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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 | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.95T
| $1.45B | 2.99% |
8,461,824
-446,514
| -5% | -$81.9M |
|
2
Microsoft
MSFT
$2.89T
| $1.34B | 2.77% |
4,247,227
+255,606
| +6% | +$84.5M |
|
3
Alphabet (Google) Class A
GOOGL
$3.99T
| $625M | 1.29% |
4,775,006
-96,718
| -2% | -$12.5M |
|
4
Cisco
CSCO
$452B
| $612M | 1.26% |
11,376,937
+405,699
| +4% | +$21.9M |
|
|
5
NVIDIA
NVDA
$4.76T
| $598M | 1.23% |
13,744,860
+2,240,390
| +19% | +$100M |
|
6
TSMC
TSM
$2.07T
| $564M | 1.17% |
6,495,135
+79,342
| +1% | +$7.5M |
|
7
Meta Platforms (Facebook)
META
$1.51T
| $520M | 1.07% |
1,731,886
-196,213
| -10% | -$59.1M |
|
8
Amazon
AMZN
$2.49T
| $473M | 0.98% |
3,717,374
+12,978
| +0.4% | +$1.74M |
|
9
Walmart Inc
WMT
$889B
| $432M | 0.89% |
8,112,381
-97,797
| -1% | -$5.2M |
|
10
Adobe
ADBE
$94.5B
| $368M | 0.76% |
722,047
+42,361
| +6% | +$22.2M |
|
11
Broadcom
AVGO
$1.82T
| $362M | 0.75% |
4,353,920
+798,130
| +22% | +$69.2M |
|
12
Gilead Sciences
GILD
$162B
| $358M | 0.74% |
4,773,688
+531,314
| +13% | +$40.9M |
|
13
Cigna
CI
$77B
| $350M | 0.72% |
1,224,888
-94,162
| -7% | -$26.9M |
|
|
14
Alphabet (Google) Class C
GOOG
$3.99T
| $338M | 0.7% |
2,560,904
-52,725
| -2% | -$6.86M |
|
15
Humana
HUM
$45.8B
| $332M | 0.69% |
681,868
+192,546
| +39% | +$90.5M |
|
16
ExxonMobil
XOM
$642B
| $311M | 0.64% |
2,645,126
-80,589
| -3% | -$8.84M |
|
17
CVS Health
CVS
$137B
| $307M | 0.63% |
4,400,130
-554,870
| -11% | -$39.3M |
|
18
Pultegroup
PHM
$24.9B
| $306M | 0.63% |
4,129,631
-5,159
| -0.1% | -$411K |
|
19
Coca-Cola
KO
$362B
| $288M | 0.59% |
5,151,506
-53,918
| -1% | -$3.23M |
|
20
Valero Energy
VLO
$90.5B
| $287M | 0.59% |
2,025,956
+133,689
| +7% | +$17.5M |
|
21
General Motors
GM
$78.7B
| $275M | 0.57% |
8,326,682
+2,049,412
| +33% | +$72.8M |
|
22
UnitedHealth
UNH
$379B
| $273M | 0.56% |
542,035
+35,939
| +7% | +$17.7M |
|
23
Citigroup
C
$223B
| $267M | 0.55% |
6,484,540
+1,930,296
| +42% | +$84.7M |
|
24
Merck
MRK
$323B
| $262M | 0.54% |
2,547,504
-359,583
| -12% | -$38.8M |
|
25
Berkshire Hathaway Class B
BRK.B
$1.07T
| $262M | 0.54% |
746,979
+22,777
| +3% | +$8.08M |
|
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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.