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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
PGR icon
126
Progressive
PGR
$124B
$74.2M 0.18%
638,170
-9,805
-2% -$1.18M
IBM icon
127
IBM
IBM
$223B
$74M 0.18%
622,709
+259,353
+71% +$34M
KNX icon
128
Knight Transportation
KNX
$11.2B
$73.5M 0.18%
1,502,171
+181,911
+14% +$9.32M
DVN icon
129
Devon Energy
DVN
$49.9B
$73.5M 0.18%
1,221,839
-417,012
-25% -$25.9M
MTD icon
130
Mettler-Toledo International
MTD
$28.6B
$72.9M 0.18%
67,244
-6,105
-8% -$7.59M
SPG icon
131
Simon Property Group
SPG
$71.5B
$72.9M 0.18%
813,015
-7,802
-1% -$798K
PKG icon
132
Packaging Corp of America
PKG
$22.7B
$72.8M 0.18%
648,089
+17,862
+3% +$2.42M
NEE icon
133
NextEra Energy
NEE
$177B
$72.2M 0.18%
921,149
-157,653
-15% -$13.4M
MNST icon
134
Monster Beverage
MNST
$89.6B
$71.4M 0.17%
1,641,624
-330,522
-17% -$15.2M
CME icon
135
CME Group
CME
$94.8B
$70.5M 0.17%
398,122
+34,460
+9% +$6.81M
IP icon
136
International Paper
IP
$21.9B
$70.5M 0.17%
2,223,285
-469,765
-17% -$19.2M
DUK icon
137
Duke Energy
DUK
$94.5B
$70.3M 0.17%
755,922
-93,625
-11% -$10.1M
MRNA icon
138
Moderna
MRNA
$23.9B
$70.3M 0.17%
594,385
-690,182
-54% -$105M
LSTR icon
139
Landstar System
LSTR
$6.05B
$69.9M 0.17%
484,277
-35,347
-7% -$5.27M
GIS icon
140
General Mills
GIS
$19.9B
$69.9M 0.17%
912,169
+336,464
+58% +$25.6M
VSH icon
141
Vishay Intertechnology
VSH
$5.08B
$69M 0.17%
3,881,214
-303,461
-7% -$5.92M
LNC icon
142
Lincoln National
LNC
$8.75B
$68.4M 0.17%
1,557,017
-11,902
-0.8% -$573K
UHS icon
143
Universal Health Services
UHS
$10.5B
$68.3M 0.17%
774,468
+205,598
+36% +$21.2M
CMCSA icon
144
Comcast
CMCSA
$89.4B
$67.2M 0.16%
2,291,061
+260,989
+13% +$9.76M
JBL icon
145
Jabil
JBL
$35.3B
$66.6M 0.16%
1,153,580
-335,179
-23% -$19.5M
LEN icon
146
Lennar Class A
LEN
$20.6B
$66.2M 0.16%
917,857
-1,042,268
-53% -$81M
VALE icon
147
Vale
VALE
$63.4B
$66.2M 0.16%
4,968,298
+1,835,948
+59% +$24.2M
HAL icon
148
Halliburton
HAL
$28B
$66M 0.16%
2,696,811
+166,061
+7% +$4.75M
WBA
149
DELISTED
Walgreens Boots Alliance
WBA
$65.9M 0.16%
2,098,842
-233,974
-10% -$8.67M
BIIB icon
150
Biogen
BIIB
$30.6B
$65.8M 0.16%
254,458
-258,748
-50% -$55M
4 5
6
7 8

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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.