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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 | |
|---|---|---|---|---|---|---|
1101
Trimble
TRMB
$13.6B
| $3.19M | ﹤0.01% |
76,443
+65,265
| +584% | +$2.6M |
|
1102
Phibro Animal Health
PAHC
$1.39B
| $3.18M | ﹤0.01% |
128,215
-14,496
| -10% | -$336K |
|
1103
Orthofix Medical
OFIX
$418M
| $3.17M | ﹤0.01% |
68,591
-12,488
| -15% | -$587K |
|
1104
iShares MSCI Thailand ETF
THD
$357M
| $3.17M | ﹤0.01% |
36,150
+348
| +1% | +$30.6K |
|
|
EVRI
1105
DELISTED
Everi Holdings
EVRI
| $3.13M | ﹤0.01% |
232,914
+92,960
| +66% | +$1.06M |
|
|
DHC
1106
Diversified Healthcare Trust
DHC
$2.04B
| $3.11M | ﹤0.01% |
368,548
+43,719
| +13% | +$368K |
|
|
STOR
1107
DELISTED
STORE Capital Corporation
STOR
| $3.1M | ﹤0.01% |
83,186
-529
| -0.6% | -$20.5K |
|
1108
Extreme Networks
EXTR
$3.09B
| $3.08M | ﹤0.01% |
418,571
-516,155
| -55% | -$3.62M |
|
1109
Advanced Energy
AEIS
$12.6B
| $3.08M | ﹤0.01% |
43,231
+34,860
| +416% | +$2.17M |
|
1110
Edgewell Personal Care
EPC
$1.29B
| $3.06M | ﹤0.01% |
99,361
-39,256
| -28% | -$1.27M |
|
|
SASR
1111
DELISTED
Sandy Spring Bancorp Inc
SASR
| $3.05M | ﹤0.01% |
80,401
-12,572
| -14% | -$443K |
|
|
FSP
1112
Franklin Street Properties
FSP
$45.3M
| $3.03M | ﹤0.01% |
354,359
-44,500
| -11% | -$383K |
|
|
AEL
1113
DELISTED
American Equity Investment Life Holding Company
AEL
| $3.03M | ﹤0.01% |
101,181
-34,304
| -25% | -$930K |
|
1114
ABM Industries
ABM
$2.81B
| $3.02M | ﹤0.01% |
80,114
-1,841
| -2% | -$68.7K |
|
1115
Brixmor Property Group
BRX
$9.15B
| $2.99M | ﹤0.01% |
138,391
-48,856
| -26% | -$1.04M |
|
|
TBRG
1116
DELISTED
TruBridge
TBRG
| $2.97M | ﹤0.01% |
112,516
+4,906
| +5% | +$122K |
|
1117
Omega Healthcare
OHI
$14.4B
| $2.97M | ﹤0.01% |
70,032
-11,886
| -15% | -$503K |
|
1118
Allegiant Air
ALGT
$2.41B
| $2.96M | ﹤0.01% |
17,002
-141
| -0.8% | -$23.3K |
|
1119
Jacobs Solutions
J
$17.2B
| $2.95M | ﹤0.01% |
39,720
-38,423
| -49% | -$2.91M |
|
1120
UDR
UDR
$12.1B
| $2.95M | ﹤0.01% |
63,135
-14,575
| -19% | -$700K |
|
1121
Motorola Solutions
MSI
$76.5B
| $2.93M | ﹤0.01% |
18,220
-3,540
| -16% | -$583K |
|
|
AFMD
1122
DELISTED
Affimed
AFMD
| $2.91M | ﹤0.01% |
106,289
+16,841
| +19% | +$450K |
|
1123
W.P. Carey
WPC
$16.1B
| $2.91M | ﹤0.01% |
37,104
-1,785
| -5% | -$150K |
|
1124
Grupo Aeroportuario del Sureste
ASR
$8.24B
| $2.91M | ﹤0.01% |
15,514
-6,805
| -30% | -$1.16M |
|
1125
Hancock Whitney
HWC
$6.23B
| $2.89M | ﹤0.01% |
65,902
+3,793
| +6% | +$154K |
|
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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.