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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
+1.55%
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
$84.9B
AUM Growth
-$4.71B
(-5.3%)
Cap. Flow
-$5.22B
Cap. Flow
% of AUM
-6.15%
Top 10 Holdings %
Top 10 Hldgs %
12.09%
Holding
2,249
New
193
Increased
926
Reduced
943
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWTR
Twitter, Inc.
TWTR
|
+$331M |
| 2 |
United Airlines
UAL
|
+$312M |
| 3 |
PepsiCo
PEP
|
+$271M |
| 4 |
Delta Air Lines
DAL
|
+$263M |
| 5 |
Qualcomm
QCOM
|
+$185M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$451M |
| 2 |
Amazon
AMZN
|
+$348M |
| 3 |
Merck
MRK
|
+$337M |
| 4 |
IQVIA
IQV
|
+$313M |
| 5 |
Adobe
ADBE
|
+$291M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.95% |
| 2 | Healthcare | 13.18% |
| 3 | Financials | 12.77% |
| 4 | Consumer Discretionary | 12.29% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
S&P Global
SPGI
$120B
| $90.9M | 0.11% |
371,150
-31,013
| -8% | -$7.75M |
|
227
CACI
CACI
$14.2B
| $90.8M | 0.11% |
396,493
+260,079
| +191% | +$56.1M |
|
228
Hasbro
HAS
$13.2B
| $89.6M | 0.11% |
755,014
+190,941
| +34% | +$21.7M |
|
229
Cooper Companies
COO
$14.5B
| $89.2M | 0.11% |
1,203,868
+87,952
| +8% | +$7.09M |
|
230
Qorvo
QRVO
$8.74B
| $88.9M | 0.1% |
1,210,960
+660,113
| +120% | +$48M |
|
231
Ziff Davis
ZD
$1.98B
| $88.2M | 0.1% |
1,130,779
+72,293
| +7% | +$5.48M |
|
232
Morgan Stanley
MS
$340B
| $88M | 0.1% |
2,062,852
+613,577
| +42% | +$26.2M |
|
233
Emcor
EME
$36B
| $88M | 0.1% |
1,030,454
+132,531
| +15% | +$11.3M |
|
|
PPLI
234
People Inc
PPLI
$3.1B
| $87.8M | 0.1% |
2,254,300
-2,601,014
| -54% | -$111M |
|
235
MillerKnoll
MLKN
$1.67B
| $87.6M | 0.1% |
1,900,331
+654,867
| +53% | +$28.8M |
|
|
WCC
236
WESCO International
WCC
$17.7B
| $87.2M | 0.1% |
1,838,843
-29,243
| -2% | -$1.38M |
|
|
VAR
237
DELISTED
Varian Medical Systems, Inc.
VAR
| $86.9M | 0.1% |
729,903
-124,367
| -15% | -$14.8M |
|
238
Cintas
CTAS
$81.3B
| $86.6M | 0.1% |
1,292,676
-156,316
| -11% | -$10M |
|
239
World Kinect Corp
WKC
$1.86B
| $86.5M | 0.1% |
2,189,477
+313,770
| +17% | +$11.9M |
|
240
AbbVie
ABBV
$435B
| $86.5M | 0.1% |
1,148,138
-1,789,134
| -61% | -$123M |
|
|
ANSS
241
DELISTED
Ansys
ANSS
| $86M | 0.1% |
393,112
-28,121
| -7% | -$5.92M |
|
242
AvalonBay Communities
AVB
$26.8B
| $85.4M | 0.1% |
396,540
-5,131
| -1% | -$1.07M |
|
|
ENIA
243
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $85.3M | 0.1% |
9,358,929
+1,501,588
| +19% | +$12.7M |
|
244
American Financial Group
AFG
$12.1B
| $85.2M | 0.1% |
795,285
+103,085
| +15% | +$10.7M |
|
245
Atmos Energy
ATO
$28.8B
| $85.1M | 0.1% |
747,028
+111,516
| +18% | +$12.2M |
|
246
Snap-on
SNA
$21.5B
| $85M | 0.1% |
543,233
-41,526
| -7% | -$6.38M |
|
247
MGIC Investment
MTG
$6.25B
| $84.8M | 0.1% |
6,740,600
+3,920,487
| +139% | +$50.6M |
|
248
Arch Capital
ACGL
$33.6B
| $84.5M | 0.1% |
2,013,840
+591,721
| +42% | +$23.3M |
|
249
Sinclair Inc
SBGI
$1.03B
| $83.8M | 0.1% |
1,990,831
+1,788,687
| +885% | +$86.6M |
|
250
General Dynamics
GD
$106B
| $83.5M | 0.1% |
456,722
+120,926
| +36% | +$22.5M |
|
Similar funds
VGA
AQR Capital Management's Q3 2019 Portfolio in Review
As of Q3 2019, AQR Capital Management held 2,249 positions worth $84.9B, down 5.3% from $89.6B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
AQR Capital Management withdrew a net $5.22B in Q3 2019, closing 142 positions and reducing 943 holdings. Its most notable exit was Anadarko Petroleum, an estimated $36.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.
Against the trend, AQR Capital Management opened a new position in American Airlines Group worth $67.8M.
- AQR Capital Management's largest Q3 2019 buy was American Airlines Group: 2,515,260 shares worth $67.8M.
- AQR Capital Management added most to Twitter, Inc. in Q3 2019, an estimated $331M increase.
- AQR Capital Management's biggest Q3 2019 reduction was Microsoft, cutting an estimated $451M.
- AQR Capital Management fully exited Anadarko Petroleum in Q3 2019, selling an estimated $36.4M.
- AQR Capital Management's ten largest holdings make up 12% of its $84.9B portfolio in Q3 2019.
- AQR Capital Management opened 193 new positions and closed 142 in Q3 2019.
- AQR Capital Management's portfolio value fell 5.3% quarter-over-quarter to $84.9B.
Based on AQR Capital Management's 13F filing for Q3 2019, filed 14 Nov 2019.