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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
OPI
2126
DELISTED
Office Properties Income Trust
OPI
– –
-6,843
Closed -$220K
OVV icon
2127
Ovintiv
OVV
$17.6B
– –
-8,865
Closed -$208K
PAR icon
2128
PAR Technology
PAR
$753M
– –
-6,923
Closed -$213K
PEB icon
2129
Pebblebrook Hotel Trust
PEB
$2B
– –
-18,767
Closed -$503K
PFS icon
2130
Provident Financial Services
PFS
$3.17B
– –
-13,979
Closed -$345K
PKX icon
2131
POSCO
PKX
$17.7B
– –
-11,764
Closed -$595K
PLCE icon
2132
Children's Place
PLCE
$58.3M
– –
-5,082
Closed -$318K
PNTG icon
2133
Pennant Group
PNTG
$1.38B
– –
-22,363
Closed -$740K
QTRX icon
2134
Quanterix
QTRX
$114M
– –
-10,346
Closed -$244K
R icon
2135
Ryder
R
$9.98B
– –
-59,514
Closed -$3.23M
RES icon
2136
RPC Inc
RES
$1.36B
– –
-13,133
Closed -$69K
RICK icon
2137
RCI Hospitality Holdings
RICK
$207M
– –
-16,146
Closed -$331K
RILY icon
2138
BRC Group Holdings
RILY
$292M
– –
-9,128
Closed -$230K
RNST icon
2139
Renasant Corp
RNST
$3.9B
– –
-17,164
Closed -$608K
RYAM icon
2140
Rayonier Advanced Materials
RYAM
$593M
– –
-20,498
Closed -$79K
SCHL icon
2141
Scholastic
SCHL
$807M
– –
-13,458
Closed -$517K
SD icon
2142
SandRidge Energy
SD
$533M
– –
-39,721
Closed -$168K
SEB icon
2143
Seaboard Corp
SEB
$4.06B
– –
-58
Closed -$247K
SFNC icon
2144
Simmons First National
SFNC
$3.4B
– –
-39,618
Closed -$1.06M
SHAK icon
2145
Shake Shack
SHAK
$2.89B
– –
-6,948
Closed -$414K
SKT icon
2146
Tanger
SKT
$4.44B
– –
-11,393
Closed -$168K
SLG icon
2147
SL Green Realty
SLG
$3.9B
– –
-10,520
Closed -$936K
SPOK icon
2148
Spok Holdings
SPOK
$237M
– –
-40,688
Closed -$498K
SQM icon
2149
Sociedad Química y Minera de Chile
SQM
$20.8B
– –
-12,382
Closed -$330K
SSP icon
2150
E.W. Scripps
SSP
$309M
– –
-25,121
Closed -$395K
84 85
86
87 88

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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.