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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
-19.3%
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
$59.5B
AUM Growth
-$28.5B
(-32%)
Cap. Flow
-$9.49B
Cap. Flow
% of AUM
-15.96%
Top 10 Holdings %
Top 10 Hldgs %
16.13%
Holding
2,248
New
137
Increased
700
Reduced
1,158
Closed
216
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gen Digital
GEN
|
+$267M |
| 2 |
AbbVie
ABBV
|
+$107M |
| 3 |
TD Synnex
SNX
|
+$98.7M |
| 4 |
Meta Platforms (Facebook)
META
|
+$92.1M |
| 5 |
Public Service Enterprise Group
PEG
|
+$87.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
McKesson
MCK
|
+$309M |
| 2 |
Exelon
EXC
|
+$251M |
| 3 |
Lam Research
LRCX
|
+$230M |
| 4 |
Thermo Fisher Scientific
TMO
|
+$213M |
| 5 |
Wells Fargo
WFC
|
+$198M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 22.2% |
| 2 | Healthcare | 16.22% |
| 3 | Financials | 12.52% |
| 4 | Consumer Discretionary | 11.07% |
| 5 | Consumer Staples | 10.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Intuitive Surgical
ISRG
$139B
| $61.8M | 0.1% |
374,097
+1,302
| +0.3% | +$238K |
|
227
AutoZone
AZO
$50.1B
| $61.3M | 0.1% |
72,407
-64,290
| -47% | -$66.8M |
|
228
NorthWestern Energy
NWE
$4.38B
| $61.2M | 0.1% |
1,022,984
-319,105
| -24% | -$22.8M |
|
229
T. Rowe Price
TROW
$24.3B
| $60.9M | 0.1% |
624,069
+119,903
| +24% | +$14.7M |
|
230
Pilgrim's Pride
PPC
$6.31B
| $60.9M | 0.1% |
3,362,755
+481,356
| +17% | +$11.7M |
|
231
Molson Coors Class B
TAP
$7.93B
| $60.8M | 0.1% |
1,558,521
-309,987
| -17% | -$15.7M |
|
232
Reinsurance Group of America
RGA
$15.8B
| $60.6M | 0.1% |
720,787
-390,323
| -35% | -$50.9M |
|
233
Equinix
EQIX
$103B
| $60.4M | 0.1% |
96,682
+4,497
| +5% | +$2.69M |
|
234
Southern Company
SO
$105B
| $60.3M | 0.1% |
1,114,646
-119,440
| -10% | -$7.57M |
|
235
Linde
LIN
$227B
| $60.1M | 0.1% |
349,467
+48,152
| +16% | +$9.5M |
|
236
Johnson Controls International
JCI
$91.3B
| $59.3M | 0.1% |
2,223,411
+458,430
| +26% | +$17.1M |
|
|
HOLX
237
DELISTED
Hologic
HOLX
| $59.3M | 0.1% |
1,689,040
+686,101
| +68% | +$32.7M |
|
238
Cintas
CTAS
$81.1B
| $58.7M | 0.1% |
1,355,852
+108,436
| +9% | +$7.08M |
|
239
Baidu
BIDU
$37.1B
| $58.7M | 0.1% |
582,040
-106,332
| -15% | -$13M |
|
240
ITT
ITT
$18.9B
| $58.6M | 0.1% |
1,292,563
-312,667
| -19% | -$19.4M |
|
|
Y
241
DELISTED
Alleghany Corp
Y
| $58.5M | 0.1% |
105,950
+4,054
| +4% | +$2.92M |
|
242
Blackrock
BLK
$175B
| $57.6M | 0.1% |
130,886
-208
| -0.2% | -$102K |
|
243
Ziff Davis
ZD
$2B
| $57.5M | 0.1% |
892,643
-227,891
| -20% | -$17.8M |
|
244
O'Reilly Automotive
ORLY
$74.6B
| $56.4M | 0.09% |
2,812,440
-1,349,010
| -32% | -$34.5M |
|
245
World Kinect Corp
WKC
$1.89B
| $56.4M | 0.09% |
2,375,878
+85,578
| +4% | +$2.92M |
|
246
AMC Global Media
AMCX
$489M
| $56.2M | 0.09% |
2,310,037
-543,968
| -19% | -$18.4M |
|
|
CTXS
247
DELISTED
Citrix Systems Inc
CTXS
| $55.8M | 0.09% |
395,059
-290,996
| -42% | -$34.7M |
|
|
SIVB
248
DELISTED
SVB Financial Group
SIVB
| $55.7M | 0.09% |
368,722
+54,374
| +17% | +$12M |
|
249
Carlisle Companies
CSL
$15.3B
| $55.7M | 0.09% |
451,146
+42,599
| +10% | +$6.32M |
|
|
PARA
250
DELISTED
Paramount Global Class B
PARA
| $55.6M | 0.09% |
3,966,741
+297,851
| +8% | +$8.54M |
|
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AQR Capital Management's Q1 2020 Portfolio in Review
As of Q1 2020, AQR Capital Management held 2,248 positions worth $59.5B, down 32% from $88B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
AQR Capital Management withdrew a net $9.49B in Q1 2020, closing 216 positions and reducing 1,158 holdings. Its most notable exit was iShares MSCI India ETF, an estimated $81.6M position sold in full.
By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 20% a quarter earlier, followed by Healthcare and Financials.
Against the trend, AQR Capital Management opened a new position in Targa Resources worth $4.14M.
- AQR Capital Management's largest Q1 2020 buy was Targa Resources: 635,221 shares worth $4.14M.
- AQR Capital Management added most to Gen Digital in Q1 2020, an estimated $267M increase.
- AQR Capital Management's biggest Q1 2020 reduction was McKesson, cutting an estimated $309M.
- AQR Capital Management fully exited iShares MSCI India ETF in Q1 2020, selling an estimated $81.6M.
- AQR Capital Management's ten largest holdings make up 16% of its $59.5B portfolio in Q1 2020.
- AQR Capital Management opened 137 new positions and closed 216 in Q1 2020.
- AQR Capital Management's portfolio value fell 32% quarter-over-quarter to $59.5B.
Based on AQR Capital Management's 13F filing for Q1 2020, filed 15 May 2020.