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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
-0.4%
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
$53.9B
AUM Growth
-$3.86B
(-6.7%)
Cap. Flow
-$3.34B
Cap. Flow
% of AUM
-6.19%
Top 10 Holdings %
Top 10 Hldgs %
17.39%
Holding
2,400
New
176
Increased
945
Reduced
1,029
Closed
165
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Capital One
COF
|
+$129M |
| 2 |
EOG Resources
EOG
|
+$112M |
| 3 |
Trane Technologies
TT
|
+$81.4M |
| 4 |
Deere & Co
DE
|
+$74.4M |
| 5 |
Automatic Data Processing
ADP
|
+$66.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alibaba
BABA
|
+$763M |
| 2 |
Amazon
AMZN
|
+$183M |
| 3 |
Apple
AAPL
|
+$171M |
| 4 |
Oracle
ORCL
|
+$162M |
| 5 |
Kroger
KR
|
+$156M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.27% |
| 2 | Healthcare | 15.12% |
| 3 | Industrials | 12.88% |
| 4 | Financials | 12.22% |
| 5 | Consumer Discretionary | 11.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
McCormick & Company Non-Voting
MKC
$14.3B
| $35.7M | 0.07% |
440,451
-855
| -0.2% | -$73.4K |
|
327
Emcor
EME
$35.7B
| $35.7M | 0.07% |
309,313
-12,525
| -4% | -$1.5M |
|
328
Pentair
PNR
$10.7B
| $35.7M | 0.07% |
491,209
+200,631
| +69% | +$15M |
|
329
MSC Industrial Direct
MSM
$6.87B
| $35.6M | 0.07% |
444,503
+36,125
| +9% | +$3.07M |
|
|
BERY
330
DELISTED
Berry Global Group, Inc.
BERY
| $35.5M | 0.07% |
635,038
-202,640
| -24% | -$12M |
|
331
Cirrus Logic
CRUS
$6.11B
| $35.4M | 0.07% |
429,986
-10,077
| -2% | -$838K |
|
332
Hartford Financial Services
HIG
$38.7B
| $35.3M | 0.07% |
502,165
+80,872
| +19% | +$5.35M |
|
333
NewMarket
NEU
$8.37B
| $35.2M | 0.07% |
103,945
+6,103
| +6% | +$2M |
|
334
Ryder
R
$9.98B
| $35.1M | 0.07% |
424,933
+19,605
| +5% | +$1.51M |
|
335
Cardinal Health
CAH
$55.5B
| $35M | 0.06% |
707,380
-1,233,789
| -64% | -$66.9M |
|
336
Fidelity National Information Services
FIS
$21.9B
| $34.9M | 0.06% |
286,487
+86,637
| +43% | +$11.6M |
|
|
DOCU
337
DocuSign
DOCU
$11.4B
| $34.8M | 0.06% |
135,012
-6,657
| -5% | -$1.92M |
|
338
Jefferies Financial Group
JEF
$12.8B
| $34.7M | 0.06% |
978,622
-274,144
| -22% | -$9.17M |
|
339
First American
FAF
$7.37B
| $34.6M | 0.06% |
516,293
-139,538
| -21% | -$9.32M |
|
340
W.R. Berkley
WRB
$26.3B
| $34.5M | 0.06% |
1,061,757
+336,150
| +46% | +$11.1M |
|
|
TGNA
341
DELISTED
TEGNA Inc
TGNA
| $34.4M | 0.06% |
1,743,040
-146,957
| -8% | -$2.67M |
|
342
American Electric Power
AEP
$66.9B
| $34.3M | 0.06% |
422,653
+81,879
| +24% | +$7.15M |
|
343
Acuity Brands
AYI
$10.6B
| $34M | 0.06% |
195,908
+56,306
| +40% | +$9.87M |
|
344
Steel Dynamics
STLD
$38.5B
| $33.7M | 0.06% |
575,626
+77,911
| +16% | +$4.98M |
|
345
Dolby
DLB
$5.82B
| $33.6M | 0.06% |
382,289
+70,782
| +23% | +$6.86M |
|
346
Yum China
YUMC
$16.5B
| $33.6M | 0.06% |
578,289
-2,852
| -0.5% | -$175K |
|
347
White Mountains Insurance
WTM
$5.04B
| $33.5M | 0.06% |
31,341
+2,997
| +11% | +$3.35M |
|
348
EPAM Systems
EPAM
$5.02B
| $33.2M | 0.06% |
58,243
+9,287
| +19% | +$5.46M |
|
349
NRG Energy
NRG
$25B
| $33M | 0.06% |
807,121
+295,089
| +58% | +$12.6M |
|
350
Cooper Companies
COO
$14.9B
| $32.8M | 0.06% |
317,756
+93,220
| +42% | +$9.95M |
|
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AQR Capital Management's Q3 2021 Portfolio in Review
As of Q3 2021, AQR Capital Management held 2,400 positions worth $53.9B, down 6.7% from $57.8B the previous quarter. Its ten largest holdings account for 17% of the portfolio.
AQR Capital Management withdrew a net $3.34B in Q3 2021, closing 165 positions and reducing 1,029 holdings. Its most notable exit was Alibaba, an estimated $763M position sold in full.
By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Healthcare and Industrials.
Against the trend, AQR Capital Management opened a new position in Albertsons Companies worth $15M.
- AQR Capital Management's largest Q3 2021 buy was Albertsons Companies: 481,384 shares worth $15M.
- AQR Capital Management added most to Capital One in Q3 2021, an estimated $129M increase.
- AQR Capital Management's biggest Q3 2021 reduction was Amazon, cutting an estimated $183M.
- AQR Capital Management fully exited Alibaba in Q3 2021, selling an estimated $763M.
- AQR Capital Management's ten largest holdings make up 17% of its $53.9B portfolio in Q3 2021.
- AQR Capital Management opened 176 new positions and closed 165 in Q3 2021.
- AQR Capital Management's portfolio value fell 6.7% quarter-over-quarter to $53.9B.
Based on AQR Capital Management's 13F filing for Q3 2021, filed 15 Nov 2021.