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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
-5.1%
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
$41B
AUM Growth
-$3.23B
Cap. Flow
-$1.04B
Cap. Flow %
-2.54%
Top 10 Hldgs %
14.31%
Holding
2,407
New
233
Increased
1,091
Reduced
839
Closed
232

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$119M
2
VLO icon
Valero Energy
VLO
+$117M
3
CVX icon
Chevron
CVX
+$89.6M
4
BKNG icon
Booking.com
BKNG
+$88.5M
5
MA icon
Mastercard
MA
+$85.2M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$109M
2
MRNA icon
Moderna
MRNA
+$105M
3
GS icon
Goldman Sachs
GS
+$97.9M
4
LEN icon
Lennar Class A
LEN
+$81M
5
EMR icon
Emerson Electric
EMR
+$78.1M

Sector Composition

Rank Sector Weight
1 Technology 19.89%
2 Healthcare 15.51%
3 Financials 11.51%
4 Consumer Discretionary 11.48%
5 Industrials 11.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WINA icon
1051
Winmark
WINA
$1.26B
$2.86M 0.01%
13,230
+2,600
+24% +$564K
NCLH icon
1052
Norwegian Cruise Line
NCLH
$8.98B
$2.85M 0.01%
+251,235
New +$3.31M
HXL icon
1053
Hexcel
HXL
$7.74B
$2.85M 0.01%
55,097
+20,991
+62% +$1.22M
RES icon
1054
RPC Inc
RES
$1.39B
$2.85M 0.01%
410,819
+131,888
+47% +$956K
CELH icon
1055
Celsius Holdings
CELH
$7.28B
$2.83M 0.01%
93,549
+3,843
+4% +$120K
PARR icon
1056
Par Pacific Holdings
PARR
$4.12B
$2.83M 0.01%
172,131
+84,055
+95% +$1.43M
VICI icon
1057
VICI Properties
VICI
$29B
$2.82M 0.01%
94,595
+8,411
+10% +$278K
ILPT
1058
Industrial Logistics Properties Trust
ILPT
$611M
$2.81M 0.01%
510,450
+392,665
+333% +$3.55M
MX icon
1059
Magnachip Semiconductor
MX
$137M
$2.79M 0.01%
272,168
+247,530
+1,005% +$3.25M
FORR icon
1060
Forrester Research
FORR
$224M
$2.79M 0.01%
77,364
+34,243
+79% +$1.47M
RLJ icon
1061
RLJ Lodging Trust
RLJ
$1.67B
$2.78M 0.01%
275,024
+177,797
+183% +$2.13M
BA icon
1062
Boeing
BA
$182B
$2.78M 0.01%
22,977
-8,986
-28% -$1.38M
SMCI icon
1063
Super Micro Computer
SMCI
$25.3B
$2.78M 0.01%
504,400
+93,590
+23% +$533K
VRTS icon
1064
Virtus Investment Partners
VRTS
$1.14B
$2.78M 0.01%
17,413
+6,518
+60% +$1.25M
WTW icon
1065
Willis Towers Watson
WTW
$31B
$2.77M 0.01%
13,797
-1,109
-7% -$229K
INVH icon
1066
Invitation Homes
INVH
$18B
$2.77M 0.01%
81,982
-58,307
-42% -$2.16M
MSBI icon
1067
Midland States Bancorp
MSBI
$698M
$2.75M 0.01%
116,870
-30,500
-21% -$787K
STAG icon
1068
STAG Industrial
STAG
$7.12B
$2.74M 0.01%
96,531
-13,235
-12% -$417K
ABEV icon
1069
Ambev
ABEV
$43.8B
$2.74M 0.01%
969,035
-6,273,410
-87% -$17.8M
HOG icon
1070
Harley-Davidson
HOG
$2.9B
$2.74M 0.01%
78,434
-114,470
-59% -$4.3M
OTTR icon
1071
Otter Tail
OTTR
$3.9B
$2.72M 0.01%
44,194
+1,841
+4% +$133K
CACC icon
1072
Credit Acceptance
CACC
$6.05B
$2.72M 0.01%
6,272
-2,656
-30% -$1.4M
MRC
1073
DELISTED
MRC Global
MRC
$2.71M 0.01%
377,488
+145,551
+63% +$1.43M
CCS icon
1074
Century Communities
CCS
$2.04B
$2.71M 0.01%
63,401
+19,593
+45% +$949K
RLI icon
1075
RLI Corp
RLI
$5.87B
$2.71M 0.01%
52,946
+16,402
+45% +$917K
41 42
43
44 45

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AQR Capital Management's Q3 2022 Portfolio in Review

As of Q3 2022, AQR Capital Management held 2,407 positions worth $41B, down 7.3% from $44.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Capital Management's Q3 2022 filing shows 233 new, 1,091 increased, 839 reduced and 232 closed positions. Its largest new stake was Applovin: 596,316 shares worth $11.6M. The largest sale was Allstate, an estimated $109M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.

  • AQR Capital Management's largest Q3 2022 buy was Applovin: 596,316 shares worth $11.6M.
  • AQR Capital Management added most to Tesla in Q3 2022, an estimated $119M increase.
  • AQR Capital Management's biggest Q3 2022 reduction was Allstate, cutting an estimated $109M.
  • AQR Capital Management fully exited Baidu in Q3 2022, selling an estimated $31.3M.
  • AQR Capital Management's ten largest holdings make up 14% of its $41B portfolio in Q3 2022.
  • AQR Capital Management opened 233 new positions and closed 232 in Q3 2022.
  • AQR Capital Management's portfolio value fell 7.3% quarter-over-quarter to $41B.

Based on AQR Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.