $4.93M | 0.01% |
416,527
-150,199
| -27% | -$1.48M |
|
|
CCMP
966
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $4.92M | 0.01% |
34,120
+9,383
| +38% | +$1.33M |
|
967
Patrick Industries
PATK
$2.71B
| $4.9M | 0.01% |
140,099
+38,436
| +38% | +$1.25M |
|
968
Kite Realty
KRG
$5.27B
| $4.88M | 0.01% |
249,765
-31,932
| -11% | -$576K |
|
969
Federal Realty Investment Trust
FRT
$10.1B
| $4.88M | 0.01% |
37,871
+23,238
| +159% | +$3.09M |
|
970
Xylem
XYL
$28.4B
| $4.85M | 0.01% |
61,589
+11,656
| +23% | +$907K |
|
|
ACBI
971
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $4.84M | 0.01% |
263,718
+7,192
| +3% | +$132K |
|
972
Healthpeak Properties
DOC
$14.5B
| $4.83M | 0.01% |
139,999
-19,057
| -12% | -$667K |
|
973
Fomento Económico Mexicano
FMX
$41.1B
| $4.81M | 0.01% |
50,874
+985
| +2% | +$90.5K |
|
974
NetApp
NTAP
$39.5B
| $4.8M | 0.01% |
77,381
-57,986
| -43% | -$3.38M |
|
975
Ichor Holdings
ICHR
$2.47B
| $4.78M | 0.01% |
143,663
+62,575
| +77% | +$1.86M |
|
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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.