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 | |
|---|---|---|---|---|---|---|
|
SIVB
101
DELISTED
SVB Financial Group
SIVB
| $126M | 0.23% |
194,586
-4,564
| -2% | -$2.65M |
|
102
Micron Technology
MU
$991B
| $124M | 0.23% |
1,753,728
+69,060
| +4% | +$5.19M |
|
|
103
Automatic Data Processing
ADP
$108B
| $124M | 0.23% |
619,135
+321,934
| +108% | +$66.3M |
|
104
ExxonMobil
XOM
$634B
| $124M | 0.23% |
2,103,178
+823,296
| +64% | +$46.9M |
|
105
Clorox
CLX
$12.7B
| $123M | 0.23% |
740,643
-188,018
| -20% | -$32.4M |
|
106
Humana
HUM
$46.2B
| $122M | 0.23% |
314,192
-69,561
| -18% | -$29.5M |
|
107
McKesson
MCK
$101B
| $122M | 0.23% |
611,485
-242,254
| -28% | -$48.4M |
|
108
Hormel Foods
HRL
$13.8B
| $120M | 0.22% |
2,934,722
-296,115
| -9% | -$13.4M |
|
109
Tyson Foods
TSN
$20.4B
| $120M | 0.22% |
1,516,498
-533,361
| -26% | -$40.3M |
|
110
Quest Diagnostics
DGX
$26.3B
| $120M | 0.22% |
822,434
+451,088
| +121% | +$66M |
|
111
CDW
CDW
$17B
| $117M | 0.22% |
642,833
+105,419
| +20% | +$19.9M |
|
112
Vertex Pharmaceuticals
VRTX
$126B
| $116M | 0.22% |
639,317
-67,436
| -10% | -$13.2M |
|
113
Labcorp
LH
$25.9B
| $115M | 0.21% |
477,369
+258,930
| +119% | +$65.3M |
|
114
Amdocs
DOX
$6.22B
| $115M | 0.21% |
1,520,901
+80,331
| +6% | +$6.22M |
|
115
Molina Healthcare
MOH
$10.3B
| $114M | 0.21% |
421,044
-8,058
| -2% | -$2.13M |
|
116
Chubb
CB
$135B
| $111M | 0.21% |
641,286
-165,029
| -20% | -$28.9M |
|
117
Wells Fargo
WFC
$264B
| $111M | 0.21% |
2,390,516
+628,537
| +36% | +$29.1M |
|
118
CME Group
CME
$94.8B
| $110M | 0.2% |
571,302
+146,380
| +34% | +$29.7M |
|
119
Generac Holdings
GNRC
$12.5B
| $109M | 0.2% |
265,976
+101,684
| +62% | +$43.6M |
|
|
ATVI
120
DELISTED
Activision Blizzard
ATVI
| $107M | 0.2% |
1,386,370
+25,312
| +2% | +$2.12M |
|
121
United Parcel Service
UPS
$88.9B
| $107M | 0.2% |
584,859
+32,095
| +6% | +$6.34M |
|
122
AngloGold Ashanti
AU
$48.7B
| $106M | 0.2% |
6,656,054
-649,027
| -9% | -$11.2M |
|
123
AutoNation
AN
$6.92B
| $106M | 0.2% |
868,620
-257,567
| -23% | -$29.1M |
|
124
Lennar Class A
LEN
$21.2B
| $104M | 0.19% |
1,143,743
-60,003
| -5% | -$5.94M |
|
125
J.M. Smucker
SJM
$12.8B
| $103M | 0.19% |
856,883
+48,035
| +6% | +$6.11M |
|
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.