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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
(-32%)
Cap. Flow
-$9.49B
Cap. Flow
% of AUM
-15.96%
Top 10 Holdings %
Top 10 Hldgs %
16.13%
Holding
2,248
New
137
Increased
700
Reduced
1,158
Closed
216
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gen Digital
GEN
|
+$267M |
| 2 |
AbbVie
ABBV
|
+$107M |
| 3 |
TD Synnex
SNX
|
+$98.7M |
| 4 |
Meta Platforms (Facebook)
META
|
+$92.1M |
| 5 |
Public Service Enterprise Group
PEG
|
+$87.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
McKesson
MCK
|
+$309M |
| 2 |
Exelon
EXC
|
+$251M |
| 3 |
Lam Research
LRCX
|
+$230M |
| 4 |
Thermo Fisher Scientific
TMO
|
+$213M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
201
Hasbro
HAS
$13.3B
| $71.9M | 0.12% |
1,004,336
-132,303
| -12% | -$11.4M |
|
202
3M
MMM
$93.9B
| $71.8M | 0.12% |
629,098
-144,212
| -19% | -$19M |
|
203
WEC Energy
WEC
$34.6B
| $71.3M | 0.12% |
811,023
-2,907
| -0.4% | -$280K |
|
204
Acuity Brands
AYI
$10.6B
| $71M | 0.12% |
841,746
-131,160
| -13% | -$14.4M |
|
205
Owens Corning
OC
$12.2B
| $70.3M | 0.12% |
1,811,310
+23,445
| +1% | +$1.31M |
|
206
Vishay Intertechnology
VSH
$5.08B
| $70.1M | 0.12% |
4,862,780
-593,620
| -11% | -$11.2M |
|
207
Sempra
SRE
$55.1B
| $69.7M | 0.12% |
1,233,046
-98,462
| -7% | -$6.98M |
|
208
General Dynamics
GD
$107B
| $69M | 0.12% |
521,309
-240,857
| -32% | -$40M |
|
209
NewMarket
NEU
$8.37B
| $68.6M | 0.12% |
179,092
+12,677
| +8% | +$5.35M |
|
210
Prologis
PLD
$132B
| $68.1M | 0.11% |
847,196
-91,564
| -10% | -$8M |
|
211
Goldman Sachs
GS
$301B
| $67.8M | 0.11% |
438,822
-133,019
| -23% | -$28.2M |
|
212
C.H. Robinson
CHRW
$17.3B
| $66.1M | 0.11% |
999,066
-31,942
| -3% | -$2.29M |
|
213
Church & Dwight Co
CHD
$24.5B
| $65.5M | 0.11% |
1,024,637
+138,467
| +16% | +$9.83M |
|
214
Snap-on
SNA
$21.3B
| $65.1M | 0.11% |
598,676
-82,638
| -12% | -$12.2M |
|
215
US Bancorp
USB
$100B
| $65.1M | 0.11% |
1,888,689
+373,498
| +25% | +$18M |
|
216
Regal Rexnord
RRX
$11.5B
| $64.7M | 0.11% |
1,066,893
-94,412
| -8% | -$7.41M |
|
217
Cooper Companies
COO
$14.9B
| $64.6M | 0.11% |
936,648
-215,024
| -19% | -$17.5M |
|
218
HF Sinclair
DINO
$15.2B
| $64.5M | 0.11% |
2,630,397
-239,469
| -8% | -$8.94M |
|
219
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $64.4M | 0.11% |
249,890
+79,328
| +47% | +$24.2M |
|
|
ATVI
220
DELISTED
Activision Blizzard
ATVI
| $64.3M | 0.11% |
1,100,414
+735,935
| +202% | +$43.7M |
|
221
Southwest Airlines
LUV
$22B
| $64.3M | 0.11% |
1,804,518
-922,135
| -34% | -$45.7M |
|
222
D.R. Horton
DHI
$41B
| $63.9M | 0.11% |
1,880,449
+62,075
| +3% | +$3.23M |
|
223
JD.com
JD
$45.2B
| $62.9M | 0.11% |
1,552,729
-396,728
| -20% | -$15.9M |
|
224
Emcor
EME
$35.7B
| $62.8M | 0.11% |
1,052,332
-100,344
| -9% | -$7.74M |
|
225
American Financial Group
AFG
$11.9B
| $62.4M | 0.11% |
891,054
+69,355
| +8% | +$6.69M |
|
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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.