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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
DTM icon
826
DT Midstream
DTM
$13.7B
$5.8M 0.01%
105,490
-143,401
-58% -$8.2M
DXCM icon
827
DexCom
DXCM
$33.8B
$5.78M 0.01%
51,901
-24,136
-32% -$2.65M
DY icon
828
Dycom Industries
DY
$12.1B
$5.77M 0.01%
62,114
-64,673
-51% -$6.51M
UNFI icon
829
United Natural Foods
UNFI
$2.86B
$5.74M 0.01%
148,321
+84,812
+134% +$3.51M
ARCH
830
DELISTED
Arch Resources, Inc.
ARCH
$5.69M 0.01%
39,842
+2,117
+6% +$310K
JLL icon
831
Jones Lang LaSalle
JLL
$16.7B
$5.67M 0.01%
35,602
-5,247
-13% -$837K
REX icon
832
REX American Resources
REX
$1.43B
$5.67M 0.01%
355,732
-55,100
-13% -$830K
HBI
833
DELISTED
Hanesbrands
HBI
$5.66M 0.01%
907,927
+622,544
+218% +$4.28M
TROW icon
834
T. Rowe Price
TROW
$24.3B
$5.64M 0.01%
51,730
-173,118
-77% -$19.6M
ABNB icon
835
Airbnb
ABNB
$111B
$5.64M 0.01%
66,332
-21,452
-24% -$2.17M
WSR
836
DELISTED
Whitestone REIT
WSR
$5.62M 0.01%
583,238
+132,312
+29% +$1.22M
DECK icon
837
Deckers Outdoor
DECK
$12.8B
$5.6M 0.01%
85,158
-121,686
-59% -$7.36M
ACM icon
838
Aecom
ACM
$8.62B
$5.55M 0.01%
65,851
-41,774
-39% -$3.28M
ASIX icon
839
AdvanSix
ASIX
$452M
$5.55M 0.01%
145,944
+16,658
+13% +$624K
WSO icon
840
Watsco Inc
WSO
$13.2B
$5.55M 0.01%
22,245
-372
-2% -$97.8K
RDY icon
841
Dr. Reddy's Laboratories
RDY
$10.4B
$5.54M 0.01%
534,870
-40,795
-7% -$440K
ETR icon
842
Entergy
ETR
$49.7B
$5.52M 0.01%
98,162
-19,722
-17% -$1.08M
TPH
843
DELISTED
Tri Pointe Homes
TPH
$5.5M 0.01%
295,919
-25,794
-8% -$449K
FFIC
844
DELISTED
Flushing Financial
FFIC
$5.5M 0.01%
283,689
+80,101
+39% +$1.61M
TRST
845
Trustco Bank Corp NY
TRST
$953M
$5.47M 0.01%
145,600
-18,908
-11% -$690K
MATX icon
846
Matsons
MATX
$6.11B
$5.47M 0.01%
87,555
+18,329
+26% +$1.21M
FLEX icon
847
Flex
FLEX
$45.2B
$5.47M 0.01%
338,325
+83,071
+33% +$1.25M
CBOE icon
848
Cboe Global Markets
CBOE
$29.5B
$5.47M 0.01%
43,587
-14,044
-24% -$1.73M
SXC icon
849
SunCoke Energy
SXC
$786M
$5.45M 0.01%
631,253
-53,634
-8% -$415K
CMC icon
850
Commercial Metals
CMC
$7.97B
$5.44M 0.01%
112,562
-57,571
-34% -$2.64M
32 33
34
35 36

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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.