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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
FCPT icon
2076
Four Corners Property Trust
FCPT
$2.69B
– –
-13,146
Closed -$371K
FHN icon
2077
First Horizon
FHN
$12B
– –
-898,509
Closed -$14.9M
FLNT
2078
Fluent
FLNT
$127M
– –
-36,658
Closed -$550K
FOSL icon
2079
Fossil Group
FOSL
$317M
– –
-209,805
Closed -$1.65M
FORR icon
2080
Forrester Research
FORR
$221M
– –
-16,256
Closed -$678K
FOXF icon
2081
Fox Factory Holding Corp
FOXF
$884M
– –
-5,390
Closed -$375K
FWRD icon
2082
Forward Air
FWRD
$634M
– –
-4,950
Closed -$346K
GBCI icon
2083
Glacier Bancorp
GBCI
$6.35B
– –
-5,696
Closed -$262K
GBX icon
2084
The Greenbrier Companies
GBX
$1.43B
– –
-46,085
Closed -$1.5M
TDAY
2085
USA Today Co
TDAY
$1.05B
– –
-14,312
Closed -$91K
GTE icon
2086
Gran Tierra Energy
GTE
$317M
– –
-3,901
Closed -$50K
HBNC icon
2087
Horizon Bancorp
HBNC
$1.04B
– –
-10,892
Closed -$207K
HI
2088
DELISTED
Hillenbrand
HI
– –
-53,993
Closed -$1.8M
HLX icon
2089
Helix Energy Solutions
HLX
$1.47B
– –
-15,229
Closed -$147K
HOG icon
2090
Harley-Davidson
HOG
$2.72B
– –
-8,477
Closed -$315K
HUBS icon
2091
HubSpot
HUBS
$10.8B
– –
-4,234
Closed -$671K
HXL icon
2092
Hexcel
HXL
$7.63B
– –
-190,313
Closed -$14M
IART icon
2093
Integra LifeSciences
IART
$1.33B
– –
-99,571
Closed -$5.8M
IJH icon
2094
iShares Core S&P Mid-Cap ETF
IJH
$127B
– –
-952,890
Closed -$39.2M
INDA icon
2095
iShares MSCI India ETF
INDA
$6.6B
– –
-2,320,564
Closed -$81.6M
INDB icon
2096
Independent Bank
INDB
$3.97B
– –
-5,890
Closed -$490K
INN
2097
Summit Hotel Properties
INN
$670M
– –
-12,303
Closed -$152K
IPI icon
2098
Intrepid Potash
IPI
$508M
– –
-1,028
Closed -$28K
JRVR icon
2099
James River Group Holdings
JRVR
$210M
– –
-6,726
Closed -$277K
KALU icon
2100
Kaiser Aluminum
KALU
$3.06B
– –
-4,476
Closed -$496K
82 83
84
85 86

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VGA
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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.