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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 | |
|---|---|---|---|---|---|---|
26
PepsiCo
PEP
$190B
| $292M | 0.54% |
1,942,999
-227,157
| -10% | -$35.2M |
|
27
Arrow Electronics
ARW
$10.4B
| $285M | 0.53% |
2,538,595
-194,842
| -7% | -$22.5M |
|
28
Adobe
ADBE
$105B
| $284M | 0.53% |
494,108
-69,596
| -12% | -$43.8M |
|
29
Danaher
DHR
$144B
| $271M | 0.5% |
1,003,897
+54,455
| +6% | +$14.8M |
|
|
30
Capital One
COF
$134B
| $261M | 0.48% |
1,613,610
+791,038
| +96% | +$129M |
|
31
Old Dominion Freight Line
ODFL
$44.9B
| $257M | 0.48% |
1,794,136
-50,698
| -3% | -$7.03M |
|
32
Amgen
AMGN
$222B
| $252M | 0.47% |
1,184,255
-18,128
| -2% | -$4.17M |
|
33
Cummins
CMI
$88.7B
| $249M | 0.46% |
1,109,178
+154,560
| +16% | +$36.2M |
|
34
Pfizer
PFE
$153B
| $243M | 0.45% |
5,654,740
+252,045
| +5% | +$11.2M |
|
35
Abbott
ABT
$187B
| $235M | 0.44% |
1,991,504
-104,884
| -5% | -$12.9M |
|
36
Visa
V
$677B
| $234M | 0.43% |
1,048,320
+24,037
| +2% | +$5.64M |
|
37
Verizon
VZ
$196B
| $233M | 0.43% |
4,319,638
+634,400
| +17% | +$35.1M |
|
38
3M
MMM
$94.3B
| $231M | 0.43% |
1,574,651
+146,290
| +10% | +$23.7M |
|
39
Blackrock
BLK
$176B
| $231M | 0.43% |
275,313
+30,031
| +12% | +$26.9M |
|
40
Goldman Sachs
GS
$303B
| $229M | 0.42% |
605,400
+148,438
| +32% | +$58M |
|
|
41
Oracle
ORCL
$423B
| $222M | 0.41% |
2,543,230
-1,832,701
| -42% | -$162M |
|
42
Applied Materials
AMAT
$428B
| $220M | 0.41% |
1,711,335
-60,383
| -3% | -$8.2M |
|
43
Public Storage
PSA
$61.3B
| $215M | 0.4% |
724,355
+121,994
| +20% | +$38.3M |
|
44
Synopsys
SNPS
$79.7B
| $213M | 0.4% |
712,114
+126,796
| +22% | +$38.5M |
|
45
AbbVie
ABBV
$435B
| $213M | 0.39% |
1,972,456
+103,628
| +6% | +$11.8M |
|
46
Estee Lauder
EL
$32B
| $212M | 0.39% |
707,306
-164,353
| -19% | -$53.7M |
|
47
Broadcom
AVGO
$2.04T
| $210M | 0.39% |
4,333,560
+80,770
| +2% | +$3.93M |
|
48
Eli Lilly
LLY
$1.06T
| $208M | 0.39% |
899,648
-53,712
| -6% | -$13.3M |
|
49
Intuit
INTU
$89B
| $205M | 0.38% |
379,328
-145,706
| -28% | -$78.5M |
|
|
50
Trane Technologies
TT
$106B
| $202M | 0.37% |
1,169,761
+423,193
| +57% | +$81.4M |
|
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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.