We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1051
Patrick Industries
PATK
$2.78B
| $2.13M | ﹤0.01% |
113,724
-26,375
| -19% | -$840K |
|
|
PSB
1052
DELISTED
PS Business Parks, Inc.
PSB
| $2.13M | ﹤0.01% |
15,755
-11,381
| -42% | -$1.77M |
|
|
KSU
1053
DELISTED
Kansas City Southern
KSU
| $2.13M | ﹤0.01% |
16,786
-555
| -3% | -$84.7K |
|
1054
Sonic Automotive
SAH
$2.51B
| $2.11M | ﹤0.01% |
159,197
-82,594
| -34% | -$2.15M |
|
|
TMX
1055
DELISTED
Terminix Global Holdings, Inc.
TMX
| $2.11M | ﹤0.01% |
78,496
-70,873
| -47% | -$2.42M |
|
1056
M/I Homes
MHO
$3.9B
| $2.1M | ﹤0.01% |
127,086
-115,241
| -48% | -$4.17M |
|
|
DOOR
1057
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $2.1M | ﹤0.01% |
44,266
+10,277
| +30% | +$727K |
|
|
SPWR
1058
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.1M | ﹤0.01% |
631,552
-482,773
| -43% | -$2.54M |
|
1059
Koppers
KOP
$874M
| $2.09M | ﹤0.01% |
169,191
+20,584
| +14% | +$529K |
|
1060
Adtran
ADTN
$658M
| $2.09M | ﹤0.01% |
272,052
-51,310
| -16% | -$438K |
|
1061
Sturm, Ruger & Co
RGR
$601M
| $2.09M | ﹤0.01% |
40,981
-5,974
| -13% | -$293K |
|
1062
Installed Building Products
IBP
$6.54B
| $2.08M | ﹤0.01% |
52,274
-91,802
| -64% | -$5.94M |
|
|
BPFH
1063
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $2.08M | ﹤0.01% |
290,452
+18,388
| +7% | +$189K |
|
1064
iShares MSCI Thailand ETF
THD
$354M
| $2.07M | ﹤0.01% |
36,033
-117
| -0.3% | -$8.6K |
|
1065
Beazer Homes USA
BZH
$874M
| $2.07M | ﹤0.01% |
321,049
-303,012
| -49% | -$3.75M |
|
1066
ATN International
ATNI
$491M
| $2.06M | ﹤0.01% |
35,120
-12,822
| -27% | -$726K |
|
1067
Rexford Industrial Realty
REXR
$8.12B
| $2.05M | ﹤0.01% |
50,075
-1,140
| -2% | -$52.5K |
|
|
AYX
1068
DELISTED
Alteryx Inc
AYX
| $2.05M | ﹤0.01% |
21,570
-4,706
| -18% | -$585K |
|
|
HAYN
1069
DELISTED
Haynes International, Inc.
HAYN
| $2.04M | ﹤0.01% |
99,059
+52,323
| +112% | +$1.38M |
|
|
KNL
1070
DELISTED
Knoll, Inc.
KNL
| $2.04M | ﹤0.01% |
197,905
-3,905
| -2% | -$77.7K |
|
1071
Hancock Whitney
HWC
$6.37B
| $2.04M | ﹤0.01% |
104,480
+38,578
| +59% | +$1.33M |
|
1072
Loews
L
$23B
| $2.04M | ﹤0.01% |
58,417
+21,649
| +59% | +$1.02M |
|
|
DMC
1073
Del Monte Corp
DMC
$1.44B
| $2.02M | ﹤0.01% |
73,313
+62,540
| +581% | +$1.99M |
|
1074
Orthofix Medical
OFIX
$415M
| $2.02M | ﹤0.01% |
71,981
+3,390
| +5% | +$131K |
|
1075
Iovance Biotherapeutics
IOVA
$2.95B
| $2.01M | ﹤0.01% |
67,213
+24,361
| +57% | +$646K |
|
Similar funds
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.