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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 | |
|---|---|---|---|---|---|---|
426
HP
HPQ
$26.6B
| $26.1M | 0.04% |
1,502,131
-1,850,562
| -55% | -$37.4M |
|
427
Deluxe
DLX
$1.09B
| $25.9M | 0.04% |
1,005,532
-94,252
| -9% | -$3.64M |
|
428
Take-Two Interactive
TTWO
$46.8B
| $25.9M | 0.04% |
218,061
-55,273
| -20% | -$6.53M |
|
429
Commault Systems
CVLT
$5.78B
| $25.8M | 0.04% |
638,455
-254,615
| -29% | -$11M |
|
430
EPAM Systems
EPAM
$5.15B
| $25.7M | 0.04% |
140,369
-68,438
| -33% | -$14.8M |
|
|
WCC
431
WESCO International
WCC
$17.8B
| $25.6M | 0.04% |
1,147,365
-390,548
| -25% | -$16.6M |
|
432
Credit Acceptance
CACC
$5.94B
| $25.6M | 0.04% |
100,154
-51,081
| -34% | -$20.6M |
|
433
Jack Henry & Associates
JKHY
$10.9B
| $25.6M | 0.04% |
164,603
-10,512
| -6% | -$1.63M |
|
434
FTI Consulting
FCN
$4.22B
| $25.5M | 0.04% |
217,056
+150,325
| +225% | +$17.7M |
|
435
Synaptics
SYNA
$4.18B
| $25.4M | 0.04% |
447,053
+203,948
| +84% | +$13.8M |
|
436
Cabot Corp
CBT
$4.49B
| $25.4M | 0.04% |
971,853
+119,444
| +14% | +$4.55M |
|
437
Copart
CPRT
$27.2B
| $25.4M | 0.04% |
1,480,268
+746,796
| +102% | +$16.6M |
|
438
ConocoPhillips
COP
$151B
| $25M | 0.04% |
823,904
-97,297
| -11% | -$4.95M |
|
439
Union Pacific
UNP
$174B
| $25M | 0.04% |
178,138
-157,743
| -47% | -$26.1M |
|
440
Analog Devices
ADI
$188B
| $24.9M | 0.04% |
277,491
-200,152
| -42% | -$21.9M |
|
441
Trip.com Group
TCOM
$29.1B
| $24.8M | 0.04% |
1,058,081
-116,912
| -10% | -$3.64M |
|
442
Tetra Tech
TTEK
$9.06B
| $24.6M | 0.04% |
1,743,450
+350,615
| +25% | +$5.97M |
|
|
CDK
443
DELISTED
CDK Global, Inc.
CDK
| $24.5M | 0.04% |
746,050
-118,803
| -14% | -$5.67M |
|
444
Vulcan Materials
VMC
$37.3B
| $24.5M | 0.04% |
247,087
+75,403
| +44% | +$9.63M |
|
|
SF
445
Stifel
SF
$12.7B
| $24.5M | 0.04% |
1,332,887
+519,364
| +64% | +$13M |
|
446
Clean Harbors
CLH
$16.4B
| $24.4M | 0.04% |
488,006
-66,491
| -12% | -$4.86M |
|
447
Valero Energy
VLO
$93.3B
| $24M | 0.04% |
528,335
-836,546
| -61% | -$60.8M |
|
448
Avery Dennison
AVY
$13.6B
| $23.8M | 0.04% |
233,995
-52,356
| -18% | -$6.42M |
|
|
TPH
449
DELISTED
Tri Pointe Homes
TPH
| $23.8M | 0.04% |
2,717,557
+880,849
| +48% | +$12.9M |
|
450
Zimmer Biomet
ZBH
$18.5B
| $23.8M | 0.04% |
247,656
+99,003
| +67% | +$13M |
|
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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.