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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 | |
|---|---|---|---|---|---|---|
1026
RLJ Lodging Trust
RLJ
$1.67B
| $4.19M | ﹤0.01% |
236,658
-159,189
| -40% | -$2.71M |
|
|
ZNGA
1027
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $4.18M | ﹤0.01% |
683,279
-558,001
| -45% | -$3.45M |
|
1028
Outfront Media
OUT
$5.29B
| $4.17M | ﹤0.01% |
157,857
+6,851
| +5% | +$176K |
|
|
KYNB
1029
Kyntra Bio
KYNB
$28.2M
| $4.16M | ﹤0.01% |
3,880
+3,217
| +485% | +$3.28M |
|
1030
Advanced Micro Devices
AMD
$767B
| $4.16M | ﹤0.01% |
90,608
-19,197
| -17% | -$707K |
|
1031
Cathay General Bancorp
CATY
$4.23B
| $4.13M | ﹤0.01% |
108,621
+12,861
| +13% | +$470K |
|
1032
Perrigo
PRGO
$1.75B
| $4.12M | ﹤0.01% |
79,733
-40,057
| -33% | -$2.09M |
|
1033
Global Industrial
GIC
$1.52B
| $4.1M | ﹤0.01% |
163,037
-93,872
| -37% | -$2.19M |
|
|
ASRT
1034
DELISTED
Assertio
ASRT
| $4.09M | ﹤0.01% |
54,600
+29,361
| +116% | +$1.72M |
|
|
PRNB
1035
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
| $4.07M | ﹤0.01% |
+74,297
| New | +$2.77M |
|
1036
Sabre
SABR
$835M
| $4.07M | ﹤0.01% |
181,147
+41,641
| +30% | +$923K |
|
1037
Hyatt Hotels
H
$16B
| $4.06M | ﹤0.01% |
45,234
-29,871
| -40% | -$2.33M |
|
1038
eGain
EGAN
$203M
| $4.05M | ﹤0.01% |
511,848
-359,942
| -41% | -$2.78M |
|
1039
Kennametal
KMT
$2.41B
| $4.02M | ﹤0.01% |
108,883
-768,925
| -88% | -$25.7M |
|
|
IBKC
1040
DELISTED
IBERIABANK Corp
IBKC
| $3.98M | ﹤0.01% |
53,219
+30,723
| +137% | +$2.28M |
|
|
MDC
1041
DELISTED
M.D.C. Holdings, Inc.
MDC
| $3.98M | ﹤0.01% |
112,589
+46,142
| +69% | +$1.74M |
|
|
LTM
1042
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $3.92M | ﹤0.01% |
385,557
-12,591
| -3% | -$141K |
|
|
MPT
1043
Medical Properties Trust
MPT
$2.48B
| $3.92M | ﹤0.01% |
185,528
-70,595
| -28% | -$1.43M |
|
1044
Sunstone Hotel Investors
SHO
$2.01B
| $3.91M | ﹤0.01% |
281,171
+71,990
| +34% | +$998K |
|
1045
Performance Food Group
PFGC
$17.9B
| $3.89M | ﹤0.01% |
75,630
-38,390
| -34% | -$1.75M |
|
|
FRC
1046
DELISTED
First Republic Bank
FRC
| $3.83M | ﹤0.01% |
32,615
+1,996
| +7% | +$216K |
|
1047
TransDigm Group
TDG
$67.6B
| $3.82M | ﹤0.01% |
6,814
+1,122
| +20% | +$614K |
|
1048
Edison International
EIX
$26.1B
| $3.81M | ﹤0.01% |
50,648
-238,753
| -82% | -$16.9M |
|
1049
Nexstar Media Group
NXST
$5.91B
| $3.8M | ﹤0.01% |
32,377
-164,413
| -84% | -$17.2M |
|
1050
Qualys
QLYS
$6.43B
| $3.79M | ﹤0.01% |
45,429
-44,352
| -49% | -$3.68M |
|
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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.