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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
MRO
76
DELISTED
Marathon Oil Corporation
MRO
$116M 0.28%
5,137,376
+1,089,810
+27% +$25.8M
TXT icon
77
Textron
TXT
$15.3B
$115M 0.28%
1,967,369
-343,066
-15% -$21.8M
BLDR icon
78
Builders FirstSource
BLDR
$7.74B
$114M 0.28%
1,937,675
-154,546
-7% -$9.66M
CB icon
79
Chubb
CB
$134B
$114M 0.28%
625,132
+73,122
+13% +$13.9M
TRV icon
80
Travelers Companies
TRV
$78.3B
$110M 0.27%
720,152
-128,004
-15% -$20.8M
STLD icon
81
Steel Dynamics
STLD
$38.5B
$110M 0.27%
1,549,948
-578,140
-27% -$43.8M
WM icon
82
Waste Management
WM
$90.6B
$109M 0.26%
677,293
+57
+0% +$9.41K
ALL icon
83
Allstate
ALL
$68.2B
$106M 0.26%
847,602
-878,298
-51% -$109M
AN icon
84
AutoNation
AN
$6.88B
$106M 0.26%
1,036,022
+27,490
+3% +$3.23M
HPQ icon
85
HP
HPQ
$27.3B
$103M 0.25%
4,136,235
+1,172,575
+40% +$36M
EXPD icon
86
Expeditors International
EXPD
$23.3B
$103M 0.25%
1,161,744
-76,171
-6% -$7.62M
IT icon
87
Gartner
IT
$12.2B
$102M 0.25%
369,619
-33,649
-8% -$9.43M
CI icon
88
Cigna
CI
$73.6B
$101M 0.25%
365,002
+67,899
+23% +$19.1M
MOS icon
89
The Mosaic Company
MOS
$7.46B
$101M 0.25%
2,090,736
+378,974
+22% +$19.6M
HII icon
90
Huntington Ingalls Industries
HII
$13B
$101M 0.25%
454,341
-54,780
-11% -$12.3M
DELL icon
91
Dell
DELL
$296B
$99.9M 0.24%
2,922,483
+478,807
+20% +$20.2M
CTSH icon
92
Cognizant
CTSH
$26.3B
$98.5M 0.24%
1,715,309
+540,319
+46% +$35.4M
ITW icon
93
Illinois Tool Works
ITW
$83.9B
$98.4M 0.24%
544,748
-121,131
-18% -$23.9M
LMT icon
94
Lockheed Martin
LMT
$139B
$97.3M 0.24%
251,938
+7,940
+3% +$3.32M
ADM icon
95
Archer Daniels Midland
ADM
$38.8B
$96.8M 0.24%
1,203,025
+83,969
+8% +$6.91M
APA icon
96
APA Corp
APA
$14.4B
$96.3M 0.23%
2,815,573
+595,054
+27% +$21.3M
MDT icon
97
Medtronic
MDT
$114B
$96.1M 0.23%
1,190,661
+101,072
+9% +$9.08M
LOW icon
98
Lowe's Companies
LOW
$123B
$95.9M 0.23%
510,745
-31,991
-6% -$6.23M
KHC icon
99
Kraft Heinz
KHC
$29.6B
$95.1M 0.23%
2,852,969
-41,202
-1% -$1.53M
ORLY icon
100
O'Reilly Automotive
ORLY
$75.3B
$94.6M 0.23%
2,017,980
-21,360
-1% -$996K
2 3
4
5 6

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VGA
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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.