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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
-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 | |
|---|---|---|---|---|---|---|
201
Chord Energy
CHRD
$7.8B
| $59.7M | 0.12% |
368,557
+200,502
| +119% | +$31.5M |
|
202
D.R. Horton
DHI
$41B
| $59.6M | 0.12% |
554,118
+116,565
| +27% | +$14M |
|
203
State Street
STT
$51.3B
| $59.2M | 0.12% |
884,742
+487,671
| +123% | +$34.4M |
|
204
ON Semiconductor
ON
$31.1B
| $58.9M | 0.12% |
633,223
-170,518
| -21% | -$16.6M |
|
205
Coca-Cola Consolidated
COKE
$12.4B
| $58.7M | 0.12% |
922,220
+73,360
| +9% | +$4.88M |
|
206
Molina Healthcare
MOH
$10.4B
| $58.5M | 0.12% |
178,299
+1,975
| +1% | +$622K |
|
|
BNY
207
Bank of New York Mellon
BNY
$108B
| $58.3M | 0.12% |
1,365,920
+331,093
| +32% | +$14.8M |
|
208
Penske Automotive Group
PAG
$14.2B
| $58M | 0.12% |
347,283
-71,581
| -17% | -$12M |
|
209
EnerSys
ENS
$6.79B
| $57.1M | 0.12% |
603,169
+339,141
| +128% | +$34.8M |
|
210
Duke Energy
DUK
$94.5B
| $57M | 0.12% |
645,618
+477
| +0.1% | +$43.7K |
|
211
Xcel Energy
XEL
$48B
| $56.9M | 0.12% |
994,800
-83,382
| -8% | -$5.01M |
|
212
C.H. Robinson
CHRW
$17.3B
| $56.4M | 0.12% |
655,003
-254,239
| -28% | -$23.7M |
|
213
Timken Company
TKR
$8.77B
| $56.2M | 0.12% |
764,174
+109,767
| +17% | +$8.91M |
|
214
Church & Dwight Co
CHD
$24.5B
| $56M | 0.12% |
611,267
+19,715
| +3% | +$1.89M |
|
215
Ally Financial
ALLY
$13.3B
| $56M | 0.12% |
2,098,362
-617,566
| -23% | -$17.2M |
|
|
MRSH
216
Marsh
MRSH
$91B
| $55.9M | 0.12% |
293,800
+525
| +0.2% | +$101K |
|
217
RenaissanceRe
RNR
$13.2B
| $55.5M | 0.11% |
280,666
+194,774
| +227% | +$37.5M |
|
218
Deckers Outdoor
DECK
$13.3B
| $55.4M | 0.11% |
646,692
+322,782
| +100% | +$28.9M |
|
219
Dropbox
DBX
$8.07B
| $54.9M | 0.11% |
2,017,805
-891,147
| -31% | -$24.3M |
|
220
F5
FFIV
$23.2B
| $54.9M | 0.11% |
340,615
+6,612
| +2% | +$1.03M |
|
221
Texas Roadhouse
TXRH
$13.6B
| $53.7M | 0.11% |
558,701
+191,656
| +52% | +$20.4M |
|
222
Lowe's Companies
LOW
$123B
| $53.7M | 0.11% |
258,282
-64,629
| -20% | -$14.5M |
|
223
Vale
VALE
$63.4B
| $53.6M | 0.11% |
3,996,496
+2,115,137
| +112% | +$28.8M |
|
|
EXE
224
Expand Energy Corp
EXE
$22.6B
| $53.5M | 0.11% |
620,462
+407,082
| +191% | +$34.5M |
|
225
Goldman Sachs
GS
$301B
| $53.4M | 0.11% |
165,069
+42,205
| +34% | +$14.1M |
|
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.