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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
BAH icon
501
Booz Allen Hamilton
BAH
$9.38B
$18.3M 0.04%
176,976
-20,761
-10% -$2.16M
OGE icon
502
OGE Energy
OGE
$9.58B
$18.2M 0.04%
459,985
+263,343
+134% +$9.99M
CFG icon
503
Citizens Financial Group
CFG
$30.7B
$18.1M 0.04%
459,912
-859,396
-65% -$33.6M
RL icon
504
Ralph Lauren
RL
$23.8B
$17.8M 0.04%
171,182
-42,447
-20% -$4.25M
NIO icon
505
NIO
NIO
$11.5B
$17.8M 0.04%
1,829,235
-75,409
-4% -$869K
HWC icon
506
Hancock Whitney
HWC
$6.26B
$17.7M 0.04%
365,824
-129,868
-26% -$6.72M
FOXA icon
507
Fox Class A
FOXA
$26.1B
$17.6M 0.04%
583,598
+308,924
+112% +$9.43M
MUR icon
508
Murphy Oil
MUR
$5.11B
$17.6M 0.04%
413,820
-440,982
-52% -$19.9M
RMD icon
509
ResMed
RMD
$32.2B
$17.6M 0.04%
85,369
+7,069
+9% +$1.55M
JAZZ icon
510
Jazz Pharmaceuticals
JAZZ
$16.2B
$17.6M 0.04%
111,217
+79,010
+245% +$11.6M
UMPQ
511
DELISTED
Umpqua Holdings Corp
UMPQ
$17.6M 0.04%
987,417
-175,002
-15% -$3.3M
MMS icon
512
Maximus
MMS
$2.86B
$17.6M 0.04%
242,126
-8,330
-3% -$537K
LPLA icon
513
LPL Financial
LPLA
$29.5B
$17.5M 0.04%
81,359
-9,626
-11% -$2.25M
GWW icon
514
W.W. Grainger
GWW
$61.5B
$17.4M 0.04%
31,326
-30,748
-50% -$17.4M
SHW icon
515
Sherwin-Williams
SHW
$88.3B
$17.4M 0.04%
73,220
-90,000
-55% -$20.8M
CPB icon
516
Campbell Soup
CPB
$6.77B
$17.3M 0.04%
305,234
+76,771
+34% +$4.03M
FULT icon
517
Fulton Financial
FULT
$4.63B
$17.3M 0.04%
1,029,929
-407,203
-28% -$7.14M
UMBF icon
518
UMB Financial
UMBF
$11.3B
$17.2M 0.04%
206,418
+22,183
+12% +$1.86M
ENR icon
519
Energizer
ENR
$1.5B
$17.2M 0.04%
513,267
-109,475
-18% -$3.36M
ST icon
520
Sensata Technologies
ST
$6.72B
$17.1M 0.04%
424,812
-304,935
-42% -$12.7M
DRI icon
521
Darden Restaurants
DRI
$24.8B
$16.6M 0.04%
120,358
-8,923
-7% -$1.24M
SIX
522
DELISTED
Six Flags Entertainment Corp.
SIX
$16.6M 0.04%
728,815
+205,335
+39% +$4.41M
LECO icon
523
Lincoln Electric
LECO
$15.5B
$16.6M 0.04%
114,966
+21,380
+23% +$3M
ZION icon
524
Zions Bancorporation
ZION
$10.4B
$16.6M 0.04%
338,530
-146,374
-30% -$7.32M
COTY icon
525
Coty
COTY
$2.44B
$16.6M 0.04%
1,937,514
-517,001
-21% -$3.79M
19 20
21
22 23

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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.