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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
151

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 10.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.95T
$1.2B 2.73%
9,363,426
-600,792
-6% -$85.9M
MSFT icon
2
Microsoft
MSFT
$2.89T
$1.09B 2.49%
4,591,014
-157,886
-3% -$37.9M
TSM icon
3
TSMC
TSM
$2.07T
$576M 1.31%
7,739,013
+554,548
+8% +$40.1M
PFE icon
4
Pfizer
PFE
$141B
$503M 1.15%
9,839,823
-845,459
-8% -$40.5M
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$3.99T
$491M 1.12%
5,648,623
+223,819
+4% +$21.3M
XOM icon
6
ExxonMobil
XOM
$642B
$426M 0.97%
3,901,479
-450,813
-10% -$48.3M
CSCO icon
7
Cisco
CSCO
$452B
$420M 0.96%
8,894,614
+502,697
+6% +$22.9M
CVS icon
8
CVS Health
CVS
$137B
$396M 0.9%
4,250,346
+415,961
+11% +$40.1M
KO icon
9
Coca-Cola
KO
$362B
$365M 0.83%
5,733,420
+491,119
+9% +$29.6M
META icon
10
Meta Platforms (Facebook)
META
$1.51T
$349M 0.8%
2,949,880
+318,777
+12% +$37.4M
MRK icon
11
Merck
MRK
$323B
$345M 0.79%
3,112,806
-814,166
-21% -$83.2M
T icon
12
AT&T
T
$167B
$334M 0.76%
18,168,817
+5,734,964
+46% +$103M
PG icon
13
Procter & Gamble
PG
$346B
$331M 0.75%
2,185,171
-308,968
-12% -$43.3M
JNJ icon
14
Johnson & Johnson
JNJ
$641B
$326M 0.74%
1,846,339
-150,837
-8% -$26M
GILD icon
15
Gilead Sciences
GILD
$162B
$322M 0.73%
3,770,159
-1,743,093
-32% -$138M
UNH icon
16
UnitedHealth
UNH
$379B
$313M 0.71%
593,595
+9,874
+2% +$5.23M
PEP icon
17
PepsiCo
PEP
$191B
$304M 0.69%
1,682,248
-299,953
-15% -$53.5M
AMZN icon
18
Amazon
AMZN
$2.49T
$290M 0.66%
3,498,266
-236,336
-6% -$23.3M
CVX icon
19
Chevron
CVX
$378B
$277M 0.63%
1,556,743
-141,586
-8% -$24.7M
ADBE icon
20
Adobe
ADBE
$94.5B
$270M 0.62%
806,561
+134,130
+20% +$42.9M
C icon
21
Citigroup
C
$223B
$263M 0.6%
5,836,019
+1,319,502
+29% +$59.9M
GOOG icon
22
Alphabet (Google) Class C
GOOG
$3.99T
$260M 0.59%
2,935,121
-160,734
-5% -$15.3M
BRK.B icon
23
Berkshire Hathaway Class B
BRK.B
$1.07T
$254M 0.58%
822,733
-18,554
-2% -$5.51M
TSN icon
24
Tyson Foods
TSN
$21.4B
$243M 0.55%
3,942,415
-168,201
-4% -$10.9M
V icon
25
Visa
V
$689B
$239M 0.54%
1,155,571
+148,189
+15% +$29.9M
1
2 3 4 5

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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 151 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 151 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.