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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 | |
|---|---|---|---|---|---|---|
126
Monster Beverage
MNST
$88.5B
| $181M | 0.21% |
5,727,138
-3,546,152
| -38% | -$104M |
|
127
Reinsurance Group of America
RGA
$16.1B
| $181M | 0.21% |
1,111,110
-68,326
| -6% | -$11.1M |
|
128
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $181M | 0.21% |
4,099,026
+292,447
| +8% | +$12.5M |
|
129
American Tower
AMT
$80.4B
| $176M | 0.2% |
765,562
-14,111
| -2% | -$3.07M |
|
130
NextEra Energy
NEE
$177B
| $175M | 0.2% |
2,893,848
+321,416
| +12% | +$18.8M |
|
131
Citigroup
C
$226B
| $173M | 0.2% |
2,168,450
+1,401,673
| +183% | +$104M |
|
132
Ingredion
INGR
$6.58B
| $173M | 0.2% |
1,866,667
+507,195
| +37% | +$42.6M |
|
133
LyondellBasell Industries
LYB
$19.2B
| $171M | 0.19% |
1,814,543
+988,155
| +120% | +$90.6M |
|
134
Ralph Lauren
RL
$23.6B
| $170M | 0.19% |
1,453,547
+4,024
| +0.3% | +$424K |
|
135
Deckers Outdoor
DECK
$13.3B
| $170M | 0.19% |
6,034,794
-1,515,816
| -20% | -$40.2M |
|
136
Phillips 66
PSX
$81.4B
| $170M | 0.19% |
1,529,710
-352,501
| -19% | -$39.6M |
|
137
HCA Healthcare
HCA
$89.5B
| $169M | 0.19% |
1,141,878
-170,715
| -13% | -$22.9M |
|
138
Public Storage
PSA
$61.3B
| $168M | 0.19% |
788,699
+88,354
| +13% | +$19.6M |
|
139
CDW
CDW
$17B
| $167M | 0.19% |
1,170,445
-1,180,181
| -50% | -$156M |
|
140
Edwards Lifesciences
EW
$51.7B
| $164M | 0.19% |
2,120,097
-232,596
| -10% | -$18.2M |
|
141
lululemon athletica
LULU
$14.6B
| $164M | 0.19% |
712,609
-75,736
| -10% | -$16.1M |
|
142
Masco
MAS
$15.3B
| $163M | 0.19% |
3,399,817
-1,133,255
| -25% | -$51.5M |
|
143
AutoZone
AZO
$51.1B
| $162M | 0.18% |
136,697
+18,081
| +15% | +$20.9M |
|
144
Ecolab
ECL
$79.9B
| $161M | 0.18% |
833,805
+163,451
| +24% | +$31M |
|
145
Teledyne Technologies
TDY
$32B
| $160M | 0.18% |
461,850
-189,796
| -29% | -$63.8M |
|
|
FL
146
DELISTED
Foot Locker
FL
| $157M | 0.18% |
4,033,614
-436,870
| -10% | -$18.4M |
|
147
Curtiss-Wright
CW
$25.5B
| $157M | 0.18% |
1,114,301
-111,398
| -9% | -$15.1M |
|
148
AbbVie
ABBV
$435B
| $157M | 0.18% |
1,771,502
+623,364
| +54% | +$51.8M |
|
149
PNC Financial Services
PNC
$101B
| $156M | 0.18% |
976,912
+654,319
| +203% | +$98.2M |
|
150
Avnet
AVT
$7.92B
| $156M | 0.18% |
3,665,924
+980,434
| +37% | +$40.4M |
|
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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.