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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 | |
|---|---|---|---|---|---|---|
151
Fortinet
FTNT
$117B
| $155M | 0.18% |
7,264,305
-7,163,415
| -50% | -$135M |
|
152
Philip Morris
PM
$295B
| $155M | 0.18% |
1,821,688
-1,147,315
| -39% | -$94.6M |
|
153
Cirrus Logic
CRUS
$6.26B
| $154M | 0.18% |
1,871,305
-670,689
| -26% | -$45.4M |
|
|
CMA
154
DELISTED
Comerica
CMA
| $153M | 0.17% |
2,133,900
+750,836
| +54% | +$51.5M |
|
155
Kohl's
KSS
$2.19B
| $153M | 0.17% |
2,995,841
-1,780,249
| -37% | -$90.5M |
|
|
PARA
156
DELISTED
Paramount Global Class B
PARA
| $153M | 0.17% |
3,668,890
-175,419
| -5% | -$6.79M |
|
157
International Paper
IP
$22B
| $151M | 0.17% |
3,463,510
+13,880
| +0.4% | +$582K |
|
158
Progressive
PGR
$125B
| $149M | 0.17% |
2,058,462
-791,652
| -28% | -$57.1M |
|
159
Lear
LEA
$8.18B
| $148M | 0.17% |
1,080,947
+174,751
| +19% | +$21.7M |
|
160
Southwest Airlines
LUV
$23B
| $147M | 0.17% |
2,726,653
-1,055,954
| -28% | -$58.6M |
|
161
HF Sinclair
DINO
$14.5B
| $145M | 0.16% |
2,869,866
-534,319
| -16% | -$28.3M |
|
162
TIM SA
TIMB
$8.8B
| $143M | 0.16% |
7,467,241
-877,416
| -11% | -$13.8M |
|
163
Tractor Supply
TSCO
$18B
| $143M | 0.16% |
7,631,275
+1,514,215
| +25% | +$28.7M |
|
164
Ameren
AEE
$30.1B
| $141M | 0.16% |
1,831,470
-1,082,336
| -37% | -$82.2M |
|
165
Zoetis
ZTS
$30B
| $135M | 0.15% |
1,020,093
+17,310
| +2% | +$2.15M |
|
166
General Dynamics
GD
$106B
| $134M | 0.15% |
762,166
+305,444
| +67% | +$54.8M |
|
167
Acuity Brands
AYI
$10.8B
| $134M | 0.15% |
972,906
+533,321
| +121% | +$68.6M |
|
168
PVH
PVH
$4.04B
| $134M | 0.15% |
1,277,946
+158,051
| +14% | +$15.1M |
|
169
Exelixis
EXEL
$13.4B
| $134M | 0.15% |
7,605,038
-4,777,850
| -39% | -$81M |
|
170
Simon Property Group
SPG
$72.3B
| $133M | 0.15% |
893,278
+199,175
| +29% | +$29.9M |
|
171
Walt Disney
DIS
$181B
| $132M | 0.15% |
914,755
-676,246
| -43% | -$94.4M |
|
172
Goldman Sachs
GS
$303B
| $131M | 0.15% |
571,841
+78,325
| +16% | +$17M |
|
173
American Water Works
AWK
$26.9B
| $131M | 0.15% |
1,062,792
-60,860
| -5% | -$7.38M |
|
174
Broadcom
AVGO
$2.04T
| $131M | 0.15% |
4,149,970
+572,020
| +16% | +$17.4M |
|
175
Chubb
CB
$135B
| $130M | 0.15% |
835,511
+228,431
| +38% | +$35M |
|
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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.