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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 | |
|---|---|---|---|---|---|---|
976
JB Hunt Transport Services
JBHT
$25.1B
| $4.78M | 0.01% |
40,887
+12,995
| +47% | +$1.49M |
|
977
Revvity
RVTY
$13B
| $4.77M | 0.01% |
49,113
-8,213
| -14% | -$733K |
|
|
BKI
978
DELISTED
Black Knight, Inc. Common Stock
BKI
| $4.77M | 0.01% |
73,944
-140,452
| -66% | -$8.7M |
|
979
Blackstone Mortgage Trust
BXMT
$2.37B
| $4.75M | 0.01% |
127,761
-12,924
| -9% | -$470K |
|
980
1st Source
SRCE
$2.1B
| $4.71M | 0.01% |
90,824
-12,374
| -12% | -$622K |
|
981
Workday
WDAY
$45.6B
| $4.7M | 0.01% |
28,723
-12,554
| -30% | -$2.08M |
|
982
Axcelis
ACLS
$4.12B
| $4.69M | 0.01% |
194,815
-18,627
| -9% | -$392K |
|
983
Anika Therapeutics
ANIK
$280M
| $4.67M | 0.01% |
90,079
+54,668
| +154% | +$3.18M |
|
984
Nasdaq
NDAQ
$53.5B
| $4.67M | 0.01% |
130,728
-12,804
| -9% | -$436K |
|
985
Mercury Systems
MRCY
$6.49B
| $4.66M | 0.01% |
67,358
-19,658
| -23% | -$1.42M |
|
986
MYR Group
MYRG
$5.17B
| $4.64M | 0.01% |
142,295
+28,647
| +25% | +$946K |
|
|
GTS
987
DELISTED
Triple-S Management Corporation
GTS
| $4.61M | 0.01% |
249,134
+16,091
| +7% | +$274K |
|
|
MDCO
988
DELISTED
Medicines Co
MDCO
| $4.6M | 0.01% |
+54,104
| New | +$3.61M |
|
989
Paylocity
PCTY
$7.76B
| $4.57M | 0.01% |
37,843
-976
| -3% | -$107K |
|
990
SiriusPoint
SPNT
$2.62B
| $4.55M | 0.01% |
432,623
-107,760
| -20% | -$1.05M |
|
991
Dolby
DLB
$5.82B
| $4.54M | 0.01% |
66,031
+3,312
| +5% | +$219K |
|
|
IAA
992
DELISTED
IAA, Inc. Common Stock
IAA
| $4.53M | 0.01% |
97,094
+55,515
| +134% | +$2.34M |
|
993
Mid-America Apartment Communities
MAA
$15.3B
| $4.52M | 0.01% |
34,270
+4,374
| +15% | +$585K |
|
994
Trade Desk
TTD
$6.16B
| $4.51M | 0.01% |
173,630
-281,330
| -62% | -$6.33M |
|
995
Banco de Chile
BCH
$20.9B
| $4.5M | 0.01% |
214,284
-59,472
| -22% | -$1.45M |
|
|
PSB
996
DELISTED
PS Business Parks, Inc.
PSB
| $4.47M | 0.01% |
27,136
-8,504
| -24% | -$1.5M |
|
997
Perdoceo Education
PRDO
$2.01B
| $4.47M | 0.01% |
242,891
-172,122
| -41% | -$2.8M |
|
998
AAR Corp
AIR
$5.76B
| $4.46M | 0.01% |
99,012
-18,452
| -16% | -$801K |
|
999
Power Integrations
POWI
$3.5B
| $4.46M | 0.01% |
90,156
+79,742
| +766% | +$3.68M |
|
|
PFPT
1000
DELISTED
Proofpoint, Inc.
PFPT
| $4.46M | 0.01% |
38,816
-50,489
| -57% | -$6.02M |
|
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.