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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
WAT icon
301
Waters Corp
WAT
$40.4B
$36.8M 0.08%
108,287
-44,922
-29% -$14.2M
F icon
302
Ford
F
$55.8B
$36.7M 0.08%
3,157,331
-2,441,658
-44% -$31.4M
SBSW icon
303
Sibanye-Stillwater
SBSW
$7.55B
$36.7M 0.08%
3,441,840
+1,192,590
+53% +$12.1M
ATVI
304
DELISTED
Activision Blizzard
ATVI
$36.4M 0.08%
476,618
-1,566
-0.3% -$116K
EW icon
305
Edwards Lifesciences
EW
$53B
$36.2M 0.08%
488,395
-38,616
-7% -$2.98M
GEF icon
306
Greif
GEF
$4.97B
$36M 0.08%
537,509
+25,424
+5% +$1.71M
QRVO icon
307
Qorvo
QRVO
$8.56B
$36M 0.08%
406,950
-9,758
-2% -$881K
CTVA icon
308
Corteva
CTVA
$51B
$35.8M 0.08%
609,818
-73,214
-11% -$4.63M
DEI icon
309
Douglas Emmett
DEI
$1.93B
$35.7M 0.08%
2,277,720
+673,327
+42% +$11.2M
AGR
310
DELISTED
Avangrid, Inc.
AGR
$35.7M 0.08%
829,528
+360,477
+77% +$14.9M
BG icon
311
Bunge Global
BG
$21.6B
$35.6M 0.08%
358,196
-100,761
-22% -$9.68M
SQM icon
312
Sociedad Química y Minera de Chile
SQM
$20.8B
$35.6M 0.08%
445,599
+179,857
+68% +$16.6M
ICE icon
313
Intercontinental Exchange
ICE
$84.5B
$35.5M 0.08%
345,787
-16,693
-5% -$1.66M
NUS icon
314
Nu Skin
NUS
$250M
$35.2M 0.08%
840,592
+84,455
+11% +$3.25M
NFG icon
315
National Fuel Gas
NFG
$7.78B
$35.1M 0.08%
553,776
+66,926
+14% +$4.31M
HIW icon
316
Highwoods Properties
HIW
$3.41B
$34.9M 0.08%
1,254,818
+296,747
+31% +$8.25M
DVN icon
317
Devon Energy
DVN
$49.9B
$34.7M 0.08%
567,598
-654,241
-54% -$44.6M
COKE icon
318
Coca-Cola Consolidated
COKE
$12.4B
$34.5M 0.08%
674,110
+470,170
+231% +$22.5M
GPN icon
319
Global Payments
GPN
$22.8B
$34.2M 0.08%
346,492
+55,020
+19% +$5.74M
AVTR icon
320
Avantor
AVTR
$9.29B
$34.1M 0.08%
1,637,404
+563,564
+52% +$11.7M
EVRG icon
321
Evergy
EVRG
$18.9B
$33.9M 0.08%
538,549
+189,409
+54% +$11.4M
UNVR
322
DELISTED
Univar Solutions Inc.
UNVR
$33.8M 0.08%
1,074,321
-597,193
-36% -$17.1M
HZNP
323
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$33M 0.08%
290,795
-293,612
-50% -$24.4M
APP icon
324
Applovin
APP
$113B
$32.9M 0.08%
3,134,934
+2,538,618
+426% +$37.2M
BC icon
325
Brunswick
BC
$5.21B
$32.8M 0.07%
455,805
-36,532
-7% -$2.6M
11 12
13
14 15

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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.