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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 | |
|---|---|---|---|---|---|---|
1926
James River Group Holdings
JRVR
$217M
| $277K | ﹤0.01% |
6,726
-10,365
| -61% | -$407K |
|
1927
Distribution Solutions Group
DSGR
$1.61B
| $276K | ﹤0.01% |
10,598
| – | – |
|
1928
Alphatec Holdings
ATEC
$1.44B
| $275K | ﹤0.01% |
38,791
+10,767
| +38% | +$69.1K |
|
1929
Ethan Allen Interiors
ETD
$603M
| $275K | ﹤0.01% |
14,413
-3,580
| -20% | -$66.7K |
|
1930
Marcus & Millichap
MMI
$1.19B
| $273K | ﹤0.01% |
7,333
-995
| -12% | -$35.8K |
|
1931
Annaly Capital Management
NLY
$17.4B
| $272K | ﹤0.01% |
7,223
| – | – |
|
1932
Arcus Biosciences
RCUS
$3.64B
| $272K | ﹤0.01% |
+26,947
| New | +$227K |
|
1933
NCR Voyix
VYX
$1.14B
| $272K | ﹤0.01% |
+12,598
| New | +$245K |
|
1934
Coherent
COHR
$74.2B
| $269K | ﹤0.01% |
7,979
-27,078
| -77% | -$863K |
|
|
TNAV
1935
DELISTED
Telenav Inc.
TNAV
| $269K | ﹤0.01% |
55,379
+26,972
| +95% | +$131K |
|
1936
Marcus Corp
MCS
$945M
| $268K | ﹤0.01% |
8,435
-33,436
| -80% | -$1.13M |
|
|
STMP
1937
DELISTED
Stamps.com, Inc.
STMP
| $267K | ﹤0.01% |
+3,198
| New | +$267K |
|
|
FRTA
1938
DELISTED
Forterra, Inc
FRTA
| $266K | ﹤0.01% |
+23,034
| New | +$224K |
|
|
XLRN
1939
DELISTED
Acceleron Pharma
XLRN
| $265K | ﹤0.01% |
+5,000
| New | +$228K |
|
1940
Visteon
VC
$2.78B
| $264K | ﹤0.01% |
+3,050
| New | +$272K |
|
1941
Glacier Bancorp
GBCI
$6.35B
| $262K | ﹤0.01% |
5,696
-9,813
| -63% | -$424K |
|
1942
MeiraGTx Holdings
MGTX
$1.21B
| $262K | ﹤0.01% |
13,110
+739
| +6% | +$12.6K |
|
1943
Myers Industries
MYE
$1.29B
| $262K | ﹤0.01% |
+15,731
| New | +$262K |
|
1944
Westamerica Bancorp
WABC
$1.37B
| $262K | ﹤0.01% |
3,868
| – | – |
|
|
NFBK
1945
DELISTED
Northfield Bancorp
NFBK
| $261K | ﹤0.01% |
15,389
+391
| +3% | +$6.57K |
|
1946
Construction Partners
ROAD
$6.77B
| $261K | ﹤0.01% |
+15,479
| New | +$272K |
|
|
DSPG
1947
DELISTED
DSP Group Inc
DSPG
| $261K | ﹤0.01% |
16,556
| – | – |
|
1948
Griffon
GFF
$4.86B
| $260K | ﹤0.01% |
+12,784
| New | +$269K |
|
|
HT
1949
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $257K | ﹤0.01% |
17,635
-12,879
| -42% | -$183K |
|
1950
Northwest Natural Holdings
NWN
$2.12B
| $256K | ﹤0.01% |
3,467
-6,840
| -66% | -$472K |
|
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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.