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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
PPL
226
PPL Corp
PPL
$26.3B
$43.9M 0.11%
1,730,900
-934,531
-35% -$26.8M
TDC icon
227
Teradata
TDC
$2.58B
$43.6M 0.11%
1,404,815
-470,034
-25% -$16.4M
EW icon
228
Edwards Lifesciences
EW
$53B
$43.5M 0.11%
527,011
+71,289
+16% +$6.86M
FDX icon
229
FedEx
FDX
$76.9B
$43.5M 0.11%
293,011
+195,379
+200% +$41.2M
HUM icon
230
Humana
HUM
$46.3B
$43.5M 0.11%
89,650
-13,282
-13% -$6.46M
FAF icon
231
First American
FAF
$7.37B
$43.5M 0.11%
943,354
-105,112
-10% -$5.68M
AVT icon
232
Avnet
AVT
$7.99B
$43.1M 0.11%
1,192,050
+238,492
+25% +$10.3M
VRSN icon
233
VeriSign
VRSN
$26.5B
$43M 0.1%
247,763
-7,820
-3% -$1.45M
AON icon
234
Aon
AON
$75.7B
$42.8M 0.1%
159,647
+7,904
+5% +$2.23M
X
235
DELISTED
US Steel
X
$42.7M 0.1%
2,356,778
-878,560
-27% -$18.8M
PLTK icon
236
Playtika
PLTK
$1.07B
$42.6M 0.1%
4,536,744
+1,338,601
+42% +$15.4M
SJM icon
237
J.M. Smucker
SJM
$12.6B
$42.4M 0.1%
308,450
-117,547
-28% -$16M
CHD icon
238
Church & Dwight Co
CHD
$24.5B
$42.3M 0.1%
591,969
-83,778
-12% -$7.23M
CAT icon
239
Caterpillar
CAT
$385B
$42M 0.1%
256,151
+40,799
+19% +$7.45M
ALK icon
240
Alaska Air
ALK
$5.27B
$41.8M 0.1%
1,066,655
-494,225
-32% -$21.7M
DFS
241
DELISTED
Discover Financial Services
DFS
$41.4M 0.1%
455,868
+348,316
+324% +$35.2M
LRCX icon
242
Lam Research
LRCX
$383B
$41.4M 0.1%
1,135,210
-1,367,400
-55% -$60.9M
JEF icon
243
Jefferies Financial Group
JEF
$12.8B
$41.4M 0.1%
1,466,405
-448,744
-23% -$13.6M
WAT icon
244
Waters Corp
WAT
$40.4B
$41.3M 0.1%
153,209
-24,355
-14% -$7.77M
NVR icon
245
NVR
NVR
$16.8B
$41.2M 0.1%
10,354
+3,477
+51% +$14.8M
COF icon
246
Capital One
COF
$134B
$41.2M 0.1%
446,736
-366,178
-45% -$39M
CC icon
247
Chemours
CC
$2.2B
$41.1M 0.1%
1,667,138
+366,468
+28% +$12.1M
SYNH
248
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$40.9M 0.1%
866,456
+62,918
+8% +$4.06M
ORCL icon
249
Oracle
ORCL
$435B
$40.6M 0.1%
664,645
-986,488
-60% -$72.2M
GEN icon
250
Gen Digital
GEN
$17.5B
$40.1M 0.1%
1,988,760
+190,595
+11% +$4.41M
8 9
10
11 12

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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.