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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 | |
|---|---|---|---|---|---|---|
301
Air Products & Chemicals
APD
$69.1B
| $44.7M | 0.08% |
223,971
-52,250
| -19% | -$11.9M |
|
302
Old Republic International
ORI
$10.2B
| $44.2M | 0.07% |
2,897,253
-511,606
| -15% | -$10.5M |
|
|
JNPR
303
DELISTED
Juniper Networks
JNPR
| $44.1M | 0.07% |
2,303,519
-1,624,563
| -41% | -$36.5M |
|
304
Agilent Technologies
A
$42.2B
| $43.7M | 0.07% |
609,527
-722,072
| -54% | -$58M |
|
305
Equity Residential
EQR
$24.6B
| $43.5M | 0.07% |
705,706
-60,870
| -8% | -$4.7M |
|
306
Simon Property Group
SPG
$71.6B
| $43.5M | 0.07% |
793,061
-100,217
| -11% | -$12M |
|
307
CoStar Group
CSGP
$12.6B
| $43.4M | 0.07% |
740,400
-170,860
| -19% | -$11.1M |
|
308
Eastman Chemical
EMN
$8.55B
| $43.2M | 0.07% |
928,076
-198,916
| -18% | -$12.8M |
|
309
Stryker
SYK
$133B
| $43M | 0.07% |
263,339
-60,040
| -19% | -$11.7M |
|
310
Labcorp
LH
$26.1B
| $43M | 0.07% |
395,797
-67,452
| -15% | -$9.72M |
|
311
Morgan Stanley
MS
$337B
| $42.5M | 0.07% |
1,249,553
-152,531
| -11% | -$7.18M |
|
312
TripAdvisor
TRIP
$1.28B
| $42.5M | 0.07% |
2,441,349
-242,211
| -9% | -$6.14M |
|
|
MRSH
313
Marsh
MRSH
$90.7B
| $42.4M | 0.07% |
490,339
+27,588
| +6% | +$2.94M |
|
314
Werner Enterprises
WERN
$2.21B
| $42.2M | 0.07% |
1,163,194
+7,229
| +0.6% | +$260K |
|
315
General Motors
GM
$78.1B
| $41.8M | 0.07% |
2,013,228
-405,840
| -17% | -$12.4M |
|
316
Entergy
ETR
$49.3B
| $41.5M | 0.07% |
884,094
-259,592
| -23% | -$15.4M |
|
317
Globus Medical
GMED
$11.5B
| $41.5M | 0.07% |
983,198
-219,649
| -18% | -$10.9M |
|
318
Manhattan Associates
MANH
$11.5B
| $41.3M | 0.07% |
829,469
-128,618
| -13% | -$9.27M |
|
|
RTN
319
DELISTED
Raytheon Company
RTN
| $40.6M | 0.07% |
309,673
-21,100
| -6% | -$4.18M |
|
|
MASI
320
DELISTED
Masimo
MASI
| $40.4M | 0.07% |
228,296
-152,548
| -40% | -$26.2M |
|
321
Sherwin-Williams
SHW
$88.8B
| $40.4M | 0.07% |
263,763
-1,839
| -0.7% | -$332K |
|
322
Ally Financial
ALLY
$13.4B
| $40.1M | 0.07% |
2,781,464
+928,164
| +50% | +$24.4M |
|
323
Leidos
LDOS
$17.8B
| $40.1M | 0.07% |
437,308
+51,244
| +13% | +$5.17M |
|
324
Expeditors International
EXPD
$23.1B
| $40M | 0.07% |
600,203
+5,225
| +0.9% | +$373K |
|
325
RTX Corp
RTX
$303B
| $40M | 0.07% |
674,399
-319,508
| -32% | -$27M |
|
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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.