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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
AAPL icon
1
Apple
AAPL
$4.95T
$1.96B 3.55%
11,014,692
-2,382,310
-18% -$376M
MSFT icon
2
Microsoft
MSFT
$2.89T
$1.95B 3.54%
5,812,554
-251,663
-4% -$81.6M
GOOGL icon
3
Alphabet (Google) Class A
GOOGL
$3.99T
$943M 1.71%
6,510,640
-636,820
-9% -$91.7M
AMZN icon
4
Amazon
AMZN
$2.49T
$876M 1.59%
5,254,780
-636,860
-11% -$109M
TSM icon
5
TSMC
TSM
$2.07T
$792M 1.44%
6,584,793
-222,235
-3% -$26M
META icon
6
Meta Platforms (Facebook)
META
$1.51T
$677M 1.23%
2,011,363
-586,505
-23% -$195M
TMO icon
7
Thermo Fisher Scientific
TMO
$208B
$631M 1.14%
946,192
-167,591
-15% -$105M
GOOG icon
8
Alphabet (Google) Class C
GOOG
$3.99T
$547M 0.99%
3,782,980
-412,420
-10% -$59.6M
PG icon
9
Procter & Gamble
PG
$346B
$519M 0.94%
3,192,924
-555,879
-15% -$82.5M
JNJ icon
10
Johnson & Johnson
JNJ
$641B
$511M 0.93%
2,986,050
-59,721
-2% -$9.78M
CSCO icon
11
Cisco
CSCO
$452B
$438M 0.79%
6,914,183
-399,343
-5% -$22.8M
TSLA icon
12
Tesla
TSLA
$1.22T
$420M 0.76%
1,191,090
+457,806
+62% +$154M
HD icon
13
Home Depot
HD
$335B
$419M 0.76%
1,020,354
-21,660
-2% -$8.25M
UNH icon
14
UnitedHealth
UNH
$379B
$417M 0.76%
830,577
-45,351
-5% -$20.5M
NVDA icon
15
NVIDIA
NVDA
$4.76T
$417M 0.76%
14,176,370
-6,090
-0% -$168K
ACN icon
16
Accenture
ACN
$94.3B
$405M 0.73%
980,677
-182,380
-16% -$66.5M
PFE icon
17
Pfizer
PFE
$141B
$404M 0.73%
6,845,729
+1,190,989
+21% +$59M
JPM icon
18
JPMorgan Chase
JPM
$947B
$389M 0.7%
2,454,587
-151,122
-6% -$24.8M
ALL icon
19
Allstate
ALL
$67.3B
$378M 0.68%
3,210,281
+248,439
+8% +$29.4M
TXN icon
20
Texas Instruments
TXN
$255B
$369M 0.67%
1,959,243
-313,128
-14% -$60.1M
WMT icon
21
Walmart Inc
WMT
$889B
$358M 0.65%
7,521,138
-1,447,866
-16% -$69.1M
COST icon
22
Costco
COST
$422B
$348M 0.63%
620,991
-37,378
-6% -$19.1M
INTC icon
23
Intel
INTC
$462B
$332M 0.6%
6,455,219
-1,073,109
-14% -$54.9M
PEP icon
24
PepsiCo
PEP
$191B
$317M 0.58%
1,843,645
-99,354
-5% -$16.2M
ARW icon
25
Arrow Electronics
ARW
$10.9B
$308M 0.56%
2,294,592
-244,003
-10% -$29.9M
1
2 3 4 5

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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.