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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
TXN icon
26
Texas Instruments
TXN
$261B
$200M 0.49%
1,292,909
-133,507
-9% -$22.4M
ABBV icon
27
AbbVie
ABBV
$435B
$196M 0.48%
1,457,948
-208,400
-13% -$29.9M
MA icon
28
Mastercard
MA
$493B
$195M 0.48%
685,958
+257,027
+60% +$85.2M
EOG icon
29
EOG Resources
EOG
$70.7B
$194M 0.47%
1,738,405
-329,770
-16% -$37M
INTC icon
30
Intel
INTC
$513B
$193M 0.47%
7,492,443
+184,670
+3% +$6.3M
T icon
31
AT&T
T
$163B
$191M 0.47%
12,433,853
+4,147,354
+50% +$75.5M
C icon
32
Citigroup
C
$226B
$188M 0.46%
4,516,517
-212,322
-4% -$10.5M
WMT icon
33
Walmart Inc
WMT
$890B
$187M 0.46%
4,323,759
+400,767
+10% +$17.6M
COP icon
34
ConocoPhillips
COP
$141B
$187M 0.46%
1,825,495
-391,059
-18% -$39M
ADBE icon
35
Adobe
ADBE
$105B
$185M 0.45%
672,431
+129,586
+24% +$49M
HD icon
36
Home Depot
HD
$355B
$180M 0.44%
651,077
+5,703
+0.9% +$1.68M
V icon
37
Visa
V
$677B
$179M 0.44%
1,007,382
+147,812
+17% +$30.1M
AIG icon
38
American International
AIG
$41.3B
$176M 0.43%
3,712,847
+340,918
+10% +$17.9M
JPM icon
39
JPMorgan Chase
JPM
$950B
$175M 0.43%
1,673,170
-234,695
-12% -$26.9M
WFC icon
40
Wells Fargo
WFC
$264B
$170M 0.41%
4,220,173
-217,372
-5% -$9.34M
PSA icon
41
Public Storage
PSA
$61.3B
$168M 0.41%
577,460
-55,236
-9% -$18M
ABT icon
42
Abbott
ABT
$187B
$162M 0.39%
1,671,583
-182,643
-10% -$19.5M
CF icon
43
CF Industries
CF
$17.3B
$159M 0.39%
1,656,620
-165,079
-9% -$16.1M
LLY icon
44
Eli Lilly
LLY
$1.06T
$156M 0.38%
483,085
-55,251
-10% -$17.5M
VLO icon
45
Valero Energy
VLO
$85.9B
$156M 0.38%
1,458,210
+1,060,336
+267% +$117M
RHI icon
46
Robert Half
RHI
$4.37B
$154M 0.38%
2,011,623
+133,026
+7% +$10.4M
NRG icon
47
NRG Energy
NRG
$24.8B
$150M 0.37%
3,926,476
+401,129
+11% +$16M
MU icon
48
Micron Technology
MU
$991B
$147M 0.36%
2,937,486
-778,530
-21% -$45.2M
VRTX icon
49
Vertex Pharmaceuticals
VRTX
$126B
$143M 0.35%
494,531
-22,253
-4% -$6.4M
AVGO icon
50
Broadcom
AVGO
$2.04T
$142M 0.35%
3,199,930
+342,850
+12% +$17.5M
1
2
3 4 5

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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.