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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
+10.92%
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
$43.9B
AUM Growth
+$2.87B
Cap. Flow
-$890M
Cap. Flow %
-2.03%
Top 10 Hldgs %
13.25%
Holding
2,343
New
170
Increased
997
Reduced
1,015
Closed
150

Top Buys

Rank Stock Value
1
HUM icon
Humana
HUM
+$111M
2
VZ icon
Verizon
VZ
+$103M
3
T icon
AT&T
T
+$103M
4
KR icon
Kroger
KR
+$97.1M
5
MMM icon
3M
MMM
+$92.9M

Top Sells

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$138M
2
TSLA icon
Tesla
TSLA
+$110M
3
JPM icon
JPMorgan Chase
JPM
+$103M
4
REGN icon
Regeneron Pharmaceuticals
REGN
+$89.4M
5
AAPL icon
Apple
AAPL
+$85.9M

Sector Composition

Rank Sector Weight
1 Technology 19.57%
2 Healthcare 16.25%
3 Financials 11.85%
4 Industrials 11.44%
5 Consumer Discretionary 10.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RTX icon
226
RTX Corp
RTX
$302B
$49.2M 0.11%
490,845
+30,950
+7% +$2.91M
AAP icon
227
Advance Auto Parts
AAP
$3.36B
$49.1M 0.11%
334,870
+226,006
+208% +$36.6M
CE icon
228
Celanese
CE
$4.88B
$49M 0.11%
479,107
-111,549
-19% -$11.1M
CACI icon
229
CACI
CACI
$14.3B
$48.9M 0.11%
162,988
+26,757
+20% +$7.8M
FDX icon
230
FedEx
FDX
$76.9B
$48.9M 0.11%
282,239
-10,772
-4% -$1.79M
PPC icon
231
Pilgrim's Pride
PPC
$6.31B
$48.5M 0.11%
2,050,308
+490,356
+31% +$11.7M
DOCU
232
DocuSign
DOCU
$11.4B
$48.4M 0.11%
873,933
+672,313
+333% +$32.7M
APD icon
233
Air Products & Chemicals
APD
$68.6B
$48.4M 0.11%
157,670
-8,265
-5% -$2.33M
BNY
234
Bank of New York Mellon
BNY
$108B
$48.1M 0.11%
1,061,106
+375,310
+55% +$16.1M
SMTC icon
235
Semtech
SMTC
$12.2B
$48M 0.11%
1,702,698
+654,172
+62% +$18.6M
CNC icon
236
Centene
CNC
$32.9B
$47.8M 0.11%
584,812
+356,401
+156% +$29.1M
A icon
237
Agilent Technologies
A
$42B
$47.3M 0.11%
316,013
-99,533
-24% -$14.2M
CXT icon
238
Crane NXT
CXT
$2.96B
$46.4M 0.11%
1,341,487
+106,068
+9% +$3.7M
FLO icon
239
Flowers Foods
FLO
$1.51B
$45.9M 0.1%
1,596,389
+33,736
+2% +$948K
LKQ icon
240
LKQ Corp
LKQ
$6.22B
$45.8M 0.1%
857,410
+223,095
+35% +$11.8M
URI icon
241
United Rentals
URI
$70.8B
$45.7M 0.1%
130,071
+25,063
+24% +$8.24M
PAYX icon
242
Paychex
PAYX
$43.1B
$45.7M 0.1%
397,088
-91,578
-19% -$10.7M
KBH icon
243
KB Home
KBH
$3.47B
$45.7M 0.1%
1,436,592
+684,199
+91% +$20.4M
WHR icon
244
Whirlpool
WHR
$2.75B
$45.6M 0.1%
323,149
+113,680
+54% +$16.2M
ON icon
245
ON Semiconductor
ON
$31.1B
$45.3M 0.1%
737,819
+192,872
+35% +$12.9M
MHK icon
246
Mohawk Industries
MHK
$9.19B
$45M 0.1%
442,845
+10,912
+3% +$1.07M
UNP icon
247
Union Pacific
UNP
$174B
$44.4M 0.1%
214,568
-39,113
-15% -$8.02M
BBWI icon
248
Bath & Body Works
BBWI
$3.89B
$44.2M 0.1%
1,066,283
-81,888
-7% -$3.05M
EXE
249
Expand Energy Corp
EXE
$22.6B
$44.1M 0.1%
467,697
+268,784
+135% +$26.6M
PPL
250
PPL Corp
PPL
$26.3B
$44M 0.1%
1,505,237
-225,663
-13% -$6.2M
8 9
10
11 12

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AQR Capital Management's Q4 2022 Portfolio in Review

As of Q4 2022, AQR Capital Management held 2,343 positions worth $43.9B, up 7% from $41B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Capital Management's Q4 2022 filing shows 170 new, 997 increased, 1,015 reduced and 150 closed positions. Its largest new stake was Generac Holdings: 310,080 shares worth $30.5M. The largest sale was Gilead Sciences, an estimated $138M.

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 Q4 2022 buy was Generac Holdings: 310,080 shares worth $30.5M.
  • AQR Capital Management added most to Humana in Q4 2022, an estimated $111M increase.
  • AQR Capital Management's biggest Q4 2022 reduction was Gilead Sciences, cutting an estimated $138M.
  • AQR Capital Management fully exited Abiomed Inc in Q4 2022, selling an estimated $22.4M.
  • AQR Capital Management's ten largest holdings make up 13% of its $43.9B portfolio in Q4 2022.
  • AQR Capital Management opened 170 new positions and closed 150 in Q4 2022.
  • AQR Capital Management's portfolio value rose 7% quarter-over-quarter to $43.9B.

Based on AQR Capital Management's 13F filing for Q4 2022, filed 14 Feb 2023.