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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
AXP icon
376
American Express
AXP
$229B
$27.5M 0.06%
187,920
-20,030
-10% -$2.97M
CHE icon
377
Chemed
CHE
$7.18B
$27.4M 0.06%
53,734
+6,096
+13% +$2.97M
PINC
378
DELISTED
Premier
PINC
$27.4M 0.06%
784,777
+94,389
+14% +$3.15M
MET icon
379
MetLife
MET
$61.7B
$27.4M 0.06%
378,157
-187,537
-33% -$13.4M
AR icon
380
Antero Resources
AR
$11.4B
$27.3M 0.06%
879,798
+636,898
+262% +$22M
TCOM icon
381
Trip.com Group
TCOM
$29.7B
$27.2M 0.06%
790,869
-25,188
-3% -$724K
LIN icon
382
Linde
LIN
$227B
$27M 0.06%
83,182
-43,525
-34% -$13.6M
IEX icon
383
IDEX
IEX
$17.2B
$27M 0.06%
118,308
-43,904
-27% -$9.81M
IPGP icon
384
IPG Photonics
IPGP
$3.61B
$26.9M 0.06%
288,125
-27,398
-9% -$2.46M
ADI icon
385
Analog Devices
ADI
$187B
$26.9M 0.06%
166,569
+71,891
+76% +$11.2M
WAFD icon
386
WaFd
WAFD
$2.76B
$26.8M 0.06%
798,632
+27,408
+4% +$958K
UHAL.B icon
387
U-Haul Holding Co Series N
UHAL.B
$12.6B
$26.7M 0.06%
+491,087
New +$28.4M
TKR icon
388
Timken Company
TKR
$8.77B
$26.5M 0.06%
377,255
+139,277
+59% +$9.73M
TER icon
389
Teradyne
TER
$57.1B
$26.4M 0.06%
307,149
-119,316
-28% -$10.2M
KRC icon
390
Kilroy Realty
KRC
$4.32B
$26.3M 0.06%
683,334
+327,838
+92% +$13.5M
BHF icon
391
Brighthouse Financial
BHF
$3.46B
$26.3M 0.06%
515,067
-34,466
-6% -$1.8M
FFIV icon
392
F5
FFIV
$23.2B
$26.2M 0.06%
185,468
+82,147
+80% +$12M
PNR icon
393
Pentair
PNR
$10.7B
$26.2M 0.06%
584,285
-578,463
-50% -$25.1M
MAT icon
394
Mattel
MAT
$4.21B
$26.2M 0.06%
1,467,145
-42,756
-3% -$775K
WTRG icon
395
Essential Utilities
WTRG
$11.3B
$26M 0.06%
545,676
-75,710
-12% -$3.43M
DG icon
396
Dollar General
DG
$27B
$26M 0.06%
105,621
+3,505
+3% +$867K
STT icon
397
State Street
STT
$51.3B
$26M 0.06%
337,673
-184,872
-35% -$13.6M
ATO icon
398
Atmos Energy
ATO
$28.4B
$25.8M 0.06%
230,470
+27,776
+14% +$3.05M
SF
399
Stifel
SF
$12.6B
$25.8M 0.06%
662,390
+70,097
+12% +$2.77M
HCA icon
400
HCA Healthcare
HCA
$89.6B
$25.5M 0.06%
107,331
-107,930
-50% -$24.2M
14 15
16
17 18

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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.