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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 | |
|---|---|---|---|---|---|---|
201
Agilent Technologies
A
$41.2B
| $113M | 0.13% |
1,331,599
-263,600
| -17% | -$20.8M |
|
202
AMC Global Media
AMCX
$489M
| $113M | 0.13% |
2,854,005
-197,135
| -6% | -$8.28M |
|
203
IQVIA
IQV
$39.3B
| $112M | 0.13% |
724,561
-70,145
| -9% | -$10.2M |
|
204
Mettler-Toledo International
MTD
$28.6B
| $111M | 0.13% |
140,666
+39,735
| +39% | +$28.7M |
|
205
Flex
FLEX
$44.8B
| $111M | 0.13% |
11,674,628
+1,850,673
| +19% | +$16M |
|
206
Bunge Global
BG
$20.8B
| $110M | 0.13% |
1,911,232
-315,937
| -14% | -$17.5M |
|
207
First American
FAF
$7.58B
| $110M | 0.12% |
1,881,836
-702
| -0% | -$42.9K |
|
208
Assurant
AIZ
$14.3B
| $108M | 0.12% |
823,529
+171,131
| +26% | +$22M |
|
|
VMW
209
DELISTED
VMware, Inc
VMW
| $108M | 0.12% |
709,373
-146,397
| -17% | -$22.9M |
|
210
Graham Holdings Company
GHC
$5.02B
| $107M | 0.12% |
167,939
-18,021
| -10% | -$11.5M |
|
211
MillerKnoll
MLKN
$1.67B
| $107M | 0.12% |
2,569,867
+669,536
| +35% | +$31M |
|
212
Timken Company
TKR
$9.03B
| $107M | 0.12% |
1,893,089
+120,776
| +7% | +$6.1M |
|
213
CACI
CACI
$14.2B
| $104M | 0.12% |
417,990
+21,497
| +5% | +$5M |
|
214
JetBlue
JBLU
$2.29B
| $104M | 0.12% |
5,544,538
+1,243,199
| +29% | +$23.1M |
|
215
Whirlpool
WHR
$2.82B
| $103M | 0.12% |
698,231
+461,178
| +195% | +$69.6M |
|
216
Unum
UNM
$14.3B
| $102M | 0.12% |
3,509,675
-169,964
| -5% | -$4.94M |
|
217
Steel Dynamics
STLD
$37.6B
| $102M | 0.12% |
2,991,928
+245,989
| +9% | +$7.85M |
|
218
S&P Global
SPGI
$120B
| $101M | 0.11% |
369,767
-1,383
| -0.4% | -$359K |
|
219
AvalonBay Communities
AVB
$26.8B
| $101M | 0.11% |
480,923
+84,383
| +21% | +$18.1M |
|
220
Williams-Sonoma
WSM
$29.6B
| $101M | 0.11% |
2,750,826
-690,416
| -20% | -$24M |
|
221
Sempra
SRE
$54.8B
| $101M | 0.11% |
1,331,508
-42,470
| -3% | -$3.12M |
|
222
Molson Coors Class B
TAP
$8.09B
| $101M | 0.11% |
1,868,508
+49,136
| +3% | +$2.64M |
|
223
Emcor
EME
$36B
| $99.5M | 0.11% |
1,152,676
+122,222
| +12% | +$10.8M |
|
224
World Kinect Corp
WKC
$1.86B
| $99.4M | 0.11% |
2,290,300
+100,823
| +5% | +$4.22M |
|
225
Regal Rexnord
RRX
$11.9B
| $99.4M | 0.11% |
1,161,305
+102,662
| +10% | +$8.14M |
|
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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.