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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
-12.77%
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
$44.2B
AUM Growth
-$8.44B
(-16%)
Cap. Flow
-$301M
Cap. Flow
% of AUM
-0.68%
Top 10 Holdings %
Top 10 Hldgs %
14.01%
Holding
2,360
New
150
Increased
1,005
Reduced
998
Closed
187
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Gilead Sciences
GILD
|
+$209M |
| 2 |
CVS Health
CVS
|
+$195M |
| 3 |
Tyson Foods
TSN
|
+$136M |
| 4 |
ExxonMobil
XOM
|
+$135M |
| 5 |
LyondellBasell Industries
LYB
|
+$130M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Thermo Fisher Scientific
TMO
|
+$239M |
| 2 |
Microsoft
MSFT
|
+$204M |
| 3 |
Johnson & Johnson
JNJ
|
+$157M |
| 4 |
Amazon
AMZN
|
+$144M |
| 5 |
Walmart Inc
WMT
|
+$137M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.23% |
| 2 | Healthcare | 16.49% |
| 3 | Financials | 11.74% |
| 4 | Industrials | 11.47% |
| 5 | Consumer Discretionary | 10.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
CF Industries
CF
$17.3B
| $155M | 0.35% |
1,821,699
+799,020
| +78% | +$77.6M |
|
52
Goldman Sachs
GS
$303B
| $152M | 0.34% |
519,989
-68,533
| -12% | -$21.3M |
|
53
Danaher
DHR
$144B
| $148M | 0.33% |
665,883
-357,184
| -35% | -$82.3M |
|
|
54
Thermo Fisher Scientific
TMO
$220B
| $147M | 0.33% |
276,169
-434,559
| -61% | -$239M |
|
55
Pultegroup
PHM
$25.3B
| $147M | 0.33% |
3,780,022
+1,972,574
| +109% | +$83.1M |
|
56
Elevance Health
ELV
$85.5B
| $147M | 0.33% |
304,665
-154,157
| -34% | -$76.3M |
|
57
Vertex Pharmaceuticals
VRTX
$126B
| $144M | 0.33% |
516,784
+16,840
| +3% | +$4.51M |
|
58
Owens Corning
OC
$12.4B
| $142M | 0.32% |
1,931,471
+403,154
| +26% | +$35.6M |
|
59
Costco
COST
$420B
| $142M | 0.32% |
303,800
-105,354
| -26% | -$53.4M |
|
60
Travelers Companies
TRV
$80.2B
| $140M | 0.32% |
848,156
-242,490
| -22% | -$42.1M |
|
61
Robert Half
RHI
$4.37B
| $138M | 0.31% |
1,878,597
+309,060
| +20% | +$29.3M |
|
62
Broadcom
AVGO
$2.04T
| $138M | 0.31% |
2,857,080
-1,054,280
| -27% | -$59.2M |
|
63
Steel Dynamics
STLD
$37.6B
| $138M | 0.31% |
2,128,088
+506,418
| +31% | +$40.6M |
|
64
Hershey
HSY
$36.6B
| $138M | 0.31% |
639,159
-155,316
| -20% | -$33.8M |
|
65
Amgen
AMGN
$222B
| $137M | 0.31% |
567,459
-165,312
| -23% | -$40.5M |
|
66
Qualcomm
QCOM
$176B
| $137M | 0.31% |
1,084,160
+255,731
| +31% | +$34.7M |
|
67
Textron
TXT
$15.4B
| $136M | 0.31% |
2,310,435
+915,068
| +66% | +$60M |
|
68
Snap-on
SNA
$21.5B
| $134M | 0.3% |
682,792
-75,695
| -10% | -$16.1M |
|
69
Mastercard
MA
$493B
| $133M | 0.3% |
428,931
+25,296
| +6% | +$8.71M |
|
70
NRG Energy
NRG
$24.8B
| $133M | 0.3% |
3,525,347
-116,025
| -3% | -$4.74M |
|
71
Lennar Class A
LEN
$21.2B
| $130M | 0.29% |
1,960,125
+653,120
| +50% | +$47.9M |
|
72
Consolidated Edison
ED
$39.9B
| $130M | 0.29% |
1,363,544
+20,936
| +2% | +$1.99M |
|
73
Emerson Electric
EMR
$88.3B
| $127M | 0.29% |
1,602,834
-89,071
| -5% | -$7.85M |
|
74
Molina Healthcare
MOH
$10.3B
| $122M | 0.27% |
435,422
-14,990
| -3% | -$4.53M |
|
75
Bristol-Myers Squibb
BMY
$132B
| $120M | 0.27% |
1,565,294
+119,402
| +8% | +$9.09M |
|
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AQR Capital Management's Q2 2022 Portfolio in Review
As of Q2 2022, AQR Capital Management held 2,360 positions worth $44.2B, down 16% from $52.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
AQR Capital Management's Q2 2022 filing shows 150 new, 1,005 increased, 998 reduced and 187 closed positions. Its largest new stake was Fluor: 339,891 shares worth $7.86M. The largest sale was Thermo Fisher Scientific, an estimated $239M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 23% a quarter earlier, followed by Healthcare and Financials.
- AQR Capital Management's largest Q2 2022 buy was Fluor: 339,891 shares worth $7.86M.
- AQR Capital Management added most to Gilead Sciences in Q2 2022, an estimated $209M increase.
- AQR Capital Management's biggest Q2 2022 reduction was Thermo Fisher Scientific, cutting an estimated $239M.
- AQR Capital Management fully exited Roku in Q2 2022, selling an estimated $32.5M.
- AQR Capital Management's ten largest holdings make up 14% of its $44.2B portfolio in Q2 2022.
- AQR Capital Management opened 150 new positions and closed 187 in Q2 2022.
- AQR Capital Management's portfolio value fell 16% quarter-over-quarter to $44.2B.
Based on AQR Capital Management's 13F filing for Q2 2022, filed 15 Aug 2022.