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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 | |
|---|---|---|---|---|---|---|
101
Nike
NKE
$62.5B
| $146M | 0.25% |
1,766,553
-2,013,155
| -53% | -$187M |
|
102
Edwards Lifesciences
EW
$53B
| $146M | 0.25% |
2,320,239
+200,142
| +9% | +$14.4M |
|
103
eBay
EBAY
$47.9B
| $144M | 0.24% |
4,776,435
-4,630,708
| -49% | -$161M |
|
104
Philip Morris
PM
$290B
| $141M | 0.24% |
1,930,487
+108,799
| +6% | +$8.95M |
|
105
Ameriprise Financial
AMP
$49.2B
| $141M | 0.24% |
1,371,159
+130,348
| +11% | +$19.3M |
|
106
Baxter International
BAX
$14.4B
| $139M | 0.23% |
1,716,882
-547,986
| -24% | -$47.3M |
|
107
Vertex Pharmaceuticals
VRTX
$133B
| $138M | 0.23% |
594,870
+184,560
| +45% | +$42.3M |
|
108
RenaissanceRe
RNR
$13.2B
| $138M | 0.23% |
925,697
-3,917
| -0.4% | -$697K |
|
109
Hormel Foods
HRL
$13.6B
| $137M | 0.23% |
2,938,256
+236,393
| +9% | +$10.8M |
|
110
NVIDIA
NVDA
$5.27T
| $135M | 0.23% |
20,506,640
+7,352,040
| +56% | +$46.4M |
|
111
Bio-Rad Laboratories Class A
BIO
$9.48B
| $135M | 0.23% |
386,102
+66,260
| +21% | +$24.4M |
|
112
Monster Beverage
MNST
$89.6B
| $131M | 0.22% |
4,669,386
-1,057,752
| -18% | -$34M |
|
113
Jabil
JBL
$35.3B
| $130M | 0.22% |
5,270,373
-405,214
| -7% | -$14.1M |
|
114
Ecolab
ECL
$79.7B
| $128M | 0.21% |
818,656
-15,149
| -2% | -$2.85M |
|
115
F5
FFIV
$23.2B
| $127M | 0.21% |
1,194,441
-349,120
| -23% | -$42.7M |
|
|
ATH
116
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $127M | 0.21% |
5,115,651
-1,552,392
| -23% | -$61.8M |
|
117
TJX Companies
TJX
$175B
| $126M | 0.21% |
2,697,597
-1,304,995
| -33% | -$75.1M |
|
118
Cencora
COR
$62B
| $126M | 0.21% |
1,421,590
+563,039
| +66% | +$49.6M |
|
|
DFS
119
DELISTED
Discover Financial Services
DFS
| $125M | 0.21% |
3,507,813
+1,131,212
| +48% | +$74.9M |
|
120
TE Connectivity
TEL
$62B
| $124M | 0.21% |
1,972,816
-237,493
| -11% | -$20.3M |
|
121
Lockheed Martin
LMT
$139B
| $123M | 0.21% |
363,160
-362,413
| -50% | -$143M |
|
122
Seagate
STX
$182B
| $122M | 0.21% |
2,502,965
+911,215
| +57% | +$48.7M |
|
123
Broadcom
AVGO
$2.01T
| $122M | 0.21% |
5,142,590
+992,620
| +24% | +$28M |
|
124
lululemon athletica
LULU
$14.5B
| $121M | 0.2% |
636,515
-76,094
| -11% | -$17M |
|
125
American Electric Power
AEP
$66.9B
| $120M | 0.2% |
1,501,657
-1,566,150
| -51% | -$148M |
|
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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.