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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
OC icon
51
Owens Corning
OC
$12.4B
$142M 0.35%
1,802,230
-129,241
-7% -$10.9M
CMI icon
52
Cummins
CMI
$88.7B
$141M 0.34%
695,243
-178,955
-20% -$38.1M
AMGN icon
53
Amgen
AMGN
$222B
$141M 0.34%
625,508
+58,049
+10% +$14.1M
COST icon
54
Costco
COST
$420B
$141M 0.34%
297,866
-5,934
-2% -$3.09M
PHM icon
55
Pultegroup
PHM
$25.3B
$140M 0.34%
3,720,794
-59,228
-2% -$2.49M
ELV icon
56
Elevance Health
ELV
$85.5B
$139M 0.34%
306,430
+1,765
+0.6% +$845K
EXPE icon
57
Expedia Group
EXPE
$37.3B
$137M 0.33%
1,457,081
+539,667
+59% +$55.1M
EG icon
58
Everest Group
EG
$14.4B
$136M 0.33%
518,995
-162,944
-24% -$44.1M
BKNG icon
59
Booking.com
BKNG
$161B
$136M 0.33%
2,069,400
+1,178,100
+132% +$88.5M
DHR icon
60
Danaher
DHR
$144B
$135M 0.33%
591,222
-74,661
-11% -$18.3M
CL icon
61
Colgate-Palmolive
CL
$74.4B
$133M 0.33%
1,897,675
-137,284
-7% -$10.8M
AZO icon
62
AutoZone
AZO
$51.1B
$130M 0.32%
60,578
+9,168
+18% +$20M
KR icon
63
Kroger
KR
$34.8B
$129M 0.31%
2,951,835
+1,099,256
+59% +$52.2M
MPC icon
64
Marathon Petroleum
MPC
$83.7B
$129M 0.31%
1,298,849
+650,355
+100% +$60.9M
HSY icon
65
Hershey
HSY
$36.6B
$129M 0.31%
584,287
-54,872
-9% -$12.3M
MOH icon
66
Molina Healthcare
MOH
$10.3B
$125M 0.3%
377,633
-57,789
-13% -$18.6M
TMO icon
67
Thermo Fisher Scientific
TMO
$220B
$124M 0.3%
244,552
-31,617
-11% -$17.7M
ED icon
68
Consolidated Edison
ED
$39.9B
$124M 0.3%
1,443,024
+79,480
+6% +$7.67M
MMM icon
69
3M
MMM
$94.3B
$120M 0.29%
1,302,683
+200,055
+18% +$21.9M
MCK icon
70
McKesson
MCK
$101B
$120M 0.29%
353,374
+20,013
+6% +$6.95M
SNA icon
71
Snap-on
SNA
$21.5B
$119M 0.29%
592,323
-90,469
-13% -$19.5M
WRK
72
DELISTED
WestRock Company
WRK
$118M 0.29%
3,824,124
+1,409,883
+58% +$55.7M
VZ icon
73
Verizon
VZ
$196B
$116M 0.28%
3,067,105
-448,387
-13% -$20M
ACN icon
74
Accenture
ACN
$108B
$116M 0.28%
451,338
-140,629
-24% -$40.6M
BMY icon
75
Bristol-Myers Squibb
BMY
$132B
$116M 0.28%
1,632,097
+66,803
+4% +$4.85M
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.