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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 | |
|---|---|---|---|---|---|---|
176
Curtiss-Wright
CW
$25.6B
| $82.3M | 0.14% |
906,322
-207,979
| -19% | -$26.7M |
|
177
DTE Energy
DTE
$28.5B
| $82M | 0.14% |
1,014,130
-698,198
| -41% | -$70.9M |
|
|
XLNX
178
DELISTED
Xilinx Inc
XLNX
| $81.9M | 0.14% |
1,050,260
-1,115,471
| -52% | -$97.2M |
|
179
Mondelez International
MDLZ
$78.5B
| $79.9M | 0.13% |
1,596,130
-160,520
| -9% | -$8.7M |
|
180
HCA Healthcare
HCA
$89.6B
| $79.8M | 0.13% |
888,373
-253,505
| -22% | -$32.8M |
|
181
Crown Castle
CCI
$31.3B
| $78.8M | 0.13% |
545,917
-128,688
| -19% | -$19.2M |
|
182
Dominion Energy
D
$59.1B
| $78.8M | 0.13% |
1,091,436
-16,282
| -1% | -$1.33M |
|
183
LyondellBasell Industries
LYB
$20.2B
| $78.8M | 0.13% |
1,587,526
-227,017
| -13% | -$16.7M |
|
184
IQVIA
IQV
$39.8B
| $78.5M | 0.13% |
727,467
+2,906
| +0.4% | +$415K |
|
185
Illinois Tool Works
ITW
$83.9B
| $78M | 0.13% |
548,718
+9,440
| +2% | +$1.6M |
|
|
SKX
186
DELISTED
Skechers
SKX
| $77.9M | 0.13% |
3,281,935
-1,502,009
| -31% | -$51.8M |
|
187
Duke Energy
DUK
$94.5B
| $76.8M | 0.13% |
950,150
+153,574
| +19% | +$14.1M |
|
|
ANSS
188
DELISTED
Ansys
ANSS
| $76.6M | 0.13% |
330,529
-22,495
| -6% | -$5.8M |
|
189
First American
FAF
$7.37B
| $76.1M | 0.13% |
1,794,624
-87,212
| -5% | -$4.98M |
|
190
MillerKnoll
MLKN
$1.64B
| $76.1M | 0.13% |
3,426,897
+857,030
| +33% | +$29.6M |
|
191
Deckers Outdoor
DECK
$13.3B
| $75.8M | 0.13% |
3,393,192
-2,641,602
| -44% | -$73.5M |
|
192
Masco
MAS
$14.7B
| $75.4M | 0.13% |
2,185,810
-1,214,007
| -36% | -$53M |
|
193
Tractor Supply
TSCO
$18B
| $74.4M | 0.13% |
4,397,175
-3,234,100
| -42% | -$58M |
|
194
Boston Beer
SAM
$1.86B
| $74.2M | 0.12% |
205,209
-34,234
| -14% | -$12.7M |
|
195
AvalonBay Communities
AVB
$26.3B
| $74.1M | 0.12% |
503,478
+22,555
| +5% | +$4.54M |
|
196
Atmos Energy
ATO
$28.4B
| $74M | 0.12% |
746,218
-137,796
| -16% | -$15.2M |
|
|
AGN
197
DELISTED
Allergan plc
AGN
| $72.6M | 0.12% |
409,718
-22,396
| -5% | -$4.22M |
|
198
Hartford Financial Services
HIG
$38.7B
| $72.3M | 0.12% |
2,054,063
+652,043
| +47% | +$34M |
|
|
GRMN
199
Garmin
GRMN
$60.4B
| $72.2M | 0.12% |
962,690
-270,796
| -22% | -$24.5M |
|
200
Arch Capital
ACGL
$33.5B
| $72.1M | 0.12% |
2,533,703
-387,615
| -13% | -$15.7M |
|
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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.