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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
DGX icon
126
Quest Diagnostics
DGX
$26.2B
$83.9M 0.19%
537,986
-154,127
-22% -$22.1M
WSM icon
127
Williams-Sonoma
WSM
$29.6B
$83.5M 0.19%
1,452,796
+166,686
+13% +$10M
ITW icon
128
Illinois Tool Works
ITW
$84B
$83.2M 0.19%
378,106
-166,642
-31% -$35.5M
PM icon
129
Philip Morris
PM
$291B
$82.9M 0.19%
822,182
-208,692
-20% -$19.7M
DOW icon
130
Dow Inc
DOW
$21.8B
$82.9M 0.19%
1,645,546
+222,820
+16% +$10.9M
CAH icon
131
Cardinal Health
CAH
$55.4B
$82.2M 0.19%
1,071,810
+382,574
+56% +$29.1M
ODFL icon
132
Old Dominion Freight Line
ODFL
$44.4B
$82.1M 0.19%
578,664
-173,806
-23% -$24.7M
VSH icon
133
Vishay Intertechnology
VSH
$5.21B
$81.6M 0.19%
3,800,504
-80,710
-2% -$1.7M
UHS icon
134
Universal Health Services
UHS
$10.5B
$80.7M 0.18%
576,375
-198,093
-26% -$23.4M
HAL icon
135
Halliburton
HAL
$27.9B
$79.2M 0.18%
2,044,845
-651,966
-24% -$23.1M
MDLZ icon
136
Mondelez International
MDLZ
$78.5B
$78.9M 0.18%
1,185,737
-251,790
-18% -$15.9M
SYNH
137
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$78.4M 0.18%
2,156,273
+1,289,817
+149% +$51M
BDX icon
138
Becton Dickinson
BDX
$48.4B
$78.3M 0.18%
307,895
+91,942
+43% +$21.7M
LEN icon
139
Lennar Class A
LEN
$20.6B
$76.9M 0.18%
881,915
-35,942
-4% -$2.91M
HRL icon
140
Hormel Foods
HRL
$13.7B
$76.1M 0.17%
1,672,579
+26,172
+2% +$1.22M
KNX icon
141
Knight Transportation
KNX
$11.2B
$76.1M 0.17%
1,451,251
-50,920
-3% -$2.63M
SNPS icon
142
Synopsys
SNPS
$80.1B
$76M 0.17%
239,818
-36,485
-13% -$11.4M
GIS icon
143
General Mills
GIS
$19.8B
$75.9M 0.17%
904,672
-7,497
-0.8% -$611K
IT icon
144
Gartner
IT
$12B
$75.5M 0.17%
225,691
-143,928
-39% -$46.4M
MCD icon
145
McDonald's
MCD
$194B
$75.2M 0.17%
286,137
+48,263
+20% +$12.7M
LSTR icon
146
Landstar System
LSTR
$6.12B
$74.1M 0.17%
455,079
-29,198
-6% -$4.69M
HRB icon
147
H&R Block
HRB
$5.85B
$73.2M 0.17%
2,035,737
+602,289
+42% +$24.5M
MTD icon
148
Mettler-Toledo International
MTD
$28.8B
$73M 0.17%
50,511
-16,733
-25% -$22.4M
QCOM icon
149
Qualcomm
QCOM
$173B
$72.9M 0.17%
674,193
-159,865
-19% -$18.7M
LOW icon
150
Lowe's Companies
LOW
$123B
$72.7M 0.17%
366,684
-144,061
-28% -$28.8M
4 5
6
7 8

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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.