We are live on ! Find out more
AQR Capital Management

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
Cap. Flow
-$9.49B
Cap. Flow %
-15.96%
Top 10 Hldgs %
16.13%
Holding
2,248
New
137
Increased
700
Reduced
1,158
Closed
216

Top Buys

Rank Stock Value
1
GEN icon
Gen Digital
GEN
+$267M
2
ABBV icon
AbbVie
ABBV
+$107M
3
SNX icon
TD Synnex
SNX
+$98.7M
4
META icon
Meta Platforms (Facebook)
META
+$92.1M
5
PEG icon
Public Service Enterprise Group
PEG
+$87.6M

Top Sells

Rank Stock Value
1
MCK icon
McKesson
MCK
+$309M
2
EXC icon
Exelon
EXC
+$251M
3
LRCX icon
Lam Research
LRCX
+$230M
4
TMO icon
Thermo Fisher Scientific
TMO
+$213M
5
WFC icon
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
SVC
1951
Service Properties Trust
SVC
$1.05B
$118K ﹤0.01%
4,355
-1,580
-27% -$142K
HZO icon
1952
MarineMax
HZO
$1.16B
$117K ﹤0.01%
11,183
+633
+6% +$10.3K
PK icon
1953
Park Hotels & Resorts
PK
$2.91B
$117K ﹤0.01%
14,760
-39,909
-73% -$750K
NFBK
1954
DELISTED
Northfield Bancorp
NFBK
$116K ﹤0.01%
10,405
-4,984
-32% -$73.5K
AGNC icon
1955
AGNC Investment
AGNC
$12.9B
$113K ﹤0.01%
10,721
– –
CIO
1956
DELISTED
City Office REIT
CIO
$113K ﹤0.01%
+15,633
New +$186K
RLGT icon
1957
Radiant Logistics
RLGT
$390M
$113K ﹤0.01%
29,160
-25,246
-46% -$117K
ARR
1958
Armour Residential REIT
ARR
$2.37B
$112K ﹤0.01%
2,550
– –
CLNE icon
1959
Clean Energy Fuels
CLNE
$384M
$112K ﹤0.01%
62,946
-16,194
-20% -$36.5K
ANF icon
1960
Abercrombie & Fitch
ANF
$5.24B
$110K ﹤0.01%
12,104
-126,419
-91% -$1.83M
BRG
1961
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$107K ﹤0.01%
+19,128
New +$199K
ZYNE
1962
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$104K ﹤0.01%
27,223
+2,526
+10% +$11.7K
MBI icon
1963
MBIA
MBI
$257M
$102K ﹤0.01%
14,268
– –
FLXN
1964
DELISTED
Flexion Therapeutics, Inc.
FLXN
$101K ﹤0.01%
+12,887
New +$194K
CDE icon
1965
Coeur Mining
CDE
$18.8B
$100K ﹤0.01%
31,267
+1,809
+6% +$9.4K
BCOV
1966
DELISTED
Brightcove, Inc.
BCOV
$99K ﹤0.01%
14,222
-1,695
-11% -$13.6K
EXTN
1967
DELISTED
Exterran Corporation
EXTN
$99K ﹤0.01%
20,693
-16,086
-44% -$96.4K
MIK
1968
DELISTED
Michaels Stores, Inc
MIK
$99K ﹤0.01%
61,109
-4,599,317
-99% -$21.8M
ERII icon
1969
Energy Recovery
ERII
$398M
$98K ﹤0.01%
13,179
– –
CVA
1970
DELISTED
Covanta Holding Corporation
CVA
$98K ﹤0.01%
11,471
-3,307
-22% -$44.6K
VG
1971
DELISTED
Vonage Holdings Corporation
VG
$98K ﹤0.01%
13,494
-189,508
-93% -$1.54M
ACIC icon
1972
American Coastal Insurance
ACIC
$466M
$96K ﹤0.01%
10,349
– –
HUD
1973
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$92K ﹤0.01%
18,390
-11,028
-37% -$109K
SPNE
1974
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$91K ﹤0.01%
+11,178
New +$147K
QUOT
1975
DELISTED
Quotient Technology Inc
QUOT
$90K ﹤0.01%
13,827
+3,574
+35% +$31.9K
77 78
79
80 81

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.