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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 | |
|---|---|---|---|---|---|---|
526
American Eagle Outfitters
AEO
$2.91B
| $15.4M | 0.03% |
1,935,808
-691,729
| -26% | -$8.79M |
|
527
Vipshop
VIPS
$7.2B
| $15.4M | 0.03% |
986,248
-121,461
| -11% | -$1.73M |
|
528
Bankunited
BKU
$3.35B
| $15.3M | 0.03% |
817,409
+235,215
| +40% | +$7.03M |
|
529
John B. Sanfilippo & Son
JBSS
$978M
| $15.3M | 0.03% |
170,863
+41,875
| +32% | +$3.38M |
|
530
Genpact
G
$5.71B
| $14.9M | 0.03% |
511,051
-270,789
| -35% | -$10.6M |
|
|
TECD
531
DELISTED
Tech Data Corp
TECD
| $14.9M | 0.03% |
114,039
-722,001
| -86% | -$100M |
|
532
Keysight
KEYS
$58.7B
| $14.9M | 0.03% |
177,675
-11,179
| -6% | -$1.06M |
|
533
Lincoln National
LNC
$8.51B
| $14.9M | 0.03% |
564,723
-1,030,493
| -65% | -$48.9M |
|
534
Parker-Hannifin
PH
$134B
| $14.8M | 0.02% |
115,687
-168,733
| -59% | -$30.5M |
|
535
First Hawaiian
FHB
$3.34B
| $14.8M | 0.02% |
893,333
-262,119
| -23% | -$6.62M |
|
|
ABMD
536
DELISTED
Abiomed Inc
ABMD
| $14.8M | 0.02% |
101,720
+18,503
| +22% | +$3.07M |
|
|
PBCT
537
DELISTED
People's United Financial Inc
PBCT
| $14.7M | 0.02% |
1,333,469
-693,654
| -34% | -$10.3M |
|
538
MSC Industrial Direct
MSM
$6.7B
| $14.5M | 0.02% |
262,894
+114,528
| +77% | +$7.54M |
|
539
Netflix
NFLX
$311B
| $14.4M | 0.02% |
382,270
+61,990
| +19% | +$2.19M |
|
540
Landstar System
LSTR
$6.03B
| $14.3M | 0.02% |
149,672
+10,203
| +7% | +$1.09M |
|
541
Matador Resources
MTDR
$6.51B
| $14.3M | 0.02% |
6,198,368
+6,186,472
| +52,005% | +$68M |
|
542
Amphenol
APH
$206B
| $14.3M | 0.02% |
782,320
-28,288
| -3% | -$674K |
|
543
Prudential Financial
PRU
$42.2B
| $14.2M | 0.02% |
272,174
-199,081
| -42% | -$15.8M |
|
|
HBI
544
DELISTED
Hanesbrands
HBI
| $14.1M | 0.02% |
1,797,683
-395,189
| -18% | -$5.01M |
|
545
East-West Bancorp
EWBC
$18.2B
| $14.1M | 0.02% |
548,786
-225,242
| -29% | -$9.38M |
|
546
Zebra Technologies
ZBRA
$18.1B
| $14.1M | 0.02% |
76,524
-22,423
| -23% | -$5.04M |
|
547
Fidelity National Information Services
FIS
$22.1B
| $14M | 0.02% |
114,835
-110,704
| -49% | -$15.4M |
|
548
News Corp Class A
NWSA
$15.5B
| $13.9M | 0.02% |
1,553,105
-1,043,140
| -40% | -$13.2M |
|
549
Gold Fields
GFI
$36B
| $13.8M | 0.02% |
2,911,470
-10,037,866
| -78% | -$61.3M |
|
550
IDEX
IEX
$17.5B
| $13.7M | 0.02% |
99,063
-42,021
| -30% | -$6.59M |
|
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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.