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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 | |
|---|---|---|---|---|---|---|
|
IMGN
1451
DELISTED
Immunogen Inc
IMGN
| $1.21M | ﹤0.01% |
236,248
+34,164
| +17% | +$116K |
|
|
ISBC
1452
DELISTED
Investors Bancorp, Inc.
ISBC
| $1.2M | ﹤0.01% |
101,087
+65,377
| +183% | +$783K |
|
1453
Chemours
CC
$2.2B
| $1.2M | ﹤0.01% |
67,318
+11,720
| +21% | +$195K |
|
1454
Community Trust Bancorp
CTBI
$1.41B
| $1.2M | ﹤0.01% |
+25,652
| New | +$1.14M |
|
1455
Medifast
MED
$135M
| $1.19M | ﹤0.01% |
10,853
-76,992
| -88% | -$7.45M |
|
1456
Iovance Biotherapeutics
IOVA
$2.9B
| $1.19M | ﹤0.01% |
42,852
+17,655
| +70% | +$402K |
|
|
DCPH
1457
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
| $1.18M | ﹤0.01% |
+19,013
| New | +$904K |
|
1458
Ingevity
NGVT
$2.65B
| $1.18M | ﹤0.01% |
13,492
-6,156
| -31% | -$538K |
|
1459
Sabra Healthcare REIT
SBRA
$5.28B
| $1.18M | ﹤0.01% |
55,239
-3,378
| -6% | -$75.6K |
|
1460
StoneX
SNEX
$7.81B
| $1.18M | ﹤0.01% |
121,935
-20,149
| -14% | -$167K |
|
1461
Innospec
IOSP
$2.29B
| $1.17M | ﹤0.01% |
11,348
+3,269
| +40% | +$313K |
|
1462
TTEC Holdings
TTEC
$113M
| $1.17M | ﹤0.01% |
29,631
+7,523
| +34% | +$329K |
|
1463
Q2 Holdings
QTWO
$3.96B
| $1.16M | ﹤0.01% |
14,326
-48
| -0.3% | -$3.69K |
|
1464
RLI Corp
RLI
$5.83B
| $1.16M | ﹤0.01% |
25,730
-2,002
| -7% | -$94K |
|
|
EV
1465
DELISTED
Eaton Vance Corp.
EV
| $1.15M | ﹤0.01% |
+24,616
| New | +$1.14M |
|
1466
G-III Apparel Group
GIII
$1.48B
| $1.14M | ﹤0.01% |
34,155
+1,200
| +4% | +$34K |
|
|
NSA
1467
DELISTED
National Storage Affiliates Trust
NSA
| $1.14M | ﹤0.01% |
33,761
+16,820
| +99% | +$564K |
|
|
AHRT
1468
AH Realty Trust
AHRT
$503M
| $1.13M | ﹤0.01% |
61,523
-6,099
| -9% | -$111K |
|
1469
Xencor
XNCR
$1.6B
| $1.13M | ﹤0.01% |
32,772
-6,948
| -17% | -$254K |
|
1470
Douglas Emmett
DEI
$1.93B
| $1.13M | ﹤0.01% |
25,648
-1,788
| -7% | -$77.3K |
|
|
B
1471
Barrick Mining
B
$68.5B
| $1.13M | ﹤0.01% |
60,579
-804
| -1% | -$13.8K |
|
|
CORE
1472
DELISTED
Core Mark Holding Co., Inc.
CORE
| $1.12M | ﹤0.01% |
41,049
-19,650
| -32% | -$544K |
|
1473
Ameris Bancorp
ABCB
$5.88B
| $1.11M | ﹤0.01% |
26,060
-83
| -0.3% | -$3.54K |
|
1474
Axos Financial
AX
$5.63B
| $1.11M | ﹤0.01% |
36,623
-14,859
| -29% | -$434K |
|
|
JKS
1475
JinkoSolar
JKS
$886M
| $1.11M | ﹤0.01% |
49,309
| – | – |
|
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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.