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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 | |
|---|---|---|---|---|---|---|
76
Regeneron Pharmaceuticals
REGN
$83.2B
| $179M | 0.3% |
385,528
+42,468
| +12% | +$17.5M |
|
77
IBM
IBM
$223B
| $178M | 0.3% |
1,679,538
-1,372,541
| -45% | -$174M |
|
78
NextEra Energy
NEE
$177B
| $178M | 0.3% |
2,960,028
+66,180
| +2% | +$4.16M |
|
79
Dollar General
DG
$27B
| $178M | 0.3% |
1,187,560
+3,450
| +0.3% | +$533K |
|
80
American Tower
AMT
$78.8B
| $177M | 0.3% |
813,728
+48,166
| +6% | +$11.2M |
|
81
Arrow Electronics
ARW
$10.3B
| $177M | 0.3% |
3,411,958
+295,465
| +9% | +$21M |
|
82
Danaher
DHR
$147B
| $176M | 0.3% |
1,436,864
-763,416
| -35% | -$103M |
|
83
Robert Half
RHI
$4.37B
| $176M | 0.3% |
4,649,388
-395,390
| -8% | -$21.4M |
|
84
Public Storage
PSA
$60.8B
| $174M | 0.29% |
876,736
+88,037
| +11% | +$18.9M |
|
|
85
Public Service Enterprise Group
PEG
$37.2B
| $171M | 0.29% |
3,812,432
+1,622,255
| +74% | +$87.6M |
|
86
Charles River Laboratories
CRL
$13.2B
| $171M | 0.29% |
1,355,405
-316,752
| -19% | -$47.5M |
|
87
Comcast
CMCSA
$89.4B
| $170M | 0.29% |
4,938,629
-1,928,067
| -28% | -$81.3M |
|
88
Viatris
VTRS
$18.7B
| $169M | 0.28% |
11,353,363
+2,042,151
| +22% | +$39.1M |
|
89
Ross Stores
ROST
$81.7B
| $168M | 0.28% |
1,978,380
-329,448
| -14% | -$35.2M |
|
90
Cummins
CMI
$87.4B
| $167M | 0.28% |
1,260,380
-763,847
| -38% | -$119M |
|
91
Xerox
XRX
$427M
| $163M | 0.27% |
8,940,797
+2,563,949
| +40% | +$81.5M |
|
92
Republic Services
RSG
$65.7B
| $161M | 0.27% |
2,147,165
-24,160
| -1% | -$2.18M |
|
|
93
Thermo Fisher Scientific
TMO
$222B
| $160M | 0.27% |
565,218
-675,845
| -54% | -$213M |
|
94
Eaton
ETN
$173B
| $159M | 0.27% |
2,063,721
-1,279,110
| -38% | -$117M |
|
95
MetLife
MET
$61.7B
| $158M | 0.27% |
5,180,599
-3,643,467
| -41% | -$162M |
|
96
CME Group
CME
$94.8B
| $155M | 0.26% |
895,572
-40,139
| -4% | -$7.99M |
|
97
Incyte
INCY
$24.6B
| $154M | 0.26% |
2,146,078
+753,967
| +54% | +$57M |
|
98
McDonald's
MCD
$194B
| $151M | 0.25% |
911,055
-271,565
| -23% | -$53.5M |
|
99
Amdocs
DOX
$6.22B
| $150M | 0.25% |
2,754,257
+56,749
| +2% | +$3.8M |
|
100
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $148M | 0.25% |
4,434,208
+335,182
| +8% | +$13.4M |
|
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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.