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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 | |
|---|---|---|---|---|---|---|
|
FITB
101
Fifth Third Bancorp
FITB
$51.8B
| $218M | 0.25% |
7,079,374
+1,984,067
| +39% | +$58.2M |
|
102
F5
FFIV
$22.7B
| $216M | 0.25% |
1,543,561
-410,582
| -21% | -$57.8M |
|
103
Cognizant
CTSH
$26B
| $215M | 0.25% |
3,497,417
+233,637
| +7% | +$14.4M |
|
104
Infosys
INFY
$50.7B
| $215M | 0.24% |
20,838,908
+5,030,407
| +32% | +$50.6M |
|
105
Popular Inc
BPOP
$11.1B
| $213M | 0.24% |
3,621,545
+358,666
| +11% | +$20M |
|
|
XLNX
106
DELISTED
Xilinx Inc
XLNX
| $212M | 0.24% |
2,165,731
-72,300
| -3% | -$6.79M |
|
107
TE Connectivity
TEL
$62.6B
| $211M | 0.24% |
2,210,309
+884,824
| +67% | +$81.9M |
|
108
Ameriprise Financial
AMP
$48.8B
| $207M | 0.24% |
1,240,811
-142,885
| -10% | -$22.1M |
|
|
SKX
109
DELISTED
Skechers
SKX
| $207M | 0.23% |
4,783,944
+461,965
| +11% | +$18.2M |
|
110
Oshkosh
OSK
$9.59B
| $206M | 0.23% |
2,180,367
+66,810
| +3% | +$5.76M |
|
111
Clorox
CLX
$12.7B
| $204M | 0.23% |
1,333,102
+317,198
| +31% | +$47.4M |
|
112
Aflac
AFL
$62.6B
| $203M | 0.23% |
3,834,190
-1,641,420
| -30% | -$87.1M |
|
|
DFS
113
DELISTED
Discover Financial Services
DFS
| $202M | 0.23% |
2,376,601
+489,792
| +26% | +$40.4M |
|
114
Citizens Financial Group
CFG
$30.6B
| $196M | 0.22% |
4,825,367
+1,353,217
| +39% | +$50.7M |
|
115
Amdocs
DOX
$6.22B
| $195M | 0.22% |
2,697,508
+55,375
| +2% | +$3.77M |
|
116
Republic Services
RSG
$65.7B
| $195M | 0.22% |
2,171,325
+349,918
| +19% | +$30.6M |
|
117
AT&T
T
$163B
| $189M | 0.22% |
6,429,649
-1,091,156
| -15% | -$31.5M |
|
118
DTE Energy
DTE
$29.1B
| $189M | 0.22% |
1,712,328
-199,687
| -10% | -$21.5M |
|
119
Baxter International
BAX
$14.2B
| $189M | 0.21% |
2,264,868
-854,631
| -27% | -$70.7M |
|
120
Assured Guaranty
AGO
$3.34B
| $189M | 0.21% |
3,854,562
-113,734
| -3% | -$5.44M |
|
121
CME Group
CME
$94.8B
| $188M | 0.21% |
935,711
-59,688
| -6% | -$12.2M |
|
|
122
Dollar General
DG
$27.9B
| $185M | 0.21% |
1,184,110
+863,091
| +269% | +$137M |
|
123
Universal Health Services
UHS
$10.5B
| $183M | 0.21% |
1,280,529
+391,921
| +44% | +$55.9M |
|
124
Viatris
VTRS
$18.9B
| $183M | 0.21% |
9,311,212
-7,863,529
| -46% | -$146M |
|
125
RenaissanceRe
RNR
$13.4B
| $182M | 0.21% |
929,614
+197,496
| +27% | +$37.4M |
|
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.