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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 | |
|---|---|---|---|---|---|---|
276
Graham Holdings Company
GHC
$4.98B
| $49.4M | 0.08% |
145,388
-22,551
| -13% | -$11.5M |
|
277
Ralph Lauren
RL
$23.9B
| $49.3M | 0.08% |
738,126
-715,421
| -49% | -$75.1M |
|
278
McCormick & Company Non-Voting
MKC
$14.1B
| $49.3M | 0.08% |
698,074
-57,914
| -8% | -$4.49M |
|
279
W.R. Berkley
WRB
$26.1B
| $49.3M | 0.08% |
2,125,402
-72,659
| -3% | -$2.16M |
|
280
Quanta Services
PWR
$101B
| $49.2M | 0.08% |
1,624,414
+45,246
| +3% | +$1.68M |
|
281
Sabesp
SBS
$17.9B
| $49.2M | 0.08% |
34,346,400
-9,810,429
| -22% | -$24.1M |
|
282
Omnicom Group
OMC
$23.5B
| $48.9M | 0.08% |
895,920
+89,631
| +11% | +$6.36M |
|
283
Reliance Steel & Aluminium
RS
$21.8B
| $48.2M | 0.08% |
549,950
-48,210
| -8% | -$5.14M |
|
|
PRAH
284
DELISTED
PRA Health Sciences, Inc.
PRAH
| $48.2M | 0.08% |
579,982
-149,529
| -20% | -$14.6M |
|
285
Casey's General Stores
CASY
$31.3B
| $48.1M | 0.08% |
366,369
-66,780
| -15% | -$10.8M |
|
|
LOGM
286
DELISTED
LogMein, Inc.
LOGM
| $47.9M | 0.08% |
574,708
+183,022
| +47% | +$15.4M |
|
287
Murphy USA
MUSA
$10.2B
| $47.5M | 0.08% |
565,172
-230,823
| -29% | -$24M |
|
288
KB Home
KBH
$3.52B
| $47.4M | 0.08% |
2,624,768
+904,045
| +53% | +$29M |
|
289
Altria Group
MO
$108B
| $47.1M | 0.08% |
1,218,377
-323,214
| -21% | -$14.3M |
|
290
Abbott
ABT
$189B
| $47.1M | 0.08% |
596,916
-289,276
| -33% | -$24.1M |
|
291
Evergy
EVRG
$18.9B
| $46.8M | 0.08% |
849,943
+424,351
| +100% | +$27.9M |
|
|
CMA
292
DELISTED
Comerica
CMA
| $46.5M | 0.08% |
1,586,590
-547,310
| -26% | -$29.7M |
|
|
TGNA
293
DELISTED
TEGNA Inc
TGNA
| $46.3M | 0.08% |
4,296,628
-3,077,021
| -42% | -$49.2M |
|
294
M&T Bank
MTB
$36.5B
| $46.1M | 0.08% |
445,614
-62,142
| -12% | -$9.14M |
|
295
T-Mobile US
TMUS
$194B
| $46.1M | 0.08% |
548,967
-82,021
| -13% | -$6.94M |
|
296
PayPal
PYPL
$50.4B
| $45.7M | 0.08% |
476,995
-126,591
| -21% | -$14M |
|
|
WBA
297
DELISTED
Walgreens Boots Alliance
WBA
| $45.3M | 0.08% |
990,749
+267,560
| +37% | +$13.6M |
|
298
Packaging Corp of America
PKG
$22.8B
| $45.2M | 0.08% |
520,856
-42,924
| -8% | -$4.16M |
|
299
Lowe's Companies
LOW
$125B
| $45.1M | 0.08% |
524,079
-28,777
| -5% | -$3.14M |
|
300
TAL Education Group
TAL
$6.78B
| $44.8M | 0.08% |
840,274
-59,160
| -7% | -$3.18M |
|
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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.