We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
51
Lockheed Martin
LMT
$136B
| $184M | 0.38% |
449,167
+110,021
| +32% | +$48.8M |
|
52
Toll Brothers
TOL
$14.5B
| $182M | 0.38% |
2,467,336
+139,004
| +6% | +$11M |
|
53
Mastercard
MA
$493B
| $182M | 0.38% |
458,776
-39,858
| -8% | -$16M |
|
54
Visa
V
$677B
| $180M | 0.37% |
783,068
-130,271
| -14% | -$31.3M |
|
55
Salesforce
CRM
$158B
| $177M | 0.36% |
870,883
-21,496
| -2% | -$4.64M |
|
56
O'Reilly Automotive
ORLY
$76.3B
| $175M | 0.36% |
2,884,200
-11,205
| -0.4% | -$703K |
|
57
Unum
UNM
$14.3B
| $174M | 0.36% |
3,545,767
+313,482
| +10% | +$15.3M |
|
58
Chevron
CVX
$366B
| $172M | 0.35% |
1,017,996
+21,452
| +2% | +$3.46M |
|
59
Pfizer
PFE
$153B
| $169M | 0.35% |
5,143,198
-262,490
| -5% | -$9.28M |
|
60
Lennar Class A
LEN
$21.2B
| $168M | 0.35% |
1,550,798
+500,029
| +48% | +$58.7M |
|
61
Eli Lilly
LLY
$1.06T
| $164M | 0.34% |
305,633
+1,448
| +0.5% | +$746K |
|
|
62
GE Aerospace
GE
$384B
| $161M | 0.33% |
1,825,211
+1,427,036
| +358% | +$128M |
|
63
Regeneron Pharmaceuticals
REGN
$80.8B
| $157M | 0.32% |
190,169
-29,481
| -13% | -$23.2M |
|
64
Kraft Heinz
KHC
$30B
| $156M | 0.32% |
4,627,569
+2,140,153
| +86% | +$73.9M |
|
65
Applied Materials
AMAT
$428B
| $155M | 0.32% |
1,120,796
+304,803
| +37% | +$43.7M |
|
66
NVR
NVR
$17B
| $153M | 0.32% |
25,583
+2,364
| +10% | +$14.7M |
|
67
Travelers Companies
TRV
$80.2B
| $152M | 0.31% |
932,503
+138,214
| +17% | +$23.1M |
|
68
Western Union
WU
$2.21B
| $152M | 0.31% |
11,498,861
+1,088,247
| +10% | +$13.3M |
|
69
Cheniere Energy
LNG
$52.9B
| $151M | 0.31% |
908,987
+263,457
| +41% | +$42.5M |
|
70
Microchip Technology
MCHP
$46B
| $150M | 0.31% |
1,923,848
-345,246
| -15% | -$28.9M |
|
71
Steel Dynamics
STLD
$37.6B
| $148M | 0.31% |
1,382,618
-114,079
| -8% | -$11.9M |
|
72
Synchrony
SYF
$25.6B
| $146M | 0.3% |
4,766,649
-116,135
| -2% | -$3.86M |
|
73
Verizon
VZ
$196B
| $140M | 0.29% |
4,317,682
-62,228
| -1% | -$2.1M |
|
74
Centene
CNC
$32.5B
| $138M | 0.29% |
2,008,043
+471,462
| +31% | +$31.4M |
|
75
CME Group
CME
$94.8B
| $137M | 0.28% |
684,134
-5,099
| -0.7% | -$1.01M |
|
Similar funds
VGA
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.