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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 | |
|---|---|---|---|---|---|---|
251
Walt Disney
DIS
$178B
| $55.5M | 0.09% |
574,031
-340,724
| -37% | -$43.1M |
|
252
Whirlpool
WHR
$2.75B
| $55M | 0.09% |
640,540
-57,691
| -8% | -$7.58M |
|
253
Eversource Energy
ES
$26.8B
| $54.7M | 0.09% |
698,977
-263,356
| -27% | -$23.1M |
|
254
iShares Core MSCI Emerging Markets ETF
IEMG
$155B
| $54.6M | 0.09% |
1,350,228
+107,012
| +9% | +$5.26M |
|
255
Newmont
NEM
$124B
| $54.5M | 0.09% |
1,212,567
-383,900
| -24% | -$17.3M |
|
|
FL
256
DELISTED
Foot Locker
FL
| $54.1M | 0.09% |
2,451,531
-1,582,083
| -39% | -$53.8M |
|
|
QVCGA
257
DELISTED
QVC Group Inc Series A
QVCGA
| $53.7M | 0.09% |
186,644
-43,119
| -19% | -$15.4M |
|
258
Xcel Energy
XEL
$48B
| $53M | 0.09% |
879,105
-44,964
| -5% | -$2.93M |
|
259
Williams-Sonoma
WSM
$29.5B
| $52.5M | 0.09% |
2,468,434
-282,392
| -10% | -$8.98M |
|
260
Citigroup
C
$227B
| $52.4M | 0.09% |
1,244,842
-923,608
| -43% | -$62M |
|
261
Timken Company
TKR
$8.77B
| $52.2M | 0.09% |
1,613,834
-279,255
| -15% | -$13.2M |
|
262
PACCAR
PCAR
$69.1B
| $51.9M | 0.09% |
1,293,855
+112,956
| +10% | +$5.31M |
|
|
SPR
263
DELISTED
Spirit AeroSystems
SPR
| $51.5M | 0.09% |
2,153,467
-2,612,851
| -55% | -$145M |
|
264
Ciena
CIEN
$54.9B
| $51.5M | 0.09% |
1,292,967
-661,681
| -34% | -$27.1M |
|
265
AGCO
AGCO
$7.06B
| $51.1M | 0.09% |
1,084,568
-100,181
| -8% | -$6.37M |
|
266
CVS Health
CVS
$122B
| $51M | 0.09% |
860,063
+494,266
| +135% | +$33M |
|
267
Fair Isaac
FICO
$22.7B
| $50.9M | 0.09% |
165,556
-43,780
| -21% | -$16.1M |
|
268
Phillips 66
PSX
$86B
| $50.8M | 0.09% |
947,213
-582,497
| -38% | -$47.4M |
|
269
NetEase
NTES
$85.4B
| $50.3M | 0.08% |
783,865
-160,120
| -17% | -$10.5M |
|
270
Automatic Data Processing
ADP
$109B
| $50.3M | 0.08% |
368,128
-67,396
| -15% | -$10.9M |
|
271
First Citizens BancShares
FCNCA
$25.2B
| $50.3M | 0.08% |
155,195
+43,173
| +39% | +$20M |
|
|
VMW
272
DELISTED
VMware, Inc
VMW
| $50.2M | 0.08% |
414,506
-294,867
| -42% | -$40.5M |
|
273
Flex
FLEX
$44.2B
| $49.8M | 0.08% |
7,888,707
-3,785,921
| -32% | -$32.8M |
|
274
Caterpillar
CAT
$385B
| $49.7M | 0.08% |
428,449
-164,808
| -28% | -$21.1M |
|
|
MXIM
275
DELISTED
Maxim Integrated Products
MXIM
| $49.4M | 0.08% |
1,016,780
+177,262
| +21% | +$10.2M |
|
Similar funds
VGA
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.