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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
-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
(-7.3%)
Cap. Flow
-$1.04B
Cap. Flow
% of AUM
-2.54%
Top 10 Holdings %
Top 10 Hldgs %
14.31%
Holding
2,407
New
233
Increased
1,091
Reduced
839
Closed
232
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$119M |
| 2 |
Valero Energy
VLO
|
+$117M |
| 3 |
Chevron
CVX
|
+$89.6M |
| 4 |
Booking.com
BKNG
|
+$88.5M |
| 5 |
Mastercard
MA
|
+$85.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Allstate
ALL
|
+$109M |
| 2 |
Moderna
MRNA
|
+$105M |
| 3 |
Goldman Sachs
GS
|
+$97.9M |
| 4 |
Lennar Class A
LEN
|
+$81M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
326
Brown-Forman Class B
BF.B
$12.8B
| $29.9M | 0.07% |
448,632
+96,732
| +27% | +$7.03M |
|
327
Lennox International
LII
$14.8B
| $29.7M | 0.07% |
133,471
-153,264
| -53% | -$36.5M |
|
328
Dolby
DLB
$5.82B
| $29.7M | 0.07% |
455,724
-13,970
| -3% | -$1.04M |
|
329
Evercore
EVR
$11.6B
| $29.6M | 0.07% |
363,796
+60,951
| +20% | +$5.76M |
|
|
SCHW
330
Charles Schwab
SCHW
$186B
| $29.6M | 0.07% |
412,201
-75,457
| -15% | -$5.24M |
|
331
SEI Investments
SEIC
$12.6B
| $29.5M | 0.07% |
600,498
+85,503
| +17% | +$4.67M |
|
332
Parker-Hannifin
PH
$135B
| $29.4M | 0.07% |
121,149
+4,531
| +4% | +$1.23M |
|
333
Pinnacle West Capital
PNW
$12B
| $29.3M | 0.07% |
453,781
-80,997
| -15% | -$5.97M |
|
334
Reinsurance Group of America
RGA
$16B
| $29.1M | 0.07% |
233,200
+7,684
| +3% | +$945K |
|
335
Prologis
PLD
$132B
| $29M | 0.07% |
285,411
-128,378
| -31% | -$15.9M |
|
336
Ameriprise Financial
AMP
$49.4B
| $28.8M | 0.07% |
114,111
+32,659
| +40% | +$8.59M |
|
337
East-West Bancorp
EWBC
$18.1B
| $28.7M | 0.07% |
427,963
-29,708
| -6% | -$2.11M |
|
338
Wintrust Financial
WTFC
$10.7B
| $28.7M | 0.07% |
351,670
+87,193
| +33% | +$7.4M |
|
339
Douglas Emmett
DEI
$1.93B
| $28.6M | 0.07% |
1,604,393
+408,884
| +34% | +$8.72M |
|
340
Mattel
MAT
$4.3B
| $28.6M | 0.07% |
1,509,901
-161,869
| -10% | -$3.62M |
|
341
United Rentals
URI
$72.4B
| $28.4M | 0.07% |
105,008
-39,385
| -27% | -$11.5M |
|
342
Whirlpool
WHR
$2.83B
| $28.2M | 0.07% |
209,469
-62,110
| -23% | -$9.89M |
|
343
Arch Capital
ACGL
$33.4B
| $28.2M | 0.07% |
619,029
+93,573
| +18% | +$4.23M |
|
344
Cencora
COR
$63.1B
| $28.1M | 0.07% |
207,606
+73,859
| +55% | +$10.6M |
|
345
American Express
AXP
$230B
| $28.1M | 0.07% |
207,950
+124,249
| +148% | +$18.8M |
|
346
Terex
TEX
$7.85B
| $28M | 0.07% |
941,484
-87,516
| -9% | -$2.86M |
|
347
FNB Corp
FNB
$6.77B
| $28M | 0.07% |
2,411,644
-540,451
| -18% | -$6.41M |
|
348
KeyCorp
KEY
$24.3B
| $27.9M | 0.07% |
1,743,596
+585,996
| +51% | +$10.5M |
|
349
Datadog
DDOG
$90.8B
| $27.9M | 0.07% |
315,774
+263,857
| +508% | +$26.6M |
|
350
Genuine Parts
GPC
$18.7B
| $27.8M | 0.07% |
186,475
-281,318
| -60% | -$42.5M |
|
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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.