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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 | |
|---|---|---|---|---|---|---|
126
Hershey
HSY
$36.7B
| $120M | 0.2% |
903,184
+256,936
| +40% | +$37.9M |
|
127
AT&T
T
$165B
| $119M | 0.2% |
5,399,302
-1,030,347
| -16% | -$28.1M |
|
128
Cognizant
CTSH
$26.3B
| $118M | 0.2% |
2,531,303
-966,114
| -28% | -$57.6M |
|
129
United Airlines
UAL
$40.2B
| $116M | 0.19% |
3,744,093
-1,122,420
| -23% | -$74.2M |
|
130
PNC Financial Services
PNC
$100B
| $115M | 0.19% |
1,198,069
+221,157
| +23% | +$29.7M |
|
131
Capital One
COF
$134B
| $114M | 0.19% |
2,253,814
-232,786
| -9% | -$20.5M |
|
132
Teledyne Technologies
TDY
$32B
| $113M | 0.19% |
379,636
-82,214
| -18% | -$28.2M |
|
133
Popular Inc
BPOP
$11.1B
| $113M | 0.19% |
3,222,803
-398,742
| -11% | -$19.7M |
|
134
Ameren
AEE
$29.6B
| $112M | 0.19% |
1,539,497
-291,973
| -16% | -$23.2M |
|
135
Chubb
CB
$134B
| $112M | 0.19% |
999,171
+163,660
| +20% | +$23.5M |
|
136
Ingredion
INGR
$6.53B
| $111M | 0.19% |
1,471,661
-395,006
| -21% | -$33.9M |
|
137
Coca-Cola
KO
$374B
| $111M | 0.19% |
2,506,742
+357,635
| +17% | +$19.3M |
|
138
CDW
CDW
$17.1B
| $111M | 0.19% |
1,185,717
+15,272
| +1% | +$1.87M |
|
139
Infosys
INFY
$50.9B
| $107M | 0.18% |
13,045,174
-7,793,734
| -37% | -$78.4M |
|
|
FITB
140
Fifth Third Bancorp
FITB
$51.8B
| $106M | 0.18% |
7,145,592
+66,218
| +0.9% | +$1.65M |
|
141
Pultegroup
PHM
$24.8B
| $105M | 0.18% |
4,709,688
-3,990,490
| -46% | -$154M |
|
142
Avnet
AVT
$7.99B
| $105M | 0.18% |
4,171,479
+505,555
| +14% | +$17.2M |
|
143
J.M. Smucker
SJM
$12.6B
| $105M | 0.18% |
967,122
+241,651
| +33% | +$25.8M |
|
144
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $102M | 0.17% |
+395,700
| New | +$121M |
|
145
Progressive
PGR
$124B
| $102M | 0.17% |
1,376,993
-681,469
| -33% | -$52.5M |
|
146
Intercontinental Exchange
ICE
$84.5B
| $100M | 0.17% |
1,243,296
+534,066
| +75% | +$48.4M |
|
147
Honeywell
HON
$77B
| $98.4M | 0.17% |
780,275
-939,228
| -55% | -$145M |
|
148
Cirrus Logic
CRUS
$6.11B
| $97.7M | 0.16% |
1,488,052
-383,253
| -20% | -$28.3M |
|
149
Fortinet
FTNT
$120B
| $96.3M | 0.16% |
4,758,820
-2,505,485
| -34% | -$53.7M |
|
150
Delta Air Lines
DAL
$58.7B
| $96.1M | 0.16% |
3,367,742
-2,419,049
| -42% | -$120M |
|
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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.