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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 | |
|---|---|---|---|---|---|---|
326
Quest Diagnostics
DGX
$26.2B
| $40M | 0.07% |
497,574
+199,470
| +67% | +$20.7M |
|
327
American Express
AXP
$230B
| $39.9M | 0.07% |
466,076
-73,360
| -14% | -$8.54M |
|
328
Molina Healthcare
MOH
$10.3B
| $39.8M | 0.07% |
288,506
-206,294
| -42% | -$27.6M |
|
|
VAR
329
DELISTED
Varian Medical Systems, Inc.
VAR
| $39.6M | 0.07% |
386,079
-196,837
| -34% | -$26M |
|
330
MasTec
MTZ
$22.1B
| $39.4M | 0.07% |
1,264,776
+360,770
| +40% | +$18.4M |
|
331
Illumina
ILMN
$28.9B
| $39.2M | 0.07% |
148,763
+44,891
| +43% | +$12.6M |
|
332
Cardinal Health
CAH
$56B
| $39.2M | 0.07% |
816,924
+115,427
| +16% | +$5.99M |
|
333
ResMed
RMD
$32B
| $39M | 0.07% |
264,850
-24,003
| -8% | -$3.82M |
|
334
Nu Skin
NUS
$236M
| $38.7M | 0.07% |
1,824,185
-203,007
| -10% | -$6.11M |
|
|
HDS
335
DELISTED
HD Supply Holdings, Inc.
HDS
| $38.3M | 0.06% |
1,347,737
-578,565
| -30% | -$21.6M |
|
336
Idacorp
IDA
$8.04B
| $38.1M | 0.06% |
434,483
-12,888
| -3% | -$1.33M |
|
337
Hanover Insurance
THG
$7.83B
| $37.5M | 0.06% |
414,744
-46,031
| -10% | -$5.69M |
|
338
MGIC Investment
MTG
$6.25B
| $37.4M | 0.06% |
5,887,351
-2,473,704
| -30% | -$29.9M |
|
339
Aon
AON
$75.5B
| $37.2M | 0.06% |
225,164
-41,901
| -16% | -$8.58M |
|
340
West Pharmaceutical
WST
$24.6B
| $37.1M | 0.06% |
243,943
+6,250
| +3% | +$962K |
|
341
Crane NXT
CXT
$2.95B
| $36.9M | 0.06% |
2,157,189
-484,590
| -18% | -$12.4M |
|
342
Digital Realty Trust
DLR
$70.5B
| $36.6M | 0.06% |
263,792
+68,665
| +35% | +$8.73M |
|
343
DaVita
DVA
$11.5B
| $36.6M | 0.06% |
480,624
+62,741
| +15% | +$4.93M |
|
344
JetBlue
JBLU
$2.19B
| $36.5M | 0.06% |
4,079,836
-1,464,702
| -26% | -$24.3M |
|
|
PPLI
345
People Inc
PPLI
$3.02B
| $36.5M | 0.06% |
1,137,927
-165,495
| -13% | -$6.55M |
|
346
Lamb Weston
LW
$7.25B
| $36.4M | 0.06% |
637,656
+68,635
| +12% | +$5.64M |
|
347
Commercial Metals
CMC
$8.01B
| $36.3M | 0.06% |
2,467,788
+2,324,256
| +1,619% | +$44.3M |
|
348
MSCI
MSCI
$40.9B
| $35.8M | 0.06% |
123,903
+61,015
| +97% | +$17.3M |
|
349
Lear
LEA
$8.13B
| $35.8M | 0.06% |
440,511
-640,436
| -59% | -$73.8M |
|
|
WRK
350
DELISTED
WestRock Company
WRK
| $35.7M | 0.06% |
1,262,829
+365,486
| +41% | +$13.1M |
|
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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.