We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
601
Freeport-McMoran
FCX
$95.9B
| $13.2M | 0.02% |
404,728
-103,669
| -20% | -$3.65M |
|
602
Mercury Systems
MRCY
$6.49B
| $13.2M | 0.02% |
277,533
+164,697
| +146% | +$9.15M |
|
603
Credicorp
BAP
$29.9B
| $13.1M | 0.02% |
118,087
-1,845
| -2% | -$201K |
|
604
MasTec
MTZ
$21.9B
| $13.1M | 0.02% |
151,823
+74,286
| +96% | +$7.05M |
|
605
QuidelOrtho
QDEL
$969M
| $13.1M | 0.02% |
92,511
-153,800
| -62% | -$20.7M |
|
606
Dr. Reddy's Laboratories
RDY
$10.3B
| $13M | 0.02% |
999,970
+100,400
| +11% | +$1.34M |
|
607
Brighthouse Financial
BHF
$3.4B
| $13M | 0.02% |
287,311
-6,193
| -2% | -$279K |
|
608
CNO Financial Group
CNO
$5.11B
| $13M | 0.02% |
551,135
+72,726
| +15% | +$1.7M |
|
609
Fortive
FTV
$18.7B
| $12.7M | 0.02% |
239,614
+124,474
| +108% | +$6.81M |
|
|
SCHW
610
Charles Schwab
SCHW
$187B
| $12.7M | 0.02% |
174,183
+44,637
| +34% | +$3.19M |
|
611
Pool Corp
POOL
$7.33B
| $12.7M | 0.02% |
29,178
-211
| -0.7% | -$100K |
|
612
OGE Energy
OGE
$9.61B
| $12.6M | 0.02% |
383,502
+138,566
| +57% | +$4.78M |
|
613
Walt Disney
DIS
$178B
| $12.5M | 0.02% |
73,937
-245,014
| -77% | -$43.7M |
|
614
WaFd
WAFD
$2.81B
| $12.5M | 0.02% |
364,474
+77,714
| +27% | +$2.53M |
|
615
TJX Companies
TJX
$173B
| $12.5M | 0.02% |
189,360
-792,788
| -81% | -$55.3M |
|
616
Constellation Brands
STZ
$22.6B
| $12.4M | 0.02% |
58,969
-90,341
| -61% | -$19.7M |
|
617
AMC Entertainment Holdings
AMC
$2.14B
| $12.3M | 0.02% |
32,382
+7,213
| +29% | +$2.91M |
|
618
Erie Indemnity
ERIE
$13.5B
| $12.3M | 0.02% |
69,184
-5,751
| -8% | -$1.04M |
|
|
SGI
619
Somnigroup International
SGI
$13.8B
| $12.3M | 0.02% |
264,890
+42,489
| +19% | +$1.86M |
|
620
CubeSmart
CUBE
$9.24B
| $12.3M | 0.02% |
253,155
+38,794
| +18% | +$1.96M |
|
621
Envista
NVST
$4.61B
| $12.2M | 0.02% |
292,475
+116,888
| +67% | +$4.93M |
|
622
Factset
FDS
$10B
| $12.2M | 0.02% |
30,792
+833
| +3% | +$303K |
|
|
EFOR
623
Everforth Inc
EFOR
$1.33B
| $12.1M | 0.02% |
107,164
-58,816
| -35% | -$6.19M |
|
624
Marriott Vacations Worldwide
VAC
$4.01B
| $12.1M | 0.02% |
76,913
-15,518
| -17% | -$2.35M |
|
625
Gen Digital
GEN
$17.5B
| $12.1M | 0.02% |
477,131
-78,647
| -14% | -$2.05M |
|
Similar funds
VGA
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.