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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 | |
|---|---|---|---|---|---|---|
26
Pfizer
PFE
$153B
| $361M | 0.61% |
11,662,953
-2,343,291
| -17% | -$79.8M |
|
27
Oracle
ORCL
$423B
| $356M | 0.6% |
7,374,301
-1,150,447
| -13% | -$59.4M |
|
28
Tyson Foods
TSN
$20.4B
| $355M | 0.6% |
6,161,003
+387,483
| +7% | +$28.9M |
|
29
Amgen
AMGN
$222B
| $351M | 0.59% |
1,748,617
+368,603
| +27% | +$80.5M |
|
30
Adobe
ADBE
$105B
| $341M | 0.57% |
1,079,679
-26,542
| -2% | -$9.08M |
|
31
Texas Instruments
TXN
$261B
| $320M | 0.54% |
3,205,031
-619,744
| -16% | -$74.4M |
|
32
Cisco
CSCO
$479B
| $318M | 0.54% |
8,100,346
-4,036,055
| -33% | -$177M |
|
33
Skyworks Solutions
SWKS
$10.6B
| $314M | 0.53% |
3,507,915
+398,150
| +13% | +$42.5M |
|
34
Kimberly-Clark
KMB
$36.5B
| $305M | 0.51% |
2,381,800
+221,466
| +10% | +$30.6M |
|
|
35
Exelon
EXC
$47B
| $304M | 0.51% |
11,574,706
-7,970,942
| -41% | -$251M |
|
|
EA
36
DELISTED
Electronic Arts
EA
| $301M | 0.51% |
3,054,527
-251,135
| -8% | -$26.4M |
|
37
Akamai
AKAM
$15.9B
| $300M | 0.51% |
3,283,324
-1,045,716
| -24% | -$97M |
|
38
Applied Materials
AMAT
$428B
| $298M | 0.5% |
6,502,792
-1,620,444
| -20% | -$93.1M |
|
39
Waste Management
WM
$91B
| $288M | 0.48% |
3,160,971
-405,599
| -11% | -$46.5M |
|
40
Verizon
VZ
$196B
| $288M | 0.48% |
5,350,975
-756,258
| -12% | -$43.3M |
|
41
Colgate-Palmolive
CL
$74.4B
| $275M | 0.46% |
4,214,098
-1,335,140
| -24% | -$94.2M |
|
|
42
Lam Research
LRCX
$390B
| $254M | 0.43% |
10,564,380
-7,983,990
| -43% | -$230M |
|
43
JPMorgan Chase
JPM
$950B
| $247M | 0.42% |
2,742,886
+107,738
| +4% | +$13.1M |
|
|
44
Gen Digital
GEN
$17.5B
| $245M | 0.41% |
13,086,722
+12,330,292
| +1,630% | +$267M |
|
45
Micron Technology
MU
$991B
| $245M | 0.41% |
5,817,792
-3,260,113
| -36% | -$170M |
|
46
Costco
COST
$420B
| $244M | 0.41% |
856,709
+10,943
| +1% | +$3.32M |
|
47
Elevance Health
ELV
$85.5B
| $243M | 0.41% |
1,068,787
-175,743
| -14% | -$47.9M |
|
|
ALXN
48
DELISTED
Alexion Pharmaceuticals
ALXN
| $237M | 0.4% |
2,729,332
+356,527
| +15% | +$35M |
|
49
Accenture
ACN
$108B
| $236M | 0.4% |
1,448,095
-377
| -0% | -$72.6K |
|
50
iShares Core S&P 500 ETF
IVV
$904B
| $236M | 0.4% |
912,728
+59,159
| +7% | +$18.1M |
|
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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.