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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
234
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
AAPL icon
1
Apple
AAPL
$4.95T
$1.38B 3.36%
9,964,218
+111,248
+1% +$17.5M
MSFT icon
2
Microsoft
MSFT
$2.89T
$1.11B 2.7%
4,748,900
+55,958
+1% +$14.8M
GOOGL icon
3
Alphabet (Google) Class A
GOOGL
$3.99T
$519M 1.26%
5,424,804
-329,776
-6% -$36.6M
TSM icon
4
TSMC
TSM
$2.07T
$493M 1.2%
7,184,465
+366,334
+5% +$30.3M
PFE icon
5
Pfizer
PFE
$141B
$468M 1.14%
10,685,282
+120,527
+1% +$5.86M
AMZN icon
6
Amazon
AMZN
$2.49T
$422M 1.03%
3,734,602
+199,984
+6% +$25.3M
TSLA icon
7
Tesla
TSLA
$1.22T
$382M 0.93%
1,439,766
+426,918
+42% +$119M
XOM icon
8
ExxonMobil
XOM
$642B
$380M 0.93%
4,352,292
-57,231
-1% -$5.23M
CVS icon
9
CVS Health
CVS
$137B
$366M 0.89%
3,834,385
+460,004
+14% +$45.5M
META icon
10
Meta Platforms (Facebook)
META
$1.51T
$357M 0.87%
2,631,103
-107,120
-4% -$17.4M
GILD icon
11
Gilead Sciences
GILD
$162B
$340M 0.83%
5,513,252
-582,541
-10% -$36.7M
MRK icon
12
Merck
MRK
$323B
$338M 0.82%
3,926,972
-188,449
-5% -$16.8M
CSCO icon
13
Cisco
CSCO
$452B
$336M 0.82%
8,391,917
+1,485,459
+22% +$65.9M
JNJ icon
14
Johnson & Johnson
JNJ
$641B
$326M 0.8%
1,997,176
-100,513
-5% -$17M
PEP icon
15
PepsiCo
PEP
$191B
$324M 0.79%
1,982,201
-62,581
-3% -$10.8M
PG icon
16
Procter & Gamble
PG
$346B
$315M 0.77%
2,494,139
-151,942
-6% -$21.6M
GOOG icon
17
Alphabet (Google) Class C
GOOG
$3.99T
$298M 0.73%
3,095,855
-186,385
-6% -$20.8M
REGN icon
18
Regeneron Pharmaceuticals
REGN
$69.9B
$296M 0.72%
430,301
-120,115
-22% -$75.6M
UNH icon
19
UnitedHealth
UNH
$379B
$295M 0.72%
583,721
-16,576
-3% -$8.72M
KO icon
20
Coca-Cola
KO
$362B
$294M 0.72%
5,242,301
+1,260,648
+32% +$78.4M
TSN icon
21
Tyson Foods
TSN
$21.4B
$271M 0.66%
4,110,616
+864,202
+27% +$68.3M
LYB icon
22
LyondellBasell Industries
LYB
$18.9B
$265M 0.65%
3,524,556
+990,576
+39% +$83.7M
CVX icon
23
Chevron
CVX
$378B
$244M 0.59%
1,698,329
+587,523
+53% +$89.6M
BRK.B icon
24
Berkshire Hathaway Class B
BRK.B
$1.07T
$225M 0.55%
841,287
-28,409
-3% -$8.08M
ARW icon
25
Arrow Electronics
ARW
$10.9B
$208M 0.51%
2,251,137
-216,025
-9% -$23.6M
1
2 3 4 5

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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 234 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 234 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.