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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 | |
|---|---|---|---|---|---|---|
101
Progressive
PGR
$125B
| $220M | 0.26% |
2,850,114
-245,107
| -8% | -$19.3M |
|
102
Exelixis
EXEL
$13.4B
| $219M | 0.26% |
12,382,888
-1,310,066
| -10% | -$26.5M |
|
103
Fortinet
FTNT
$117B
| $219M | 0.26% |
14,427,720
-7,270,930
| -34% | -$118M |
|
104
DTE Energy
DTE
$29.1B
| $216M | 0.25% |
1,912,015
-64,942
| -3% | -$7.18M |
|
|
XLNX
105
DELISTED
Xilinx Inc
XLNX
| $215M | 0.25% |
2,238,031
-438,027
| -16% | -$47.9M |
|
106
AT&T
T
$163B
| $215M | 0.25% |
7,520,805
+5,039,870
| +203% | +$134M |
|
107
CALL
Invesco QQQ Trust
QQQ
$484B
| $214M | 0.25% |
1,133,000
+139,200
| +14% | +$26.4M |
|
|
108
PUT
Invesco QQQ Trust
QQQ
$484B
| $214M | 0.25% |
1,133,000
+139,200
| +14% | +$26.4M |
|
109
Costco
COST
$420B
| $213M | 0.25% |
739,415
-279,334
| -27% | -$78.6M |
|
110
JPMorgan Chase
JPM
$950B
| $211M | 0.25% |
1,796,862
-325,630
| -15% | -$36.8M |
|
111
CME Group
CME
$94.8B
| $210M | 0.25% |
995,399
-70,485
| -7% | -$14.7M |
|
112
Teledyne Technologies
TDY
$32B
| $209M | 0.25% |
651,646
-83,297
| -11% | -$24.9M |
|
113
Walt Disney
DIS
$181B
| $207M | 0.24% |
1,591,001
-31,868
| -2% | -$4.41M |
|
114
Altria Group
MO
$114B
| $207M | 0.24% |
5,101,464
+374,262
| +8% | +$17.2M |
|
115
Southwest Airlines
LUV
$23B
| $204M | 0.24% |
3,782,607
-1,765,098
| -32% | -$92.3M |
|
116
Ameriprise Financial
AMP
$48.8B
| $203M | 0.24% |
1,383,696
+273,962
| +25% | +$38.4M |
|
117
Capital One
COF
$134B
| $199M | 0.23% |
2,192,297
+1,213,100
| +124% | +$109M |
|
118
iShares Russell 3000 ETF
IWV
$20.3B
| $198M | 0.23% |
1,138,771
+6,130
| +0.5% | +$1.06M |
|
|
TECD
119
DELISTED
Tech Data Corp
TECD
| $196M | 0.23% |
1,898,722
-7,277
| -0.4% | -$709K |
|
120
Cognizant
CTSH
$26B
| $194M | 0.23% |
3,263,780
+451,577
| +16% | +$28.5M |
|
121
Phillips 66
PSX
$81.4B
| $193M | 0.23% |
1,882,211
+53,273
| +3% | +$5.34M |
|
|
FL
122
DELISTED
Foot Locker
FL
| $191M | 0.23% |
4,470,484
-2,807,508
| -39% | -$113M |
|
123
Reinsurance Group of America
RGA
$16.1B
| $189M | 0.22% |
1,179,436
-43,685
| -4% | -$6.77M |
|
124
Masco
MAS
$15.3B
| $189M | 0.22% |
4,533,072
+12,296
| +0.3% | +$493K |
|
125
HF Sinclair
DINO
$14.5B
| $183M | 0.22% |
3,404,185
-1,898,528
| -36% | -$92.1M |
|
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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.