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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
-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
(-7.3%)
Cap. Flow
-$1.04B
Cap. Flow
% of AUM
-2.54%
Top 10 Holdings %
Top 10 Hldgs %
14.31%
Holding
2,407
New
233
Increased
1,091
Reduced
839
Closed
232
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$119M |
| 2 |
Valero Energy
VLO
|
+$117M |
| 3 |
Chevron
CVX
|
+$89.6M |
| 4 |
Booking.com
BKNG
|
+$88.5M |
| 5 |
Mastercard
MA
|
+$85.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Allstate
ALL
|
+$109M |
| 2 |
Moderna
MRNA
|
+$105M |
| 3 |
Goldman Sachs
GS
|
+$97.9M |
| 4 |
Lennar Class A
LEN
|
+$81M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
201
DXC Technology
DXC
$1.74B
| $51.2M | 0.12% |
2,090,421
+950,431
| +83% | +$26.1M |
|
202
Agilent Technologies
A
$42B
| $50.5M | 0.12% |
415,546
-198,895
| -32% | -$25.5M |
|
203
SS&C Technologies
SSNC
$18.7B
| $50.3M | 0.12% |
1,053,638
+323,962
| +44% | +$18.7M |
|
204
SLB Ltd
SLB
$78.9B
| $50.1M | 0.12% |
1,396,096
-923,653
| -40% | -$33.5M |
|
205
Jack Henry & Associates
JKHY
$11B
| $49.8M | 0.12% |
273,397
+36,901
| +16% | +$7.24M |
|
|
MRSH
206
Marsh
MRSH
$91B
| $49.8M | 0.12% |
333,355
+25,266
| +8% | +$4.05M |
|
207
Union Pacific
UNP
$174B
| $49.4M | 0.12% |
253,681
+96,614
| +62% | +$21.4M |
|
208
KLA
KLAC
$252B
| $49.3M | 0.12% |
1,629,460
-998,810
| -38% | -$34.6M |
|
|
209
Emerson Electric
EMR
$88.5B
| $48.5M | 0.12% |
662,564
-940,270
| -59% | -$78.1M |
|
210
Becton Dickinson
BDX
$48.9B
| $48.1M | 0.12% |
215,953
+40,344
| +23% | +$10M |
|
|
TMHC
211
DELISTED
Taylor Morrison
TMHC
| $48M | 0.12% |
2,057,688
+766,238
| +59% | +$19.9M |
|
212
Penske Automotive Group
PAG
$14.2B
| $47.8M | 0.12% |
485,534
-116,587
| -19% | -$13M |
|
213
Henry Schein
HSIC
$9.82B
| $47.4M | 0.12% |
720,661
+42,544
| +6% | +$3.16M |
|
214
Pentair
PNR
$10.7B
| $47.2M | 0.12% |
1,162,748
+20,121
| +2% | +$933K |
|
215
Incyte
INCY
$24.6B
| $46.3M | 0.11% |
694,599
-261,221
| -27% | -$19.3M |
|
216
Cardinal Health
CAH
$55.5B
| $46M | 0.11% |
689,236
-320,094
| -32% | -$20.3M |
|
217
Nucor
NUE
$62.5B
| $45.8M | 0.11% |
427,930
-519,083
| -55% | -$65.1M |
|
218
Citizens Financial Group
CFG
$30.6B
| $45.3M | 0.11% |
1,319,308
+398,019
| +43% | +$14.7M |
|
219
Travel + Leisure Co
TNL
$4.5B
| $45.1M | 0.11% |
1,322,571
+60,804
| +5% | +$2.57M |
|
220
Intuit
INTU
$91.5B
| $45.1M | 0.11% |
116,500
-40,871
| -26% | -$17.7M |
|
221
Pinduoduo
PDD
$132B
| $45.1M | 0.11% |
720,858
+41,250
| +6% | +$2.4M |
|
222
Labcorp
LH
$26.1B
| $45.1M | 0.11% |
256,327
-282,455
| -52% | -$57.8M |
|
223
Kimberly-Clark
KMB
$35.9B
| $44.6M | 0.11% |
396,537
+40,523
| +11% | +$5.27M |
|
|
EA
224
DELISTED
Electronic Arts
EA
| $44.5M | 0.11% |
384,238
+53,119
| +16% | +$6.72M |
|
|
PDCE
225
DELISTED
PDC Energy, Inc.
PDCE
| $43.9M | 0.11% |
759,486
-4,478
| -0.6% | -$275K |
|
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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.