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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 | |
|---|---|---|---|---|---|---|
76
Jazz Pharmaceuticals
JAZZ
$16.7B
| $293M | 0.33% |
1,966,252
+633,022
| +47% | +$86.1M |
|
77
American Electric Power
AEP
$68.4B
| $290M | 0.33% |
3,067,807
-802,169
| -21% | -$74.1M |
|
78
Honeywell
HON
$78B
| $287M | 0.33% |
1,719,503
-297,746
| -15% | -$48.7M |
|
79
Kroger
KR
$34.8B
| $286M | 0.33% |
9,866,345
+919,863
| +10% | +$24.4M |
|
80
Lockheed Martin
LMT
$136B
| $283M | 0.32% |
725,573
+117,209
| +19% | +$45M |
|
81
Cadence Design Systems
CDNS
$93.4B
| $281M | 0.32% |
4,045,089
-1,232,415
| -23% | -$82.6M |
|
82
iShares Core S&P 500 ETF
IVV
$902B
| $276M | 0.31% |
853,569
+70,166
| +9% | +$21.7M |
|
83
Visa
V
$677B
| $274M | 0.31% |
1,460,846
+43,896
| +3% | +$7.91M |
|
84
ManpowerGroup
MAN
$2.63B
| $274M | 0.31% |
2,825,561
+88,909
| +3% | +$8.14M |
|
85
Qorvo
QRVO
$8.74B
| $272M | 0.31% |
2,342,296
+1,131,336
| +93% | +$109M |
|
86
Ross Stores
ROST
$81.9B
| $269M | 0.31% |
2,307,828
+230,510
| +11% | +$25.9M |
|
87
Best Buy
BBY
$17.3B
| $265M | 0.3% |
3,014,164
-1,310,978
| -30% | -$100M |
|
88
Arrow Electronics
ARW
$10.4B
| $264M | 0.3% |
3,116,493
+991,498
| +47% | +$78.9M |
|
89
UnitedHealth
UNH
$370B
| $258M | 0.29% |
879,226
-442,672
| -33% | -$116M |
|
90
Capital One
COF
$134B
| $256M | 0.29% |
2,486,600
+294,303
| +13% | +$28.4M |
|
91
Charles River Laboratories
CRL
$12.8B
| $255M | 0.29% |
1,672,157
-334,771
| -17% | -$46.4M |
|
|
ALXN
92
DELISTED
Alexion Pharmaceuticals
ALXN
| $255M | 0.29% |
2,372,805
+960,412
| +68% | +$103M |
|
93
Darden Restaurants
DRI
$24.4B
| $249M | 0.28% |
2,288,198
+106,224
| +5% | +$12.1M |
|
94
Costco
COST
$420B
| $249M | 0.28% |
845,766
+106,351
| +14% | +$31.6M |
|
95
TJX Companies
TJX
$178B
| $244M | 0.28% |
4,002,592
-1,279,614
| -24% | -$75.7M |
|
96
VeriSign
VRSN
$26.6B
| $242M | 0.27% |
1,255,861
-156,858
| -11% | -$29.5M |
|
97
Xerox
XRX
$425M
| $235M | 0.27% |
6,376,848
-1,435,733
| -18% | -$50.2M |
|
98
Jabil
JBL
$35.8B
| $235M | 0.27% |
5,675,587
+1,229,247
| +28% | +$47.2M |
|
99
McDonald's
MCD
$195B
| $234M | 0.27% |
1,182,620
+55,822
| +5% | +$11.1M |
|
100
Bristol-Myers Squibb
BMY
$132B
| $234M | 0.27% |
3,670,223
+633,429
| +21% | +$36.3M |
|
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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.