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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
+12.21%
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
$53.1B
AUM Growth
+$4.7B
(+9.7%)
Cap. Flow
-$415M
Cap. Flow
% of AUM
-0.78%
Top 10 Holdings %
Top 10 Hldgs %
15.39%
Holding
2,495
New
186
Increased
937
Reduced
1,188
Closed
172
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$144M |
| 2 |
NVIDIA
NVDA
|
+$137M |
| 3 |
GE Aerospace
GE
|
+$129M |
| 4 |
Dell
DELL
|
+$91.3M |
| 5 |
Comcast
CMCSA
|
+$88.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$103M |
| 2 |
Microchip Technology
MCHP
|
+$98.3M |
| 3 |
Steel Dynamics
STLD
|
+$87M |
| 4 |
UnitedHealth
UNH
|
+$79.5M |
| 5 |
Walmart Inc
WMT
|
+$79.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 25.58% |
| 2 | Consumer Discretionary | 13.58% |
| 3 | Healthcare | 12.97% |
| 4 | Financials | 12.15% |
| 5 | Industrials | 12.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
PepsiCo
PEP
$190B
| $206M | 0.39% |
1,214,642
-122,970
| -9% | -$20.4M |
|
52
Builders FirstSource
BLDR
$8.04B
| $200M | 0.38% |
1,195,591
-378,279
| -24% | -$50.3M |
|
|
DOCU
53
DocuSign
DOCU
$11.5B
| $198M | 0.37% |
3,338,305
+1,429,805
| +75% | +$65.6M |
|
54
ExxonMobil
XOM
$634B
| $198M | 0.37% |
1,982,785
-662,341
| -25% | -$69.6M |
|
55
Eli Lilly
LLY
$1.06T
| $196M | 0.37% |
335,935
+30,302
| +10% | +$17.7M |
|
56
Lockheed Martin
LMT
$136B
| $192M | 0.36% |
422,776
-26,391
| -6% | -$11.7M |
|
57
American International
AIG
$41.3B
| $191M | 0.36% |
2,813,324
-1,012,423
| -26% | -$64.5M |
|
|
58
Comcast
CMCSA
$90B
| $184M | 0.35% |
4,196,372
+2,067,758
| +97% | +$88.6M |
|
59
Travelers Companies
TRV
$80.2B
| $183M | 0.34% |
965,632
+33,129
| +4% | +$5.74M |
|
60
CME Group
CME
$94.8B
| $182M | 0.34% |
864,719
+180,585
| +26% | +$38.5M |
|
61
Visa
V
$677B
| $182M | 0.34% |
698,780
-84,288
| -11% | -$20.8M |
|
62
McDonald's
MCD
$195B
| $182M | 0.34% |
614,730
-128,884
| -17% | -$35.1M |
|
63
IBM
IBM
$224B
| $180M | 0.34% |
1,097,720
+373,953
| +52% | +$56.5M |
|
64
Verizon
VZ
$196B
| $176M | 0.33% |
4,701,315
+383,633
| +9% | +$13.6M |
|
65
Regeneron Pharmaceuticals
REGN
$80.8B
| $172M | 0.32% |
195,881
+5,712
| +3% | +$4.7M |
|
66
Centene
CNC
$32.5B
| $170M | 0.32% |
2,306,527
+298,484
| +15% | +$21.5M |
|
67
Mastercard
MA
$493B
| $167M | 0.31% |
391,701
-67,075
| -15% | -$26.9M |
|
68
Allison Transmission
ALSN
$9.82B
| $166M | 0.31% |
2,853,314
-396,292
| -12% | -$22.1M |
|
69
Kraft Heinz
KHC
$30B
| $164M | 0.31% |
4,443,610
-183,959
| -4% | -$6.25M |
|
70
Unum
UNM
$14.3B
| $162M | 0.3% |
3,581,452
+35,685
| +1% | +$1.63M |
|
71
Archer Daniels Midland
ADM
$36.9B
| $159M | 0.3% |
2,197,102
-667,203
| -23% | -$48.8M |
|
72
3M
MMM
$94.3B
| $156M | 0.29% |
1,706,001
+140,674
| +9% | +$11.3M |
|
73
O'Reilly Automotive
ORLY
$76.3B
| $153M | 0.29% |
2,430,885
-453,315
| -16% | -$28.6M |
|
74
Western Union
WU
$2.21B
| $149M | 0.28% |
12,483,558
+984,697
| +9% | +$12M |
|
75
Qualcomm
QCOM
$176B
| $148M | 0.28% |
1,023,048
+252,067
| +33% | +$31.2M |
|
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AQR Capital Management's Q4 2023 Portfolio in Review
As of Q4 2023, AQR Capital Management held 2,495 positions worth $53.1B, up 9.7% from $48.4B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
AQR Capital Management's Q4 2023 filing shows 186 new, 937 increased, 1,188 reduced and 172 closed positions. Its largest new stake was NCR Atleos: 518,383 shares worth $12.5M. The largest sale was Pfizer, an estimated $103M.
By sector, the portfolio is most concentrated in Technology at 26% of assets, up from 23% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- AQR Capital Management's largest Q4 2023 buy was NCR Atleos: 518,383 shares worth $12.5M.
- AQR Capital Management added most to Amazon in Q4 2023, an estimated $144M increase.
- AQR Capital Management's biggest Q4 2023 reduction was Pfizer, cutting an estimated $103M.
- AQR Capital Management fully exited Activision Blizzard in Q4 2023, selling an estimated $38.5M.
- AQR Capital Management's ten largest holdings make up 15% of its $53.1B portfolio in Q4 2023.
- AQR Capital Management opened 186 new positions and closed 172 in Q4 2023.
- AQR Capital Management's portfolio value rose 9.7% quarter-over-quarter to $53.1B.
Based on AQR Capital Management's 13F filing for Q4 2023, filed 14 Feb 2024.