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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
X
151
DELISTED
US Steel
X
$72.6M 0.17%
2,896,658
+539,880
+23% +$12.4M
DXC icon
152
DXC Technology
DXC
$1.73B
$71.3M 0.16%
2,690,928
+600,507
+29% +$16.7M
UTHR icon
153
United Therapeutics
UTHR
$23.1B
$71.3M 0.16%
260,009
-34,079
-12% -$8.6M
SNDR icon
154
Schneider National
SNDR
$6.25B
$70.4M 0.16%
3,008,023
+227,164
+8% +$5.31M
MNST icon
155
Monster Beverage
MNST
$88.5B
$70.3M 0.16%
1,387,132
-254,492
-16% -$12.3M
CHRW icon
156
C.H. Robinson
CHRW
$17.5B
$70.1M 0.16%
766,926
+93,878
+14% +$8.94M
HAS icon
157
Hasbro
HAS
$13.2B
$70.1M 0.16%
1,149,040
-120,868
-10% -$7.55M
MCHP icon
158
Microchip Technology
MCHP
$46B
$69.4M 0.16%
1,000,404
+358,862
+56% +$24.7M
RSG icon
159
Republic Services
RSG
$65.7B
$69.4M 0.16%
537,888
-149,989
-22% -$20M
DUK icon
160
Duke Energy
DUK
$97.3B
$68.8M 0.16%
667,776
-88,146
-12% -$8.46M
ORLY icon
161
O'Reilly Automotive
ORLY
$76.3B
$68.6M 0.16%
1,223,610
-794,370
-39% -$42.7M
BPOP icon
162
Popular Inc
BPOP
$11.1B
$68.3M 0.16%
1,046,174
+220,980
+27% +$15.4M
JBL icon
163
Jabil
JBL
$35.8B
$67.5M 0.15%
998,213
-155,367
-13% -$10.3M
AMAT icon
164
Applied Materials
AMAT
$428B
$67.3M 0.15%
701,847
-253,404
-27% -$24.3M
RS icon
165
Reliance Steel & Aluminium
RS
$21.6B
$67.2M 0.15%
333,014
+35,980
+12% +$7.16M
HIG icon
166
Hartford Financial Services
HIG
$39.3B
$66.9M 0.15%
881,934
-102,099
-10% -$7.35M
UGI icon
167
UGI
UGI
$7.33B
$66.3M 0.15%
1,787,174
-132,710
-7% -$4.8M
CAT icon
168
Caterpillar
CAT
$387B
$66.1M 0.15%
276,813
+20,662
+8% +$4.5M
NUE icon
169
Nucor
NUE
$62.1B
$66M 0.15%
500,906
+72,976
+17% +$9.92M
NXPI icon
170
NXP Semiconductors
NXPI
$60.4B
$65.6M 0.15%
422,364
+52,423
+14% +$8.31M
SJM icon
171
J.M. Smucker
SJM
$12.8B
$65.5M 0.15%
413,440
+104,990
+34% +$15.6M
HSIC icon
172
Henry Schein
HSIC
$9.82B
$64M 0.15%
801,724
+81,063
+11% +$6.14M
EME icon
173
Emcor
EME
$36B
$63.4M 0.14%
428,286
-61,845
-13% -$8.78M
TDC icon
174
Teradata
TDC
$2.55B
$63.3M 0.14%
1,893,337
+488,522
+35% +$15.7M
TMHC
175
DELISTED
Taylor Morrison
TMHC
$62.7M 0.14%
2,067,080
+9,392
+0.5% +$262K
5 6
7
8 9

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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.