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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
ARNC
901
DELISTED
Arconic Corporation
ARNC
$4.91M 0.01%
231,982
+73,842
+47% +$1.54M
DCO icon
902
Ducommun
DCO
$2.98B
$4.9M 0.01%
98,053
+14,087
+17% +$671K
CNDT icon
903
Conduent
CNDT
$246M
$4.9M 0.01%
1,208,791
+216,164
+22% +$829K
CUZ icon
904
Cousins Properties
CUZ
$4.83B
$4.89M 0.01%
193,497
+64,756
+50% +$1.58M
GMS
905
DELISTED
GMS Inc
GMS
$4.89M 0.01%
98,159
+8,777
+10% +$421K
SABR icon
906
Sabre
SABR
$803M
$4.86M 0.01%
812,333
+480,435
+145% +$2.68M
ACH
907
Accendra Health
ACH
$96.9M
$4.86M 0.01%
248,688
+187,742
+308% +$3.66M
CROX icon
908
Crocs
CROX
$6.31B
$4.85M 0.01%
45,555
+37,432
+461% +$3.31M
JBLU icon
909
JetBlue
JBLU
$2.19B
$4.82M 0.01%
752,928
-184,830
-20% -$1.35M
FLGT icon
910
Fulgent Genetics
FLGT
$523M
$4.81M 0.01%
161,451
+65,682
+69% +$2.35M
JELD icon
911
JELD-WEN Holding
JELD
$164M
$4.81M 0.01%
498,214
+137,173
+38% +$1.33M
HTH icon
912
Hilltop Holdings
HTH
$2.24B
$4.8M 0.01%
160,083
-32,403
-17% -$922K
DHIL
913
DELISTED
Diamond Hill
DHIL
$4.8M 0.01%
25,930
+989
+4% +$176K
MED icon
914
Medifast
MED
$130M
$4.8M 0.01%
41,583
+29,369
+240% +$3.42M
TCMD icon
915
Tactile Systems Technology
TCMD
$547M
$4.78M 0.01%
416,662
-89,542
-18% -$788K
ETSY icon
916
Etsy
ETSY
$7.29B
$4.78M 0.01%
39,879
+24,566
+160% +$2.81M
FTV icon
917
Fortive
FTV
$18.6B
$4.77M 0.01%
98,795
-15,452
-14% -$748K
KRO icon
918
KRONOS Worldwide
KRO
$963M
$4.75M 0.01%
505,213
+388,915
+334% +$3.68M
MDC
919
DELISTED
M.D.C. Holdings, Inc.
MDC
$4.74M 0.01%
150,016
+58,792
+64% +$1.82M
KEX icon
920
Kirby Corp
KEX
$7B
$4.74M 0.01%
74,321
+3,919
+6% +$262K
RLJ icon
921
RLJ Lodging Trust
RLJ
$1.65B
$4.74M 0.01%
447,387
+172,363
+63% +$1.95M
OPCH icon
922
Option Care Health
OPCH
$3.61B
$4.73M 0.01%
157,257
-36,952
-19% -$1.15M
KSS icon
923
Kohl's
KSS
$2.1B
$4.72M 0.01%
188,652
-23,953
-11% -$679K
ANET icon
924
Arista Networks
ANET
$250B
$4.7M 0.01%
156,232
-213,908
-58% -$6.58M
MBC icon
925
MasterBrand
MBC
$1.88B
$4.67M 0.01%
+628,533
New +$5.15M
35 36
37
38 39

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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.