AQR Capital Management - Q3 2020 holdings

$59.2 Billion is the total value of AQR Capital Management's 2523 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 100.0% .

 Value Shares↓ Weighting
BTU ExitPEABODY ENERGY CORP NEW$0-46,889
-100.0%
0.00%
ITIC ExitINVESTORS TITLE CO$0-2,484
-100.0%
0.00%
MSEX ExitMIDDLESEX WATER CO$0-4,556
-100.0%
0.00%
ECHO ExitECHO GLOBAL LOGISTICS INC$0-9,770
-100.0%
0.00%
REX ExitREX AMERICAN RESOURCES CORP$0-4,116
-100.0%
0.00%
WTI ExitW & T OFFSHORE INC$0-29,830
-100.0%
0.00%
NWBI ExitNORTHWEST BANCSHARES INC MD$0-15,647
-100.0%
0.00%
OXM ExitOXFORD INDS INC$0-6,593
-100.0%
0.00%
VRA ExitVERA BRADLEY INC$0-58,827
-100.0%
0.00%
WSC ExitWILLSCOT CORP$0-17,439
-100.0%
0.00%
WETF ExitWISDOMTREE INVTS INC$0-13,742
-100.0%
0.00%
BY ExitBYLINE BANCORP INC$0-22,224
-100.0%
0.00%
MLCO ExitMELCO RESORTS AND ENTMNT LTDadr$0-11,849
-100.0%
0.00%
APA ExitAPACHE CORP$0-11,489
-100.0%
0.00%
ExitTRANSENTERIX INC$0-53,510
-100.0%
0.00%
SIEN ExitSIENTRA INC$0-11,458
-100.0%
0.00%
NMRK ExitNEWMARK GROUP INCcl a$0-20,006
-100.0%
0.00%
NOG ExitNORTHERN OIL & GAS INC NEV$0-36,191
-100.0%
0.00%
ADMA ExitADMA BIOLOGICS INC$0-29,215
-100.0%
0.00%
IPI ExitINTREPID POTASH INC$0-20,334
-100.0%
0.00%
IVR ExitINVESCO MORTGAGE CAPITAL INC$0-15,214
-100.0%
0.00%
CFMS ExitCONFORMIS INC$0-36,604
-100.0%
0.00%
CBD ExitCOMPANHIA BRASILEIRA DE DISTsponsored adr$0-10,831
-100.0%
0.00%
PLOW ExitDOUGLAS DYNAMICS INC$0-6,826
-100.0%
0.00%
LJPC ExitLA JOLLA PHARMACEUTICAL CO$0-23,081
-100.0%
0.00%
PEI ExitPENNSYLVANIA REAL ESTATE INVsh ben int$0-132,978
-100.0%
0.00%
ADES ExitADVANCED EMISSIONS SOLUTS IN$0-14,222
-100.0%
0.00%
TMUSR ExitT-MOBILE US INCright 07/27/2020$0-267,177
-100.0%
0.00%
SFL ExitSFL CORPORATION LTD$0-16,112
-100.0%
0.00%
VSLR ExitVIVINT SOLAR INC$0-25,430
-100.0%
0.00%
CEIX ExitCONSOL ENERGY INC NEW$0-37,320
-100.0%
0.00%
IONS ExitIONIS PHARMACEUTICALS INC$0-4,391
-100.0%
0.00%
TWI ExitTITAN INTL INC ILL$0-25,397
-100.0%
0.00%
RDNT ExitRADNET INC$0-14,272
-100.0%
0.00%
CRCQQ ExitCALIFORNIA RES CORP$0-176,863
-100.0%
0.00%
NBR ExitNABORS INDUSTRIES LTD$0-5,485
-100.0%
0.00%
ERII ExitENERGY RECOVERY INC$0-13,179
-100.0%
0.00%
AMPY ExitAMPLIFY ENERGY CORP NEW$0-26,030
-100.0%
0.00%
STNG ExitSCORPIO TANKERS INC$0-13,073
-100.0%
0.00%
LADR ExitLADDER CAP CORPcl a$0-20,942
-100.0%
0.00%
X ExitUNITED STATES STL CORP NEW$0-20,234
-100.0%
0.00%
GLOG ExitGASLOG LTD$0-70,309
-100.0%
0.00%
MRC ExitMRC GLOBAL INC$0-10,588
-100.0%
0.00%
PI ExitIMPINJ INC$0-8,320
-100.0%
0.00%
UBSI ExitUNITED BANKSHARES INC WEST V$0-9,253
-100.0%
0.00%
NEBLQ ExitNOBLE CORP PLC$0-14,671
-100.0%
0.00%
CHCO ExitCITY HLDG CO$0-3,623
-100.0%
0.00%
GCI ExitGANNETT CO INC$0-26,956
-100.0%
0.00%
JCAP ExitJERNIGAN CAP INC$0-12,748
-100.0%
0.00%
CADE ExitCADENCE BANCORPORATIONcl a$0-25,352
-100.0%
0.00%
TWNK ExitHOSTESS BRANDS INCcl a$0-15,381
-100.0%
0.00%
ATEX ExitANTERIX INC$0-4,760
-100.0%
0.00%
CPE ExitCALLON PETE CO DEL$0-135,644
-100.0%
0.00%
INSW ExitINTERNATIONAL SEAWAYS INC$0-10,267
-100.0%
0.00%
GABC ExitGERMAN AMERN BANCORP INC$0-6,528
-100.0%
0.00%
FLOW ExitSPX FLOW INC$0-6,880
-100.0%
0.00%
LYV ExitLIVE NATION ENTERTAINMENT IN$0-4,780
-100.0%
0.00%
HRI ExitHERC HLDGS INC$0-7,001
-100.0%
0.00%
PPBI ExitPACIFIC PREMIER BANCORP$0-11,582
-100.0%
0.00%
HLIT ExitHARMONIC INC$0-53,363
-100.0%
0.00%
APYX ExitAPYX MED CORP$0-21,904
-100.0%
0.00%
JLL ExitJONES LANG LASALLE INC$0-2,562
-100.0%
0.00%
ZUO ExitZUORA INC$0-14,916
-100.0%
0.00%
CVBF ExitCVB FINL CORP$0-14,198
-100.0%
0.00%
COTY ExitCOTY INC$0-14,330
-100.0%
0.00%
ZAGG ExitZAGG INC$0-10,710
-100.0%
0.00%
CPK ExitCHESAPEAKE UTILS CORP$0-2,879
-100.0%
0.00%
HPR ExitHIGHPOINT RES CORP$0-77,059
-100.0%
0.00%
DMRC ExitDIGIMARC CORP NEW$0-10,954
-100.0%
0.00%
CPS ExitCOOPER STD HLDGS INC$0-36,816
-100.0%
-0.00%
CLB ExitCORE LABORATORIES N V$0-22,967
-100.0%
-0.00%
JJSF ExitJ & J SNACK FOODS CORP$0-6,374
-100.0%
-0.00%
TPTX ExitTURNING POINT THERAPEUTICS I$0-12,853
-100.0%
-0.00%
CBLAQ ExitCBL & ASSOC PPTYS INC$0-2,372,198
-100.0%
-0.00%
QEP ExitQEP RESOURCES INC$0-370,203
-100.0%
-0.00%
TLRDQ ExitTAILORED BRANDS INC$0-441,883
-100.0%
-0.00%
SASR ExitSANDY SPRING BANCORP INC$0-20,940
-100.0%
-0.00%
GTX ExitGARRETT MOTION INC$0-85,912
-100.0%
-0.00%
TNK ExitTEEKAY TANKERS LTDcl a$0-57,342
-100.0%
-0.00%
SPWR ExitSUNPOWER CORP$0-112,988
-100.0%
-0.00%
FET ExitFORUM ENERGY TECHNOLOGIES IN$0-827,746
-100.0%
-0.00%
PNM ExitPNM RES INC$0-11,906
-100.0%
-0.00%
RRR ExitRED ROCK RESORTS INCcl a$0-36,278
-100.0%
-0.00%
MTRN ExitMATERION CORP$0-13,582
-100.0%
-0.00%
TGI ExitTRIUMPH GROUP INC NEW$0-59,536
-100.0%
-0.00%
FARM ExitFARMER BROS CO$0-61,830
-100.0%
-0.00%
NLSN ExitNIELSEN HLDGS PLC$0-47,008
-100.0%
-0.00%
CZR ExitCAESARS ENTMT CORP$0-38,856
-100.0%
-0.00%
PRK ExitPARK NATL CORP$0-10,193
-100.0%
-0.00%
APTV ExitAPTIV PLC$0-4,539
-100.0%
-0.00%
NI ExitNISOURCE INC$0-14,939
-100.0%
-0.00%
GLIBA ExitGCI LIBERTY INC$0-7,690
-100.0%
-0.00%
ODT ExitODONATE THERAPEUTICS INC$0-9,430
-100.0%
-0.00%
AGS ExitPLAYAGS INC$0-218,677
-100.0%
-0.00%
CASH ExitMETA FINL GROUP INC$0-21,393
-100.0%
-0.00%
DBI ExitDESIGNER BRANDS INCcl a$0-109,495
-100.0%
-0.00%
SKT ExitTANGER FACTORY OUTLET CTRS I$0-100,413
-100.0%
-0.00%
ICFI ExitICF INTL INC$0-7,607
-100.0%
-0.00%
TR ExitTOOTSIE ROLL INDS INC$0-13,086
-100.0%
-0.00%
HCCI ExitHERITAGE CRYSTAL CLEAN INC$0-29,721
-100.0%
-0.00%
BNED ExitBARNES & NOBLE ED INC$0-274,893
-100.0%
-0.00%
GNL ExitGLOBAL NET LEASE INC$0-19,641
-100.0%
-0.00%
CFFN ExitCAPITOL FED FINL INC$0-32,830
-100.0%
-0.00%
LPI ExitLAREDO PETROLEUM INC$0-45,382
-100.0%
-0.00%
EQBK ExitEQUITY BANCSHARES INC$0-27,956
-100.0%
-0.00%
BLUE ExitBLUEBIRD BIO INC$0-13,738
-100.0%
-0.00%
CHCT ExitCOMMUNITY HEALTHCARE TR INC$0-7,646
-100.0%
-0.00%
VIAV ExitVIAVI SOLUTIONS INC$0-52,990
-100.0%
-0.00%
ARCH ExitARCH RESOURCES INCcl a$0-19,035
-100.0%
-0.00%
PRTY ExitPARTY CITY HOLDCO INC$0-542,166
-100.0%
-0.00%
TREE ExitLENDINGTREE INC NEW$0-1,884
-100.0%
-0.00%
ONDK ExitON DECK CAP INC$0-499,983
-100.0%
-0.00%
HEES ExitH & E EQUIPMENT SERVICES INC$0-43,066
-100.0%
-0.00%
NWN ExitNORTHWEST NAT HLDG CO$0-6,730
-100.0%
-0.00%
GATX ExitGATX CORP$0-11,116
-100.0%
-0.00%
SRC ExitSPIRIT RLTY CAP INC NEW$0-21,522
-100.0%
-0.00%
BHLB ExitBERKSHIRE HILLS BANCORP INC$0-34,144
-100.0%
-0.00%
ATNI ExitATN INTL INC$0-6,867
-100.0%
-0.00%
TFC ExitTRUIST FINL CORP$0-10,749
-100.0%
-0.00%
CYCN ExitCYCLERION THERAPEUTICS INC$0-78,798
-100.0%
-0.00%
RUBI ExitRUBICON PROJ INC$0-125,456
-100.0%
-0.00%
TLYS ExitTILLYS INCcl a$0-70,597
-100.0%
-0.00%
ACOR ExitACORDA THERAPEUTICS INC$0-961,460
-100.0%
-0.00%
NTNX ExitNUTANIX INCcl a$0-27,958
-100.0%
-0.00%
ROG ExitROGERS CORP$0-2,760
-100.0%
-0.00%
SJW ExitSJW GROUP$0-6,034
-100.0%
-0.00%
MOFG ExitMIDWESTONE FINL GROUP INC NE$0-15,612
-100.0%
-0.00%
KRYS ExitKRYSTAL BIOTECH INC$0-8,377
-100.0%
-0.00%
WHG ExitWESTWOOD HLDGS GROUP INC$0-51,614
-100.0%
-0.00%
WDC ExitWESTERN DIGITAL CORP.$0-7,565
-100.0%
-0.00%
ASNAQ ExitASCENA RETAIL GROUP INC$0-592,076
-100.0%
-0.00%
AXS ExitAXIS CAPITAL HOLDINGS LTD$0-23,386
-100.0%
-0.00%
BHR ExitBRAEMAR HOTELS & RESORTS INC$0-470,429
-100.0%
-0.00%
INTL ExitINTL FCSTONE INC$0-25,873
-100.0%
-0.00%
JWN ExitNORDSTROM INC$0-77,873
-100.0%
-0.00%
TERP ExitTERRAFORM PWR INC$0-75,902
-100.0%
-0.00%
CMLS ExitCUMULUS MEDIA INC$0-351,080
-100.0%
-0.00%
AHT ExitASHFORD HOSPITALITY TR INC$0-1,689,798
-100.0%
-0.00%
RRD ExitDONNELLEY R R & SONS CO$0-898,204
-100.0%
-0.00%
SLAB ExitSILICON LABORATORIES INC$0-9,520
-100.0%
-0.00%
ADMS ExitADAMAS PHARMACEUTICALS INC$0-420,304
-100.0%
-0.00%
RCKY ExitROCKY BRANDS INC$0-46,033
-100.0%
-0.00%
SP ExitSP PLUS CORP$0-70,881
-100.0%
-0.00%
CIT ExitCIT GROUP INC$0-58,773
-100.0%
-0.00%
HLT ExitHILTON WORLDWIDE HLDGS INC$0-13,006
-100.0%
-0.00%
HUD ExitHUDSON LTD$0-235,232
-100.0%
-0.00%
CTO ExitCTO REALTY GROWTH INC$0-28,299
-100.0%
-0.00%
TK ExitTEEKAY CORPORATION$0-528,375
-100.0%
-0.00%
WPG ExitWASHINGTON PRIME GROUP NEW$0-1,218,778
-100.0%
-0.00%
EIX ExitEDISON INTL$0-37,009
-100.0%
-0.00%
PFNX ExitPFENEX INC$0-248,121
-100.0%
-0.00%
IBKC ExitIBERIABANK CORP$0-41,008
-100.0%
-0.00%
NCLH ExitNORWEGIAN CRUISE LINE HLDG L$0-114,335
-100.0%
-0.00%
DAL ExitDELTA AIR LINES INC DEL$0-57,602
-100.0%
-0.00%
LVGO ExitLIVONGO HEALTH INC$0-32,947
-100.0%
-0.00%
PRNB ExitPRINCIPIA BIOPHARMA INC$0-37,710
-100.0%
-0.00%
KMT ExitKENNAMETAL INC$0-90,439
-100.0%
-0.00%
EE ExitEL PASO ELEC CO$0-36,077
-100.0%
-0.00%
ANAT ExitAMERICAN NATL INS CO$0-39,698
-100.0%
-0.01%
HALL ExitHALLMARK FINL SVCS INC EC$0-878,266
-100.0%
-0.01%
FE ExitFIRSTENERGY CORP$0-98,530
-100.0%
-0.01%
ODP ExitOFFICE DEPOT INC$0-1,639,647
-100.0%
-0.01%
SABR ExitSABRE CORP$0-545,593
-100.0%
-0.01%
DOW ExitDOW INC$0-111,605
-100.0%
-0.01%
ERI ExitELDORADO RESORTS INC$0-113,474
-100.0%
-0.01%
BCO ExitBRINKS CO$0-92,224
-100.0%
-0.01%
NVCR ExitNOVOCURE LTD$0-82,003
-100.0%
-0.01%
G ExitGENPACT LIMITED$0-205,850
-100.0%
-0.01%
VFC ExitV F CORP$0-144,318
-100.0%
-0.01%
UBER ExitUBER TECHNOLOGIES INC$0-278,594
-100.0%
-0.01%
WUBA Exit58 COM INCspon adr rep a$0-196,018
-100.0%
-0.02%
EXPE ExitEXPEDIA GROUP INC$0-148,920
-100.0%
-0.02%
FLEX ExitFLEX LTDord$0-1,663,169
-100.0%
-0.03%
MTDR ExitMATADOR RES CO$0-2,880,066
-100.0%
-0.04%
POL ExitPOLYONE CORP$0-999,479
-100.0%
-0.04%
IAC ExitIAC INTERACTIVECORP$0-95,828
-100.0%
-0.05%
LOGM ExitLOGMEIN INC$0-438,906
-100.0%
-0.06%
MTCH ExitMATCH GROUP INC$0-569,899
-100.0%
-0.10%
Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Original filings

The following EDGAR filing(s) were analyzed to create this report:

  • View 13F-HR filed 2020-11-16
Signatures

The EDGAR filing(s) were signed by:

About AQR Capital Management

AQR Capital Management is a global investment management firm that was founded in 1998 by Clifford Asness, David Kabiller, John Liew, and Robert Krail. The firm is headquartered in Greenwich, Connecticut, and has additional offices in Chicago, London, Sydney, and Hong Kong. AQR manages over $186 billion in assets for institutional investors, financial advisors, and individual investors.

The firm's investment philosophy is based on the principles of systematic research, diversification, and risk management. AQR's investment strategies include long-only equity, fixed income, and alternative investments such as hedge funds and private equity. The firm's investment process is driven by a team of over 300 researchers and portfolio managers who use quantitative analysis to identify investment opportunities and manage risk.

AQR is led by a team of experienced executives, including CEO David Kabiller, COO Matt Jiannino, and Chief Investment Officer Ronen Israel. The firm has received numerous awards for its investment performance and innovation, including being named "Hedge Fund Manager of the Year" by Institutional Investor in 2014.

Overall, AQR Capital Management is a well-respected investment management firm that has a strong track record of delivering consistent returns for its clients. However, as with any investment, it is important for investors to conduct their own due diligence and consult with a financial advisor before making any investment decisions.

It's important to note that this information is for educational purposes only and has not been fact-checked. As with any investment, it's important to do your own research and consult with a financial advisor before making any investment decisions.

Top long-term holdings
NameQuarters ownedLatest quarter ownedMax weighting
APPLE INC43Q3 20233.9%
MICROSOFT CORP43Q3 20233.5%
AMAZON COM INC43Q3 20232.8%
JOHNSON & JOHNSON43Q3 20231.3%
TAIWAN SEMICONDUCTOR MFG LTD43Q3 20231.6%
PROCTER & GAMBLE CO43Q3 20231.4%
PFIZER INC43Q3 20231.4%
MERCK & CO INC NEW43Q3 20231.2%
WAL-MART STORES INC43Q3 20231.1%
INTEL CORP43Q3 20231.3%

View AQR Capital Management's complete holdings history.

Latest significant ownerships (13-D/G)

View AQR Capital Management's complete significant-ownership history.

Latest filings
TypeFiled
SC 13G2024-03-04
13F-HR2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14
SC 13G/A2024-02-14

View AQR Capital Management's complete filings history.

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Export AQR Capital Management's holdings