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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
KFY icon
2101
Korn Ferry
KFY
$4.3B
– –
-5,976
Closed -$253K
LBRT icon
2102
Liberty Energy
LBRT
$3.45B
– –
-14,875
Closed -$165K
LNW
2103
DELISTED
Light & Wonder
LNW
– –
-11,882
Closed -$318K
LSAK icon
2104
Lesaka Technologies
LSAK
$402M
– –
-24,555
Closed -$91K
MAC icon
2105
Macerich
MAC
$6.9B
– –
-17,983
Closed -$484K
MATX icon
2106
Matsons
MATX
$6.24B
– –
-8,280
Closed -$338K
MC icon
2107
Moelis & Co
MC
$4.72B
– –
-12,977
Closed -$414K
MCHX icon
2108
Marchex
MCHX
$79.3M
– –
-16,729
Closed -$63K
MCRB icon
2109
Seres Therapeutics
MCRB
$50.2M
– –
-7,157
Closed -$494K
MCRI icon
2110
Monarch Casino & Resort
MCRI
$2.17B
– –
-8,116
Closed -$394K
MCS icon
2111
Marcus Corp
MCS
$921M
– –
-8,435
Closed -$268K
MED icon
2112
Medifast
MED
$135M
– –
-10,853
Closed -$1.19M
MLAB icon
2113
Mesa Laboratories
MLAB
$569M
– –
-1,194
Closed -$298K
MLCO icon
2114
Melco Resorts & Entertainment
MLCO
$2.12B
– –
-13,268
Closed -$321K
MNRO icon
2115
Monro
MNRO
$368M
– –
-4,038
Closed -$316K
MOV icon
2116
Movado Group
MOV
$817M
– –
-32,768
Closed -$712K
MXL icon
2117
MaxLinear
MXL
$6.21B
– –
-16,911
Closed -$359K
NGVC icon
2118
Vitamin Cottage Natural Grocers
NGVC
$605M
– –
-11,877
Closed -$117K
NOV icon
2119
NOV
NOV
$7.38B
– –
-12,898
Closed -$321K
NPK icon
2120
National Presto Industries
NPK
$985M
– –
-7,744
Closed -$684K
NVRI icon
2121
Enviri
NVRI
$615M
– –
-115,026
Closed -$2.65M
OCFC icon
2122
OceanFirst Financial
OCFC
$1.84B
– –
-11,856
Closed -$303K
IMDX
2123
Insight Molecular Diagnostics
IMDX
$154M
– –
-1,707
Closed -$77K
OLN icon
2124
Olin
OLN
$2.15B
– –
-480,100
Closed -$8.28M
OPCH icon
2125
Option Care Health
OPCH
$3.67B
– –
-5,894
Closed -$88K
83 84
85
86 87

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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.