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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
+11.24%
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
$55.2B
AUM Growth
+$1.23B
Cap. Flow
-$3.83B
Cap. Flow %
-6.94%
Top 10 Hldgs %
17.05%
Holding
2,357
New
126
Increased
872
Reduced
1,099
Closed
169

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$154M
2
COP icon
ConocoPhillips
COP
+$127M
3
CVX icon
Chevron
CVX
+$111M
4
REGN icon
Regeneron Pharmaceuticals
REGN
+$107M
5
NRG icon
NRG Energy
NRG
+$83.4M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$376M
2
META icon
Meta Platforms (Facebook)
META
+$195M
3
TGT icon
Target
TGT
+$191M
4
ELV icon
Elevance Health
ELV
+$139M
5
AMZN icon
Amazon
AMZN
+$109M

Sector Composition

Rank Sector Weight
1 Technology 24.19%
2 Healthcare 15.68%
3 Industrials 12.36%
4 Financials 11.55%
5 Consumer Discretionary 11.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBM icon
101
IBM
IBM
$224B
$130M 0.24%
975,510
-147,014
-13% -$18.4M
MCD icon
102
McDonald's
MCD
$195B
$130M 0.24%
486,554
-143,799
-23% -$36.3M
MRNA icon
103
Moderna
MRNA
$23.6B
$130M 0.23%
518,050
+79,961
+18% +$23.4M
MOH icon
104
Molina Healthcare
MOH
$10.3B
$127M 0.23%
400,494
-20,550
-5% -$6.11M
NRG icon
105
NRG Energy
NRG
$24.8B
$126M 0.23%
2,932,180
+2,125,059
+263% +$83.4M
PGR icon
106
Progressive
PGR
$125B
$125M 0.23%
1,220,500
-298,348
-20% -$28.5M
HPQ icon
107
HP
HPQ
$27.5B
$125M 0.23%
3,307,386
-2,779,377
-46% -$90.9M
A icon
108
Agilent Technologies
A
$41.2B
$124M 0.22%
777,333
+155,674
+25% +$24.2M
T icon
109
AT&T
T
$163B
$121M 0.22%
6,517,499
+3,008,130
+86% +$56.2M
GWW icon
110
W.W. Grainger
GWW
$60.2B
$121M 0.22%
234,655
-18,519
-7% -$8.73M
CME icon
111
CME Group
CME
$94.8B
$121M 0.22%
527,918
-43,384
-8% -$9.55M
OC icon
112
Owens Corning
OC
$12.4B
$120M 0.22%
1,332,613
+216,816
+19% +$19.7M
WBA
113
DELISTED
Walgreens Boots Alliance
WBA
$117M 0.21%
2,261,057
+998,070
+79% +$48.3M
ISRG icon
114
Intuitive Surgical
ISRG
$134B
$115M 0.21%
320,199
-93,561
-23% -$32.2M
AU icon
115
AngloGold Ashanti
AU
$48.7B
$114M 0.21%
5,434,566
-1,221,488
-18% -$23.8M
CARR icon
116
Carrier Global
CARR
$52.8B
$114M 0.21%
2,123,925
-1,414,384
-40% -$76.3M
SHW icon
117
Sherwin-Williams
SHW
$89.8B
$113M 0.2%
323,042
-41,713
-11% -$13.5M
DOV icon
118
Dover
DOV
$28.4B
$112M 0.2%
621,660
+95,180
+18% +$16.2M
IP icon
119
International Paper
IP
$22B
$112M 0.2%
2,395,386
+643,937
+37% +$31.8M
DOX icon
120
Amdocs
DOX
$6.22B
$110M 0.2%
1,475,866
-45,035
-3% -$3.38M
TMUS icon
121
T-Mobile US
TMUS
$190B
$110M 0.2%
950,841
-60,260
-6% -$7.09M
LII icon
122
Lennox International
LII
$15.2B
$108M 0.2%
333,049
+65,821
+25% +$20.6M
DUK icon
123
Duke Energy
DUK
$97.3B
$105M 0.19%
1,005,846
+40,683
+4% +$4.12M
C icon
124
Citigroup
C
$226B
$105M 0.19%
1,742,226
+644,035
+59% +$42.8M
WAT icon
125
Waters Corp
WAT
$39.9B
$104M 0.19%
280,929
+53,138
+23% +$18.6M
3 4
5
6 7

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AQR Capital Management's Q4 2021 Portfolio in Review

As of Q4 2021, AQR Capital Management held 2,357 positions worth $55.2B, up 2.3% from $53.9B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

AQR Capital Management withdrew a net $3.83B in Q4 2021, closing 169 positions and reducing 1,099 holdings. Its most notable exit was Kansas City Southern, an estimated $7.54M position sold in full.

By sector, the portfolio is most concentrated in Technology at 24% of assets, up from 23% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, AQR Capital Management opened a new position in Live Nation Entertainment worth $8.76M.

  • AQR Capital Management's largest Q4 2021 buy was Live Nation Entertainment: 73,147 shares worth $8.76M.
  • AQR Capital Management added most to Tesla in Q4 2021, an estimated $154M increase.
  • AQR Capital Management's biggest Q4 2021 reduction was Apple, cutting an estimated $376M.
  • AQR Capital Management fully exited Kansas City Southern in Q4 2021, selling an estimated $7.54M.
  • AQR Capital Management's ten largest holdings make up 17% of its $55.2B portfolio in Q4 2021.
  • AQR Capital Management opened 126 new positions and closed 169 in Q4 2021.
  • AQR Capital Management's portfolio value rose 2.3% quarter-over-quarter to $55.2B.

Based on AQR Capital Management's 13F filing for Q4 2021, filed 14 Feb 2022.