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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
MAN icon
101
ManpowerGroup
MAN
$2.63B
$102M 0.23%
1,233,670
-51,029
-4% -$4.09M
WM icon
102
Waste Management
WM
$91B
$102M 0.23%
647,301
-29,992
-4% -$4.83M
ALLY icon
103
Ally Financial
ALLY
$13.3B
$100M 0.23%
4,118,432
+2,884,833
+234% +$76.7M
HPQ icon
104
HP
HPQ
$27.5B
$99.4M 0.23%
3,718,219
-418,016
-10% -$11.6M
TAP icon
105
Molson Coors Class B
TAP
$8.09B
$98.7M 0.22%
1,917,587
+79,046
+4% +$4.06M
APA icon
106
APA Corp
APA
$13.2B
$97.7M 0.22%
2,125,700
-689,873
-25% -$30.9M
HII icon
107
Huntington Ingalls Industries
HII
$12.8B
$97.6M 0.22%
423,190
-31,151
-7% -$7.34M
KHC icon
108
Kraft Heinz
KHC
$30B
$93.5M 0.21%
2,300,559
-552,410
-19% -$21M
ALSN icon
109
Allison Transmission
ALSN
$9.82B
$92.6M 0.21%
2,244,170
+357,322
+19% +$14.7M
TMUS icon
110
T-Mobile US
TMUS
$190B
$91.2M 0.21%
657,195
+103,989
+19% +$14.9M
HUN icon
111
Huntsman Corp
HUN
$1.77B
$90.7M 0.21%
3,306,334
-40,868
-1% -$1.11M
PGR icon
112
Progressive
PGR
$125B
$90.7M 0.21%
698,916
+60,746
+10% +$7.7M
WU icon
113
Western Union
WU
$2.21B
$90.6M 0.21%
6,576,970
+4,000,880
+155% +$55.2M
MU icon
114
Micron Technology
MU
$991B
$89.3M 0.2%
1,804,488
-1,132,998
-39% -$62M
TOL icon
115
Toll Brothers
TOL
$14.5B
$88.8M 0.2%
1,779,173
+282,656
+19% +$13M
PVH icon
116
PVH
PVH
$4.04B
$88M 0.2%
1,261,565
+30,385
+2% +$1.81M
ALL icon
117
Allstate
ALL
$67.5B
$87.4M 0.2%
644,344
-203,258
-24% -$26.6M
CRM icon
118
Salesforce
CRM
$158B
$87.3M 0.2%
664,092
+288,132
+77% +$42M
IP icon
119
International Paper
IP
$22B
$87.3M 0.2%
2,520,156
+296,871
+13% +$10.3M
GM icon
120
General Motors
GM
$76.8B
$86.9M 0.2%
2,603,351
+290,752
+13% +$10.7M
HOLX
121
DELISTED
Hologic
HOLX
$86.6M 0.2%
1,158,183
+202,646
+21% +$14.4M
EA
122
DELISTED
Electronic Arts
EA
$85.5M 0.19%
705,224
+320,986
+84% +$40.3M
PSX icon
123
Phillips 66
PSX
$81.4B
$85.2M 0.19%
819,044
-282,247
-26% -$28.9M
M icon
124
Macy's
M
$6.68B
$84.2M 0.19%
4,109,749
+780,394
+23% +$16M
ADP icon
125
Automatic Data Processing
ADP
$108B
$84.2M 0.19%
353,108
+17,751
+5% +$4.36M
3 4
5
6 7

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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.