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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 | |
|---|---|---|---|---|---|---|
176
Public Service Enterprise Group
PEG
$37.7B
| $129M | 0.15% |
2,190,177
-210,324
| -9% | -$12.7M |
|
177
Sabesp
SBS
$18.7B
| $129M | 0.15% |
44,156,829
-16,089,407
| -27% | -$41.3M |
|
178
Regeneron Pharmaceuticals
REGN
$80.8B
| $129M | 0.15% |
343,060
+48,009
| +16% | +$16.2M |
|
179
NVR
NVR
$17B
| $128M | 0.15% |
33,601
+22,149
| +193% | +$82M |
|
180
Valero Energy
VLO
$85.9B
| $127M | 0.14% |
1,364,881
+151,117
| +12% | +$14.3M |
|
181
Arch Capital
ACGL
$33.6B
| $125M | 0.14% |
2,921,318
+907,478
| +45% | +$37.7M |
|
182
Toll Brothers
TOL
$14.5B
| $124M | 0.14% |
3,144,826
+156,319
| +5% | +$6.25M |
|
|
TGNA
183
DELISTED
TEGNA Inc
TGNA
| $122M | 0.14% |
7,373,649
-2,357,025
| -24% | -$36.7M |
|
184
Hormel Foods
HRL
$13.8B
| $122M | 0.14% |
2,701,863
+799,392
| +42% | +$34.4M |
|
185
Incyte
INCY
$24.4B
| $122M | 0.14% |
1,392,111
+140,766
| +11% | +$12M |
|
186
O'Reilly Automotive
ORLY
$76.3B
| $121M | 0.14% |
4,161,450
+1,048,650
| +34% | +$30M |
|
|
GRMN
187
Garmin
GRMN
$60B
| $120M | 0.14% |
1,233,486
-424,453
| -26% | -$39.6M |
|
|
TECD
188
DELISTED
Tech Data Corp
TECD
| $120M | 0.14% |
836,040
-1,062,682
| -56% | -$137M |
|
189
Hasbro
HAS
$13.2B
| $120M | 0.14% |
1,136,639
+381,625
| +51% | +$39.7M |
|
190
Coca-Cola
KO
$375B
| $119M | 0.14% |
2,149,107
-207,445
| -9% | -$11.2M |
|
191
ITT
ITT
$19.1B
| $119M | 0.13% |
1,605,230
-273,128
| -15% | -$18.2M |
|
192
MGIC Investment
MTG
$6.25B
| $118M | 0.13% |
8,361,055
+1,620,455
| +24% | +$22.5M |
|
193
Bio-Rad Laboratories Class A
BIO
$9.42B
| $118M | 0.13% |
319,842
+137,361
| +75% | +$48.4M |
|
194
Bread Financial
BFH
$4.38B
| $118M | 0.13% |
1,322,212
+1,019,540
| +337% | +$90.1M |
|
195
Henry Schein
HSIC
$9.82B
| $117M | 0.13% |
1,761,872
+175,859
| +11% | +$11.6M |
|
196
Owens Corning
OC
$12.4B
| $116M | 0.13% |
1,787,865
+1,474,512
| +471% | +$94.4M |
|
197
Vishay Intertechnology
VSH
$5.43B
| $116M | 0.13% |
5,456,400
-284,439
| -5% | -$5.52M |
|
198
Snap-on
SNA
$21.5B
| $115M | 0.13% |
681,314
+138,081
| +25% | +$22.5M |
|
199
3M
MMM
$94.3B
| $114M | 0.13% |
773,310
+85,733
| +12% | +$12M |
|
200
Sysco
SYY
$40.3B
| $113M | 0.13% |
1,323,553
+359,028
| +37% | +$29.1M |
|
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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.