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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 | |
|---|---|---|---|---|---|---|
351
Textron
TXT
$15.2B
| $35.4M | 0.06% |
1,326,134
-758,273
| -36% | -$30.6M |
|
352
Autodesk
ADSK
$53.1B
| $35.2M | 0.06% |
225,580
+148,820
| +194% | +$27.3M |
|
353
State Street
STT
$51.4B
| $35.1M | 0.06% |
679,471
+150,044
| +28% | +$10.4M |
|
354
AXIS Capital
AXS
$7.36B
| $34.8M | 0.06% |
899,690
-126,981
| -12% | -$7.09M |
|
355
Evercore
EVR
$11.6B
| $34.7M | 0.06% |
753,016
+69,156
| +10% | +$4.63M |
|
356
New Oriental
EDU
$8.84B
| $34.7M | 0.06% |
320,307
-62,104
| -16% | -$7.97M |
|
357
Equitable Holdings
EQH
$14B
| $34.6M | 0.06% |
2,393,428
-922,447
| -28% | -$20.1M |
|
358
Campbell Soup
CPB
$6.77B
| $34.5M | 0.06% |
746,631
+262,806
| +54% | +$12.6M |
|
359
Dropbox
DBX
$7.4B
| $34.4M | 0.06% |
1,901,600
-656,324
| -26% | -$11.9M |
|
360
PUT
Invesco QQQ Trust
QQQ
$478B
| $34.2M | 0.06% |
+179,700
| New | +$38M |
|
|
361
CALL
Invesco QQQ Trust
QQQ
$478B
| $34.2M | 0.06% |
+179,600
| New | +$38M |
|
362
KLA
KLAC
$262B
| $34.1M | 0.06% |
2,369,950
-843,160
| -26% | -$13.6M |
|
363
H&R Block
HRB
$5.84B
| $34M | 0.06% |
2,420,028
-834,010
| -26% | -$17.5M |
|
364
Moody's
MCO
$82.5B
| $34M | 0.06% |
160,678
+48,074
| +43% | +$11.7M |
|
365
U-Haul Holding Co
UHAL
$14.3B
| $34M | 0.06% |
1,168,820
-279,830
| -19% | -$9.45M |
|
366
Match Group
MTCH
$8.46B
| $33.9M | 0.06% |
513,592
-37,900
| -7% | -$2.79M |
|
367
Avis
CAR
$4.99B
| $33.8M | 0.06% |
2,432,401
+2,059,250
| +552% | +$61.6M |
|
368
Silgan Holdings
SLGN
$4.37B
| $33.5M | 0.06% |
1,154,154
-269,349
| -19% | -$8.11M |
|
369
Alaska Air
ALK
$5.43B
| $32.8M | 0.06% |
1,153,145
+784,660
| +213% | +$42.7M |
|
370
Verisk Analytics
VRSK
$23.4B
| $32.8M | 0.06% |
235,105
-18,956
| -7% | -$2.97M |
|
371
Paychex
PAYX
$43.1B
| $32.7M | 0.06% |
519,989
-64,463
| -11% | -$5.15M |
|
372
Aflac
AFL
$61B
| $32.5M | 0.05% |
950,240
-2,883,950
| -75% | -$132M |
|
373
Celanese
CE
$4.94B
| $32.4M | 0.05% |
441,232
+1,640
| +0.4% | +$162K |
|
374
Rollins
ROL
$17.8B
| $32M | 0.05% |
1,332,771
-276,098
| -17% | -$6.81M |
|
375
Allison Transmission
ALSN
$10.4B
| $31.8M | 0.05% |
974,699
-390,354
| -29% | -$16.3M |
|
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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.