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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
LJPC
2001
DELISTED
La Jolla Pharmaceutical Company
LJPC
$59K ﹤0.01%
+14,075
New +$88.9K
CONN
2002
DELISTED
Conn's Inc.
CONN
$56K ﹤0.01%
13,511
+850
+7% +$6.94K
RIG icon
2003
Transocean
RIG
$6.52B
$55K ﹤0.01%
47,043
-864,595
-95% -$3.37M
NEX
2004
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$55K ﹤0.01%
47,274
-17,338
-27% -$76.1K
SRNE
2005
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$53K ﹤0.01%
+28,692
New +$82.6K
GNC
2006
DELISTED
GNC Holdings, Inc.
GNC
$50K ﹤0.01%
106,685
+43,925
+70% +$77.1K
SM icon
2007
SM Energy
SM
$7.69B
$49K ﹤0.01%
+39,802
New +$281K
KIN
2008
DELISTED
Kindred Biosciences, Inc.
KIN
$49K ﹤0.01%
12,254
-5,593
-31% -$47.5K
DHX icon
2009
DHI Group
DHX
$161M
$47K ﹤0.01%
21,854
-33,746
-61% -$90.5K
PBI icon
2010
Pitney Bowes
PBI
$2.28B
$47K ﹤0.01%
23,102
-8,626
-27% -$29.6K
SLCA
2011
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$46K ﹤0.01%
+25,518
New +$109K
FRGI
2012
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$46K ﹤0.01%
11,415
-10,025
-47% -$87.6K
MFA
2013
MFA Financial
MFA
$930M
$43K ﹤0.01%
6,889
– –
BCRX icon
2014
BioCryst Pharmaceuticals
BCRX
$2.68B
$42K ﹤0.01%
20,869
-26,780
-56% -$73.7K
NPKI
2015
NPK International
NPKI
$1.18B
$42K ﹤0.01%
+46,845
New +$176K
AUD
2016
DELISTED
Audacy, Inc.
AUD
$42K ﹤0.01%
+24,850
New +$90.3K
ATHX
2017
DELISTED
Athersys, Inc. Common Stock
ATHX
$42K ﹤0.01%
559
– –
EXPR
2018
DELISTED
Express, Inc.
EXPR
$41K ﹤0.01%
1,390
– –
FTR
2019
DELISTED
Frontier Communications Corp.
FTR
$39K ﹤0.01%
101,962
– –
DBRG icon
2020
DigitalBridge
DBRG
$2.95B
$38K ﹤0.01%
5,373
-9,219
-63% -$146K
AUY
2021
DELISTED
Yamana Gold, Inc.
AUY
$36K ﹤0.01%
13,159
-18,099
-58% -$68.3K
WTI icon
2022
W&T Offshore
WTI
$586M
$33K ﹤0.01%
+19,276
New +$65.7K
WPG
2023
DELISTED
Washington Prime Group Inc.
WPG
$27K ﹤0.01%
3,727
+1,055
+39% +$24.8K
CHRD icon
2024
Chord Energy
CHRD
$7.64B
$22K ﹤0.01%
63,330
-315,094
-83% -$578K
EMWP
2025
DELISTED
Eros Media World PLC
EMWP
$22K ﹤0.01%
663
-2,123
-76% -$117K
79 80
81
82 83

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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.