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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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.9T
| $1.75B | 2.94% |
11,065,434
-959,128
| -8% | -$158M |
|
2
Apple
AAPL
$4.97T
| $1.54B | 2.59% |
24,240,408
+616,980
| +3% | +$45.4M |
|
|
3
Meta Platforms (Facebook)
META
$1.49T
| $997M | 1.68% |
5,993,691
+470,614
| +9% | +$92.1M |
|
4
Amazon
AMZN
$2.44T
| $887M | 1.49% |
9,099,540
+497,220
| +6% | +$48.1M |
|
5
Procter & Gamble
PG
$340B
| $827M | 1.39% |
7,520,003
-906,148
| -11% | -$109M |
|
6
Johnson & Johnson
JNJ
$640B
| $792M | 1.33% |
6,042,224
-998,264
| -14% | -$142M |
|
7
Alphabet (Google) Class A
GOOGL
$4.12T
| $754M | 1.27% |
13,229,840
-2,492,920
| -16% | -$169M |
|
8
Alibaba
BABA
$276B
| $706M | 1.19% |
3,628,282
-477,589
| -12% | -$99.7M |
|
9
Intel
INTC
$413B
| $675M | 1.14% |
12,471,136
-2,861,654
| -19% | -$169M |
|
10
PepsiCo
PEP
$196B
| $668M | 1.12% |
5,560,240
-934,747
| -14% | -$126M |
|
11
Biogen
BIIB
$30.9B
| $661M | 1.11% |
2,120,127
-516,832
| -20% | -$157M |
|
12
Merck
MRK
$322B
| $605M | 1.02% |
8,371,686
+321,098
| +4% | +$25.2M |
|
13
Allstate
ALL
$70.6B
| $554M | 0.93% |
6,043,906
-98,831
| -2% | -$10.7M |
|
14
TSMC
TSM
$1.94T
| $540M | 0.91% |
11,308,498
-1,338,157
| -11% | -$73.2M |
|
15
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $505M | 0.85% |
+1,958,800
| New | +$597M |
|
|
16
Alphabet (Google) Class C
GOOG
$4.11T
| $451M | 0.76% |
7,753,140
-742,200
| -9% | -$50.4M |
|
17
Home Depot
HD
$337B
| $442M | 0.74% |
2,369,031
-224,261
| -9% | -$49.2M |
|
18
Gilead Sciences
GILD
$165B
| $433M | 0.73% |
5,797,439
-1,411,277
| -20% | -$97.5M |
|
19
Walmart Inc
WMT
$909B
| $419M | 0.71% |
11,071,758
-2,177,151
| -16% | -$83.7M |
|
20
Humana
HUM
$43.9B
| $418M | 0.7% |
1,363,876
+195,786
| +17% | +$66M |
|
21
Target
TGT
$66.3B
| $413M | 0.69% |
4,443,765
+757,376
| +21% | +$84.1M |
|
22
Mastercard
MA
$498B
| $408M | 0.69% |
1,688,542
-206,703
| -11% | -$61.5M |
|
23
Everest Group
EG
$15.6B
| $404M | 0.68% |
2,101,769
+98,239
| +5% | +$25.1M |
|
24
Intuit
INTU
$91.1B
| $381M | 0.64% |
1,658,573
-160,200
| -9% | -$43.4M |
|
25
Berkshire Hathaway Class B
BRK.B
$1.1T
| $366M | 0.61% |
1,999,661
-190,196
| -9% | -$40.4M |
|
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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.