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AQR CAPITAL MANAGEMENT LLC

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GREENWICH CT Investment Advisor Hedge Fund
13F Summary
AQR Capital Management is based out of Greenwich. AQR Capital Management is a hedge fund with 292 clients and discretionary assets under management (AUM) of $132,541,536,421 (Form ADV from 2024-11-27). Their last reported 13F filing for Q3 2024 included $72,440,303,948 in managed 13F securities and a top 10 holdings concentration of 14.07%. AQR Capital Management's largest holding is NVIDIA Corp with shares held of 16,275,725. Whalewisdom has at least 100 13F filings, and 637 13G filings
Business Description
AQR Capital Management LLC provides advisory services and manages portfolios for its clients. The firm also engages with investment consultants, providing them with information on its investment styles, performance, and portfolios. This information is used by consultants in their searches for clients and in responding to Requests for Proposals. AQR also invites consultants to events and entertainment hosted by the firm. The firm's brokerage practices are detailed in Item 12 of its Form ADV, which is part of the firm's brochure.
Investment Strategy
AQR Capital Management offers a wide range of investment strategies, encompassing both alternative and traditional approaches. In the realm of alternative strategies, they provide absolute return strategies, aiming for zero net beta exposure to traditional markets, and total return strategies, which typically maintain some positive beta to traditional markets. AQR also offers a variety of strategies within these categories, including opportunistic, real return, style premia, apex, diversified growth strategies, long-short equity, multi-asset, multi-strategy, absolute return, arbitrage, equity market neutral, global macro, and managed futures. In addition to alternative strategies, AQR offers traditional investment strategies focused on equities. These include single-style strategies, providing pure implementations of individual styles like defensive, momentum, and value, and multi-style strategies, which harness the diversification and potential return benefits of investing in multiple well-known styles. They also offer enhanced strategies, seeking to provide consistent excess returns over an equity benchmark by combining established and proprietary signals based on rigorous research.
Known Email Addresses
(Subscription Required)

2024-09-30

Top Buys (13F)

Name % Change
PGR Progressive Corp 0.34%
DAL Delta Air Lines Inc 0.26%
CME CME Group Inc 0.21%
ABNB Airbnb, Inc 0.18%
FTNT Fortinet Inc 0.18%

2024-09-30

Top Sells (13F)

Name % Change
GOOGL Alphabet Inc. Class 0.48%
AMZN Amazon.com Inc 0.27%
CSCO Cisco Systems, Inc 0.26%
PCAR PACCAR Inc 0.23%
XOM Exxon Mobil Corp. 0.22%

2024-09-30

13F Holdings Summary

Name $ Change
NVDA NVIDIA Corp 2.7%
AAPL Apple Inc 2.59%
MSFT Microsoft Corporatio 2.39%
AMZN Amazon.com Inc 1.28%
META Meta Platforms Inc 1.18%
All or part of AQR CAPITAL MANAGEMENT LLC 13F disclosures were filed under a combined 13F through AQR ARBITRAGE LLC JOURNEY STRATEGIC WEALTH LLC
for 2024-09-30

2024-09-30

13F Activity

Market Value $72.4b, Prior: $72.4b
Inflows (Outflows) as % of Total MV +3.2303%
New Purchases 327 stocks
Added To 1272 stocks
Sold out of 169 stocks
Reduced holdings in 1124 stocks
Top 10 Holdings % 14.07%
Turnover %[1] 16.99%
Turnover Alt %[2] 11.57%
Time Held Top 20 12 quarters
Time Held Top 10 14.5 quarters
Time Held All 23.45 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

2024-09-30

13F Sector Allocation Over Time

limited to past 4 quarters. Subscribe to see all available data

2024-09-30

Analysis

Top 20 equal-weighted holdings. Performance numbers calculated through 2024-09-30

Portfolio Performance