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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
CI icon
151
Cigna
CI
$74.6B
$85M 0.15%
370,153
-75,096
-17% -$16M
DELL icon
152
Dell
DELL
$293B
$85M 0.15%
1,512,564
-108,668
-7% -$6.06M
GPN icon
153
Global Payments
GPN
$22.8B
$84.9M 0.15%
627,959
+213,170
+51% +$29.4M
CLX icon
154
Clorox
CLX
$12.7B
$84.6M 0.15%
490,619
-250,024
-34% -$41.7M
WFC icon
155
Wells Fargo
WFC
$264B
$84.3M 0.15%
1,757,001
-633,515
-27% -$31.2M
COR icon
156
Cencora
COR
$61.2B
$84M 0.15%
632,438
-200,890
-24% -$24.7M
UPS icon
157
United Parcel Service
UPS
$88.9B
$83.3M 0.15%
392,968
-191,891
-33% -$39M
NVR icon
158
NVR
NVR
$17B
$83.1M 0.15%
14,137
+2
+0% +$10.6K
PLD icon
159
Prologis
PLD
$133B
$83.1M 0.15%
493,567
-59,644
-11% -$8.9M
LYB icon
160
LyondellBasell Industries
LYB
$19.2B
$82.4M 0.15%
893,469
+373,055
+72% +$34.6M
ATVI
161
DELISTED
Activision Blizzard
ATVI
$82.3M 0.15%
1,236,378
-149,992
-11% -$10.3M
JBHT icon
162
JB Hunt Transport Services
JBHT
$25.2B
$81.4M 0.15%
401,009
-22,457
-5% -$4.32M
ALLE icon
163
Allegion
ALLE
$14.4B
$81M 0.15%
616,249
+122,014
+25% +$16M
EW icon
164
Edwards Lifesciences
EW
$51.7B
$80.9M 0.15%
624,599
+2,754
+0.4% +$321K
MDLZ icon
165
Mondelez International
MDLZ
$79.9B
$80.9M 0.15%
1,229,733
-286,786
-19% -$17.7M
MKL icon
166
Markel Group
MKL
$23.2B
$80.8M 0.15%
65,519
-17,852
-21% -$22.5M
RS icon
167
Reliance Steel & Aluminium
RS
$21.6B
$80.4M 0.15%
498,804
+111,029
+29% +$17.2M
HII icon
168
Huntington Ingalls Industries
HII
$12.8B
$80.3M 0.15%
433,991
-26,543
-6% -$5.13M
JCI icon
169
Johnson Controls International
JCI
$92.2B
$80M 0.15%
986,582
-103,609
-10% -$7.84M
ROK icon
170
Rockwell Automation
ROK
$49B
$79.6M 0.14%
229,768
+14,486
+7% +$4.8M
BIIB icon
171
Biogen
BIIB
$30.7B
$78.7M 0.14%
328,221
-22,639
-6% -$5.82M
ALLY icon
172
Ally Financial
ALLY
$13.3B
$78.5M 0.14%
1,648,665
-61,819
-4% -$3.06M
AIZ icon
173
Assurant
AIZ
$14.3B
$77.3M 0.14%
497,921
+9,057
+2% +$1.44M
BDX icon
174
Becton Dickinson
BDX
$48.2B
$76.9M 0.14%
313,407
+71,837
+30% +$17.2M
MOS icon
175
The Mosaic Company
MOS
$7.33B
$76.9M 0.14%
1,956,311
-667,806
-25% -$25.6M
5 6
7
8 9

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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.