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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
-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
Cap. Flow
-$3.34B
Cap. Flow %
-6.19%
Top 10 Hldgs %
17.39%
Holding
2,400
New
176
Increased
945
Reduced
1,029
Closed
165

Top Buys

Rank Stock Value
1
COF icon
Capital One
COF
+$129M
2
EOG icon
EOG Resources
EOG
+$112M
3
TT icon
Trane Technologies
TT
+$81.4M
4
DE icon
Deere & Co
DE
+$74.4M
5
ADP icon
Automatic Data Processing
ADP
+$66.3M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$763M
2
AMZN icon
Amazon
AMZN
+$183M
3
AAPL icon
Apple
AAPL
+$171M
4
ORCL icon
Oracle
ORCL
+$162M
5
KR icon
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
RSG icon
51
Republic Services
RSG
$65.7B
$200M 0.37%
1,666,889
+75,086
+5% +$8.98M
EXPD icon
52
Expeditors International
EXPD
$23.2B
$199M 0.37%
1,667,166
+206,556
+14% +$25.9M
TRV icon
53
Travelers Companies
TRV
$80.2B
$195M 0.36%
1,279,983
-148,255
-10% -$23M
ITW icon
54
Illinois Tool Works
ITW
$84.5B
$192M 0.36%
927,892
+90,350
+11% +$20.4M
NKE icon
55
Nike
NKE
$61.9B
$191M 0.35%
1,315,751
-141,740
-10% -$23.1M
TSLA icon
56
Tesla
TSLA
$1.3T
$190M 0.35%
733,284
-426,678
-37% -$100M
INFY icon
57
Infosys
INFY
$50.7B
$187M 0.35%
8,423,296
-1,028,016
-11% -$23.2M
DE icon
58
Deere & Co
DE
$168B
$186M 0.34%
555,224
+206,415
+59% +$74.4M
CARR icon
59
Carrier Global
CARR
$52.8B
$183M 0.34%
3,538,309
+265,536
+8% +$14.3M
EG icon
60
Everest Group
EG
$14.4B
$181M 0.34%
721,736
+3,343
+0.5% +$857K
VALE icon
61
Vale
VALE
$62.6B
$181M 0.33%
12,947,995
+1,407,188
+12% +$27.6M
AZO icon
62
AutoZone
AZO
$51.1B
$180M 0.33%
105,762
+26,600
+34% +$42.7M
BBY icon
63
Best Buy
BBY
$17.3B
$177M 0.33%
1,673,738
-786,520
-32% -$88.4M
QCOM icon
64
Qualcomm
QCOM
$176B
$175M 0.33%
1,359,215
+436,545
+47% +$61.9M
MDT icon
65
Medtronic
MDT
$112B
$174M 0.32%
1,388,847
-13,230
-0.9% -$1.71M
LRCX icon
66
Lam Research
LRCX
$390B
$174M 0.32%
3,057,940
+820,820
+37% +$49.9M
CL icon
67
Colgate-Palmolive
CL
$74.4B
$168M 0.31%
2,223,234
+53,649
+2% +$4.26M
REGN icon
68
Regeneron Pharmaceuticals
REGN
$80.8B
$167M 0.31%
276,033
+81,918
+42% +$50.9M
HPQ icon
69
HP
HPQ
$27.5B
$167M 0.31%
6,086,763
-2,580,131
-30% -$74.1M
MRNA icon
70
Moderna
MRNA
$23.6B
$166M 0.31%
438,089
-247,604
-36% -$91.3M
MTD icon
71
Mettler-Toledo International
MTD
$28.6B
$165M 0.31%
119,833
-4,240
-3% -$6.38M
LOW icon
72
Lowe's Companies
LOW
$125B
$165M 0.31%
811,665
-559,903
-41% -$112M
ETN icon
73
Eaton
ETN
$174B
$163M 0.3%
1,090,937
-26,200
-2% -$4.19M
RHI icon
74
Robert Half
RHI
$4.37B
$163M 0.3%
1,619,698
-16,633
-1% -$1.63M
MA icon
75
Mastercard
MA
$493B
$162M 0.3%
467,356
-129,734
-22% -$47.2M
1 2
3
4 5

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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.