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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
TEL icon
476
TE Connectivity
TEL
$63.3B
$20.1M 0.05%
176,334
-10,268
-6% -$1.22M
CW icon
477
Curtiss-Wright
CW
$26.1B
$20.1M 0.05%
121,467
-70,618
-37% -$11.8M
XRAY icon
478
Dentsply Sirona
XRAY
$2.31B
$20.1M 0.05%
631,958
+99,404
+19% +$3M
AME icon
479
Ametek
AME
$58.8B
$20.1M 0.05%
144,581
-200,198
-58% -$26.5M
CAR icon
480
Avis
CAR
$4.97B
$20.1M 0.05%
125,253
-107,868
-46% -$21.6M
AMD icon
481
Advanced Micro Devices
AMD
$774B
$20M 0.05%
311,581
-23,927
-7% -$1.58M
CBRL icon
482
Cracker Barrel
CBRL
$1.25B
$19.9M 0.05%
210,474
+20,299
+11% +$2.11M
JWN
483
DELISTED
Nordstrom
JWN
$19.9M 0.05%
1,239,215
+120,621
+11% +$2.31M
IQV icon
484
IQVIA
IQV
$40.1B
$19.8M 0.05%
97,477
+8,126
+9% +$1.65M
ORCL icon
485
Oracle
ORCL
$419B
$19.7M 0.04%
242,830
-421,815
-63% -$32.1M
AJG icon
486
Arthur J. Gallagher & Co
AJG
$65B
$19.5M 0.04%
103,553
-1,100
-1% -$206K
ISRG icon
487
Intuitive Surgical
ISRG
$142B
$19.5M 0.04%
73,817
-9,858
-12% -$2.4M
ZBH icon
488
Zimmer Biomet
ZBH
$18.5B
$19.4M 0.04%
152,844
+15,626
+11% +$1.81M
OMC icon
489
Omnicom Group
OMC
$23.6B
$19.4M 0.04%
239,281
-178,625
-43% -$13.3M
AWK icon
490
American Water Works
AWK
$27B
$19.4M 0.04%
127,042
-21,433
-14% -$3.09M
CSX icon
491
CSX Corp
CSX
$92.5B
$19.3M 0.04%
624,336
-72,695
-10% -$2.19M
CMA
492
DELISTED
Comerica
CMA
$19.3M 0.04%
289,654
+153,060
+112% +$10.6M
WDAY icon
493
Workday
WDAY
$44.8B
$19.2M 0.04%
114,885
+8,558
+8% +$1.33M
ERIE icon
494
Erie Indemnity
ERIE
$13.4B
$19.1M 0.04%
77,350
+10,535
+16% +$2.71M
ESS icon
495
Essex Property Trust
ESS
$18.2B
$19.1M 0.04%
90,425
+74,722
+476% +$16.3M
SBNY
496
DELISTED
Signature Bank
SBNY
$18.8M 0.04%
163,884
+46,868
+40% +$6.44M
CNXC icon
497
Concentrix
CNXC
$1.57B
$18.7M 0.04%
141,462
-16,736
-11% -$2.03M
EMR icon
498
Emerson Electric
EMR
$91.7B
$18.6M 0.04%
194,227
-468,337
-71% -$42.1M
JBGS
499
JBG SMITH
JBGS
$667M
$18.5M 0.04%
985,072
+162,952
+20% +$3.15M
NSC icon
500
Norfolk Southern
NSC
$75.2B
$18.4M 0.04%
74,518
+34,671
+87% +$8.2M
18 19
20
21 22

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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.