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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
BVN icon
2051
Compañía de Minas Buenaventura
BVN
$8.78B
– –
-67,858
Closed -$1.02M
CCJ icon
2052
Cameco
CCJ
$42.9B
– –
-12,914
Closed -$115K
CCO icon
2053
Clear Channel Outdoor Holdings
CCO
$1.23B
– –
-35,886
Closed -$103K
CDP icon
2054
COPT Defense Properties
CDP
$4.15B
– –
-17,349
Closed -$510K
CECO icon
2055
Ceco Environmental
CECO
$4.22B
– –
-21,233
Closed -$163K
CHCO icon
2056
City Holding Co
CHCO
$2.06B
– –
-4,316
Closed -$354K
CHEF icon
2057
Chefs' Warehouse
CHEF
$4.5B
– –
-11,494
Closed -$438K
CLAR icon
2058
Clarus
CLAR
$147M
– –
-32,683
Closed -$441K
CMP icon
2059
Compass Minerals
CMP
$1.12B
– –
-5,780
Closed -$352K
CNX icon
2060
CNX Resources
CNX
$5.36B
– –
-3,620,255
Closed -$31.9M
COOP
2061
DELISTED
Mr. Cooper
COOP
– –
-24,741
Closed -$310K
CRMD icon
2062
CorMedix
CRMD
$570M
– –
-14,978
Closed -$109K
CSTM icon
2063
Constellium
CSTM
$4.02B
– –
-28,363
Closed -$380K
CTVA icon
2064
Corteva
CTVA
$51B
– –
-270,587
Closed -$7.9M
DK icon
2065
Delek US
DK
$3.92B
– –
-81,640
Closed -$2.74M
DLTH icon
2066
Duluth Holdings
DLTH
$152M
– –
-13,572
Closed -$143K
DSGR icon
2067
Distribution Solutions Group
DSGR
$1.62B
– –
-10,598
Closed -$276K
EFSC icon
2068
Enterprise Financial Services Corp
EFSC
$2.4B
– –
-33,592
Closed -$1.62M
ELME
2069
Elme Communities
ELME
$143M
– –
-12,924
Closed -$377K
EQT icon
2070
EQT Corp
EQT
$34B
– –
-756,753
Closed -$8.17M
ETD icon
2071
Ethan Allen Interiors
ETD
$607M
– –
-14,413
Closed -$275K
ETSY icon
2072
Etsy
ETSY
$7.33B
– –
-24,063
Closed -$1.07M
EVC icon
2073
Entravision Communication
EVC
$831M
– –
-237,513
Closed -$622K
EVH icon
2074
Evolent Health
EVH
$479M
– –
-16,371
Closed -$148K
FCF icon
2075
First Commonwealth Financial
FCF
$2.18B
– –
-10,067
Closed -$146K
81 82
83
84 85

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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.