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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 | |
|---|---|---|---|---|---|---|
851
Enanta Pharmaceuticals
ENTA
$392M
| $4.01M | 0.01% |
77,955
-37,276
| -32% | -$1.99M |
|
852
MYR Group
MYRG
$5.1B
| $4.01M | 0.01% |
152,961
+10,666
| +7% | +$299K |
|
|
SC
853
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $3.99M | 0.01% |
286,608
-40,916
| -12% | -$912K |
|
|
EMBJ
854
Embraer S.A. ADS
EMBJ
$13.2B
| $3.98M | 0.01% |
537,622
-74,095
| -12% | -$1.12M |
|
855
InterDigital
IDCC
$8.9B
| $3.98M | 0.01% |
89,106
-71,212
| -44% | -$3.75M |
|
856
Power Integrations
POWI
$3.46B
| $3.95M | 0.01% |
89,452
-704
| -0.8% | -$34K |
|
857
Jones Lang LaSalle
JLL
$17B
| $3.93M | 0.01% |
38,957
+1,491
| +4% | +$224K |
|
858
Stewart Information Services
STC
$2.07B
| $3.93M | 0.01% |
147,367
+1,730
| +1% | +$63.6K |
|
859
Valmont Industries
VMI
$9.46B
| $3.93M | 0.01% |
38,902
-243
| -0.6% | -$31.5K |
|
860
Martin Marietta Materials
MLM
$32.8B
| $3.91M | 0.01% |
20,647
+1,331
| +7% | +$318K |
|
|
ACH
861
Accendra Health
ACH
$83.8M
| $3.9M | 0.01% |
426,508
+256,954
| +152% | +$1.55M |
|
862
Teradata
TDC
$2.57B
| $3.9M | 0.01% |
190,353
+50,785
| +36% | +$1.17M |
|
863
Ubiquiti
UI
$35.3B
| $3.9M | 0.01% |
27,516
-1,427
| -5% | -$218K |
|
|
PDLI
864
DELISTED
PDL BioPharma, Inc.
PDLI
| $3.89M | 0.01% |
1,379,387
-855,089
| -38% | -$2.76M |
|
|
TMHC
865
DELISTED
Taylor Morrison
TMHC
| $3.89M | 0.01% |
353,447
-314,798
| -47% | -$6.77M |
|
866
NeoGenomics
NEO
$2.11B
| $3.88M | 0.01% |
140,591
+46,270
| +49% | +$1.39M |
|
867
PTC Therapeutics
PTCT
$6.01B
| $3.87M | 0.01% |
86,658
-2,546
| -3% | -$128K |
|
868
Ennis
EBF
$560M
| $3.86M | 0.01% |
205,707
-52,747
| -20% | -$1.06M |
|
869
FMC
FMC
$1.27B
| $3.84M | 0.01% |
47,053
-4,673
| -9% | -$434K |
|
870
EastGroup Properties
EGP
$11B
| $3.83M | 0.01% |
36,610
+11,715
| +47% | +$1.48M |
|
871
Fox Class A
FOXA
$27.4B
| $3.82M | 0.01% |
161,621
+45,016
| +39% | +$1.48M |
|
872
Fortive
FTV
$18.7B
| $3.78M | 0.01% |
108,555
-47,005
| -30% | -$2.05M |
|
873
NVE Corp
NVEC
$563M
| $3.73M | 0.01% |
71,651
-4,723
| -6% | -$309K |
|
874
TriMas Corp
TRS
$1.39B
| $3.71M | 0.01% |
160,792
-28,376
| -15% | -$779K |
|
875
Moog Inc Class A
MOG.A
$13.5B
| $3.7M | 0.01% |
73,290
-37,313
| -34% | -$2.9M |
|
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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.