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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
-1.89%
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
$48.4B
AUM Growth
+$1.38B
(+2.9%)
Cap. Flow
+$2.75B
Cap. Flow
% of AUM
5.68%
Top 10 Holdings %
Top 10 Hldgs %
14.42%
Holding
2,432
New
254
Increased
1,140
Reduced
904
Closed
123
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hawaiian Electric Industries
HE
|
+$139M |
| 2 |
GE Aerospace
GE
|
+$128M |
| 3 |
NVIDIA
NVDA
|
+$100M |
| 4 |
Citizens Financial Group
CFG
|
+$99M |
| 5 |
Molson Coors Class B
TAP
|
+$97.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CF Industries
CF
|
+$89.6M |
| 2 |
Booking.com
BKNG
|
+$82.6M |
| 3 |
Domino's
DPZ
|
+$81.9M |
| 4 |
Apple
AAPL
|
+$81.9M |
| 5 |
American International
AIG
|
+$75.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.29% |
| 2 | Healthcare | 13.45% |
| 3 | Consumer Discretionary | 13.42% |
| 4 | Industrials | 12.23% |
| 5 | Financials | 11.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
PACCAR
PCAR
$70.1B
| $256M | 0.53% |
3,014,076
-340,571
| -10% | -$29M |
|
27
Kroger
KR
$34.8B
| $252M | 0.52% |
5,627,237
-55,124
| -1% | -$2.59M |
|
28
Hewlett Packard
HPE
$70.5B
| $250M | 0.52% |
14,395,647
+1,309,878
| +10% | +$22.5M |
|
29
Marathon Petroleum
MPC
$83.7B
| $246M | 0.51% |
1,624,929
+82,576
| +5% | +$11.5M |
|
30
Arrow Electronics
ARW
$10.4B
| $245M | 0.51% |
1,957,225
+43,790
| +2% | +$5.84M |
|
31
Johnson & Johnson
JNJ
$625B
| $235M | 0.48% |
1,506,033
-9,385
| -0.6% | -$1.55M |
|
32
McKesson
MCK
$101B
| $233M | 0.48% |
536,238
-97,615
| -15% | -$41.1M |
|
|
33
American International
AIG
$41.3B
| $232M | 0.48% |
3,825,747
-1,264,956
| -25% | -$75.5M |
|
34
PepsiCo
PEP
$190B
| $226M | 0.47% |
1,337,612
-66,704
| -5% | -$12.1M |
|
35
Vertex Pharmaceuticals
VRTX
$126B
| $224M | 0.46% |
643,497
+31,067
| +5% | +$10.9M |
|
36
AbbVie
ABBV
$435B
| $223M | 0.46% |
1,497,086
+331,662
| +28% | +$48.7M |
|
37
AT&T
T
$163B
| $221M | 0.46% |
14,739,648
+4,432,136
| +43% | +$65M |
|
|
38
Molson Coors Class B
TAP
$8.09B
| $218M | 0.45% |
3,475,114
+1,500,269
| +76% | +$97.6M |
|
39
Cardinal Health
CAH
$55.4B
| $217M | 0.45% |
2,496,531
+19,287
| +0.8% | +$1.74M |
|
40
Archer Daniels Midland
ADM
$36.9B
| $216M | 0.45% |
2,864,305
+683,984
| +31% | +$55.4M |
|
41
Amgen
AMGN
$222B
| $214M | 0.44% |
797,744
+87,760
| +12% | +$21.9M |
|
42
Owens Corning
OC
$12.4B
| $211M | 0.44% |
1,549,631
-101,237
| -6% | -$13.9M |
|
43
Procter & Gamble
PG
$339B
| $204M | 0.42% |
1,398,213
-255,114
| -15% | -$39M |
|
44
Tesla
TSLA
$1.3T
| $203M | 0.42% |
811,719
-20,631
| -2% | -$5.3M |
|
45
Everest Group
EG
$14.4B
| $202M | 0.42% |
543,442
+135,889
| +33% | +$49.3M |
|
|
46
Booking.com
BKNG
$161B
| $202M | 0.42% |
1,636,525
-682,075
| -29% | -$82.6M |
|
47
Altria Group
MO
$114B
| $198M | 0.41% |
4,710,670
+1,653,455
| +54% | +$73.1M |
|
48
Builders FirstSource
BLDR
$8.04B
| $196M | 0.4% |
1,573,870
+256,609
| +19% | +$35.4M |
|
49
McDonald's
MCD
$195B
| $196M | 0.4% |
743,614
-260,016
| -26% | -$74.2M |
|
50
Allison Transmission
ALSN
$9.82B
| $192M | 0.4% |
3,249,606
-89,018
| -3% | -$5.24M |
|
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AQR Capital Management's Q3 2023 Portfolio in Review
As of Q3 2023, AQR Capital Management held 2,432 positions worth $48.4B, up 2.9% from $47B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
AQR Capital Management deployed $2.75B of net new capital in Q3 2023, opening 254 new positions and adding to 1,140 existing holdings. Its largest new stake was Vanguard FTSE Developed Markets ETF: 624,491 shares worth $27.3M.
By sector, the portfolio is most concentrated in Technology at 23% of assets, down from 24% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was CF Industries, an estimated $89.6M trimmed.
- AQR Capital Management's largest Q3 2023 buy was Vanguard FTSE Developed Markets ETF: 624,491 shares worth $27.3M.
- AQR Capital Management added most to Hawaiian Electric Industries in Q3 2023, an estimated $139M increase.
- AQR Capital Management's biggest Q3 2023 reduction was CF Industries, cutting an estimated $89.6M.
- AQR Capital Management fully exited Univar Solutions Inc. in Q3 2023, selling an estimated $60.5M.
- AQR Capital Management's ten largest holdings make up 14% of its $48.4B portfolio in Q3 2023.
- AQR Capital Management opened 254 new positions and closed 123 in Q3 2023.
- AQR Capital Management's portfolio value rose 2.9% quarter-over-quarter to $48.4B.
Based on AQR Capital Management's 13F filing for Q3 2023, filed 14 Nov 2023.