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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 | |
|---|---|---|---|---|---|---|
476
Southern Company
SO
$106B
| $21M | 0.04% |
339,471
-23,221
| -6% | -$1.5M |
|
|
TMHC
477
DELISTED
Taylor Morrison
TMHC
| $20.8M | 0.04% |
807,044
-227,512
| -22% | -$6.02M |
|
478
IPG Photonics
IPGP
$3.65B
| $20.8M | 0.04% |
131,256
+52,674
| +67% | +$9.68M |
|
479
XPO
XPO
$23.4B
| $20.7M | 0.04% |
437,363
+269,257
| +160% | +$13.5M |
|
480
NXP Semiconductors
NXPI
$59.7B
| $20.6M | 0.04% |
105,368
-109,860
| -51% | -$22.8M |
|
|
ANSS
481
DELISTED
Ansys
ANSS
| $20.5M | 0.04% |
60,129
-8,887
| -13% | -$3.21M |
|
482
Toro Company
TTC
$9.46B
| $20.3M | 0.04% |
208,885
+19,220
| +10% | +$2.1M |
|
483
Federated Hermes
FHI
$4.73B
| $20.3M | 0.04% |
625,377
-179,127
| -22% | -$5.84M |
|
|
HPP
484
Hudson Pacific Properties
HPP
$737M
| $20.3M | 0.04% |
110,323
-2,573
| -2% | -$485K |
|
485
Concentrix
CNXC
$1.57B
| $20.3M | 0.04% |
114,535
-21,065
| -16% | -$3.49M |
|
486
Incyte
INCY
$24.6B
| $20.3M | 0.04% |
294,496
+52,593
| +22% | +$4M |
|
487
Equity Residential
EQR
$24.6B
| $20.1M | 0.04% |
248,463
-825
| -0.3% | -$68.1K |
|
488
Simpson Manufacturing
SSD
$8.15B
| $20M | 0.04% |
186,605
+31,180
| +20% | +$3.45M |
|
489
Take-Two Interactive
TTWO
$46.7B
| $20M | 0.04% |
129,511
+44,344
| +52% | +$7.18M |
|
490
Arch Capital
ACGL
$33.6B
| $20M | 0.04% |
522,546
-301,235
| -37% | -$11.9M |
|
491
Texas Capital Bancshares
TCBI
$4.35B
| $19.7M | 0.04% |
327,724
+120,390
| +58% | +$7.5M |
|
492
Donaldson
DCI
$11.3B
| $19.7M | 0.04% |
342,556
-16,863
| -5% | -$1.09M |
|
493
Roku
ROKU
$22.5B
| $19.6M | 0.04% |
64,272
-36,630
| -36% | -$13.8M |
|
|
UMPQ
494
DELISTED
Umpqua Holdings Corp
UMPQ
| $19.6M | 0.04% |
969,175
-460,646
| -32% | -$8.83M |
|
495
Builders FirstSource
BLDR
$8.05B
| $19.5M | 0.04% |
377,236
-166,608
| -31% | -$8.14M |
|
496
Synchrony
SYF
$25.7B
| $19.5M | 0.04% |
398,887
+74,012
| +23% | +$3.6M |
|
497
Charter Communications
CHTR
$18.6B
| $19.4M | 0.04% |
26,632
+1,736
| +7% | +$1.32M |
|
498
MGM Resorts International
MGM
$11B
| $19.2M | 0.04% |
445,729
-333,786
| -43% | -$13.6M |
|
|
SKX
499
DELISTED
Skechers
SKX
| $19.1M | 0.04% |
453,525
-121,024
| -21% | -$5.99M |
|
500
CEMIG Preferred Shares
CIG
$5.78B
| $18.9M | 0.04% |
12,697,266
+2,322,821
| +22% | +$3.26M |
|
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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.