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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 | |
|---|---|---|---|---|---|---|
1001
Digi International
DGII
$3.16B
| $4.44M | 0.01% |
250,589
-137,036
| -35% | -$2.18M |
|
1002
GoDaddy
GDDY
$11.5B
| $4.43M | 0.01% |
65,537
-9,244
| -12% | -$611K |
|
1003
Stepan Co
SCL
$1.47B
| $4.43M | 0.01% |
43,208
+15,330
| +55% | +$1.49M |
|
1004
Harmony Gold Mining
HMY
$12.4B
| $4.42M | 0.01% |
1,216,293
-249,720
| -17% | -$801K |
|
|
BIG
1005
DELISTED
Big Lots, Inc.
BIG
| $4.39M | 0.01% |
152,934
+98,030
| +179% | +$2.26M |
|
1006
Monolithic Power Systems
MPWR
$68.7B
| $4.39M | 0.01% |
24,646
+3,680
| +18% | +$588K |
|
1007
Graphic Packaging
GPK
$3.52B
| $4.38M | 0.01% |
+263,205
| New | +$4.17M |
|
1008
SLM Corp
SLM
$5.15B
| $4.38M | 0.01% |
491,039
+353,132
| +256% | +$3.07M |
|
|
AVYA
1009
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $4.35M | 0.01% |
322,487
+162,013
| +101% | +$1.99M |
|
1010
Universal Logistics Holdings
ULH
$518M
| $4.34M | ﹤0.01% |
228,825
+20,142
| +10% | +$420K |
|
1011
Fox Class A
FOXA
$26.6B
| $4.32M | ﹤0.01% |
116,605
-14,585
| -11% | -$499K |
|
1012
Helen of Troy
HELE
$675M
| $4.32M | ﹤0.01% |
24,043
-1,813
| -7% | -$291K |
|
1013
CRA International
CRAI
$1.07B
| $4.31M | ﹤0.01% |
79,096
-11,878
| -13% | -$577K |
|
1014
Crocs
CROX
$6.64B
| $4.3M | ﹤0.01% |
102,621
-30,240
| -23% | -$1.06M |
|
1015
PTC Therapeutics
PTCT
$6.17B
| $4.28M | ﹤0.01% |
89,204
+54,175
| +155% | +$2.3M |
|
1016
Zions Bancorporation
ZION
$10.3B
| $4.26M | ﹤0.01% |
82,032
-18,532
| -18% | -$900K |
|
|
CPRX
1017
DELISTED
Catalyst Pharmaceutical
CPRX
| $4.26M | ﹤0.01% |
1,135,144
+968,574
| +581% | +$4.53M |
|
1018
Diamondrock Hospitality Co
DRH
$2.48B
| $4.25M | ﹤0.01% |
383,817
-52,424
| -12% | -$541K |
|
1019
Teekay Tankers
TNK
$2.66B
| $4.25M | ﹤0.01% |
177,087
-190,298
| -52% | -$3.46M |
|
1020
Mueller Industries
MLI
$15.3B
| $4.23M | ﹤0.01% |
533,320
+269,364
| +102% | +$2.06M |
|
|
LDL
1021
DELISTED
Lydall, Inc.
LDL
| $4.23M | ﹤0.01% |
206,195
+150,195
| +268% | +$3.11M |
|
1022
Leggett & Platt
LEG
$1.27B
| $4.23M | ﹤0.01% |
+83,220
| New | +$4.08M |
|
|
WCN
1023
Waste Connections
WCN
$41.8B
| $4.23M | ﹤0.01% |
46,547
-26,555
| -36% | -$2.41M |
|
|
MIC
1024
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $4.23M | ﹤0.01% |
98,642
+198
| +0.2% | +$8.18K |
|
|
CSW
1025
CSW Industrials
CSW
$5.64B
| $4.21M | ﹤0.01% |
54,696
-5,386
| -9% | -$387K |
|
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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.