We are live on ! Find out more
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
KMB icon
176
Kimberly-Clark
KMB
$35.7B
$62.5M 0.14%
460,566
+64,029
+16% +$8.14M
WBA
177
DELISTED
Walgreens Boots Alliance
WBA
$62.4M 0.14%
1,677,960
-420,882
-20% -$15.8M
CTRA
178
DELISTED
Coterra Energy
CTRA
$62.3M 0.14%
2,551,787
+1,221,855
+92% +$33.7M
CNO icon
179
CNO Financial Group
CNO
$5.14B
$62.3M 0.14%
2,727,971
-321,629
-11% -$6.94M
SYF icon
180
Synchrony
SYF
$25.3B
$61.5M 0.14%
1,892,004
-157,155
-8% -$5.38M
NEM icon
181
Newmont
NEM
$120B
$60.9M 0.14%
1,292,976
+7,218
+0.6% +$322K
EMN icon
182
Eastman Chemical
EMN
$8.32B
$60.9M 0.14%
749,206
+434,508
+138% +$35M
DOX icon
183
Amdocs
DOX
$6.18B
$60.6M 0.14%
670,539
-142,232
-17% -$12.1M
LUMN icon
184
Lumen
LUMN
$6.54B
$60.2M 0.14%
11,525,887
+11,490,477
+32,450% +$70.6M
VYX icon
185
NCR Voyix
VYX
$1.11B
$59.9M 0.14%
4,241,573
+1,616,879
+62% +$21.5M
PDD icon
186
Pinduoduo
PDD
$131B
$59.9M 0.14%
734,441
+13,583
+2% +$946K
CDNS icon
187
Cadence Design Systems
CDNS
$93.8B
$59.3M 0.14%
371,225
-125,658
-25% -$20.1M
ROP icon
188
Roper Technologies
ROP
$39.6B
$59.3M 0.14%
137,345
+113,985
+488% +$47M
XEL icon
189
Xcel Energy
XEL
$48B
$58.5M 0.13%
834,136
-30,305
-4% -$2.02M
WEC icon
190
WEC Energy
WEC
$34.5B
$58.1M 0.13%
619,186
-72,419
-10% -$6.69M
DINO icon
191
HF Sinclair
DINO
$15B
$58M 0.13%
1,118,972
+139,825
+14% +$8.05M
LUV icon
192
Southwest Airlines
LUV
$22.1B
$57.5M 0.13%
1,723,167
-133,738
-7% -$4.82M
WLK icon
193
Westlake Corp
WLK
$10B
$57.1M 0.13%
559,268
-101,995
-15% -$10.3M
INCY icon
194
Incyte
INCY
$24.6B
$56.5M 0.13%
713,319
+18,720
+3% +$1.43M
COF icon
195
Capital One
COF
$133B
$56.5M 0.13%
614,581
+167,845
+38% +$16.5M
JKHY icon
196
Jack Henry & Associates
JKHY
$10.9B
$56.1M 0.13%
319,358
+45,961
+17% +$8.49M
MRSH
197
Marsh
MRSH
$90.8B
$55.9M 0.13%
338,016
+4,661
+1% +$762K
ORI icon
198
Old Republic International
ORI
$10.2B
$55.6M 0.13%
2,302,693
-343,612
-13% -$8.06M
PLTK icon
199
Playtika
PLTK
$1.08B
$55.4M 0.13%
6,704,950
+2,168,206
+48% +$20.1M
JBHT icon
200
JB Hunt Transport Services
JBHT
$25.2B
$55.3M 0.13%
316,973
-33,908
-10% -$5.92M
6 7
8
9 10

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.