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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
BBY icon
76
Best Buy
BBY
$17.3B
$118M 0.27%
1,474,748
+278,861
+23% +$20.5M
TMO icon
77
Thermo Fisher Scientific
TMO
$220B
$116M 0.26%
210,471
-34,081
-14% -$18.1M
GD icon
78
General Dynamics
GD
$106B
$115M 0.26%
465,384
+112,449
+32% +$27.4M
JPM icon
79
JPMorgan Chase
JPM
$950B
$115M 0.26%
862,627
-810,543
-48% -$103M
CMI icon
80
Cummins
CMI
$88.7B
$115M 0.26%
476,393
-218,850
-31% -$52.1M
IBM icon
81
IBM
IBM
$224B
$114M 0.26%
808,932
+186,223
+30% +$25.7M
MO icon
82
Altria Group
MO
$114B
$113M 0.26%
2,465,874
+1,016,256
+70% +$46M
COST icon
83
Costco
COST
$420B
$112M 0.26%
247,488
-50,378
-17% -$24.6M
CB icon
84
Chubb
CB
$135B
$111M 0.25%
502,754
-122,378
-20% -$25.5M
PCAR icon
85
PACCAR
PCAR
$70.1B
$111M 0.25%
1,698,887
+571,185
+51% +$37.3M
NRG icon
86
NRG Energy
NRG
$24.8B
$110M 0.25%
3,444,903
-481,573
-12% -$19M
AN icon
87
AutoNation
AN
$6.92B
$109M 0.25%
1,018,566
-17,456
-2% -$1.93M
MRO
88
DELISTED
Marathon Oil Corporation
MRO
$109M 0.25%
4,017,081
-1,120,295
-22% -$32.5M
ACN icon
89
Accenture
ACN
$108B
$108M 0.25%
407,691
-43,647
-10% -$12.1M
CMCSA icon
90
Comcast
CMCSA
$90B
$107M 0.24%
3,073,726
+782,665
+34% +$25.9M
AZO icon
91
AutoZone
AZO
$51.1B
$107M 0.24%
43,293
-17,285
-29% -$41.8M
STLD icon
92
Steel Dynamics
STLD
$37.6B
$106M 0.24%
1,092,780
-457,168
-29% -$44M
DELL icon
93
Dell
DELL
$293B
$106M 0.24%
2,672,284
-250,199
-9% -$9.89M
MCK icon
94
McKesson
MCK
$101B
$106M 0.24%
282,873
-70,501
-20% -$26.3M
TSLA icon
95
Tesla
TSLA
$1.3T
$105M 0.24%
859,203
-580,563
-40% -$110M
ED icon
96
Consolidated Edison
ED
$39.9B
$105M 0.24%
1,099,107
-343,917
-24% -$31.3M
EXPD icon
97
Expeditors International
EXPD
$23.2B
$104M 0.24%
1,003,480
-158,264
-14% -$16.3M
MOH icon
98
Molina Healthcare
MOH
$10.3B
$104M 0.24%
313,854
-63,779
-17% -$21.7M
UNM icon
99
Unum
UNM
$14.3B
$103M 0.23%
2,504,307
+973,311
+64% +$40.8M
CME icon
100
CME Group
CME
$94.8B
$102M 0.23%
608,050
+209,928
+53% +$36.5M
2 3
4
5 6

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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.