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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 | |
|---|---|---|---|---|---|---|
176
Wipro
WIT
$20B
| $74.5M | 0.14% |
16,876,786
-7,475,338
| -31% | -$32.7M |
|
177
Baidu
BIDU
$37.2B
| $74.3M | 0.14% |
482,966
-18,633
| -4% | -$3.06M |
|
178
Johnson Controls International
JCI
$92.2B
| $74.2M | 0.14% |
1,090,191
-155,451
| -12% | -$11.2M |
|
179
Caterpillar
CAT
$387B
| $73.1M | 0.14% |
380,874
+63,822
| +20% | +$13.3M |
|
180
Avery Dennison
AVY
$13.4B
| $73.1M | 0.14% |
352,545
+107,817
| +44% | +$23.1M |
|
181
Air Products & Chemicals
APD
$67.6B
| $72.8M | 0.14% |
284,277
+53,967
| +23% | +$14.9M |
|
182
Rollins
ROL
$18.2B
| $72.6M | 0.13% |
2,054,035
+122,747
| +6% | +$4.59M |
|
183
Mohawk Industries
MHK
$9.22B
| $72.4M | 0.13% |
408,075
+40,171
| +11% | +$7.78M |
|
|
BNY
184
Bank of New York Mellon
BNY
$107B
| $72M | 0.13% |
1,387,970
-864,545
| -38% | -$44.9M |
|
185
AT&T
T
$163B
| $71.6M | 0.13% |
3,509,369
-1,560,228
| -31% | -$32.8M |
|
186
Organon & Co
OGN
$3.57B
| $71.2M | 0.13% |
2,171,865
+1,679,885
| +341% | +$53.8M |
|
187
Cadence Design Systems
CDNS
$93.4B
| $71M | 0.13% |
468,974
-14,556
| -3% | -$2.22M |
|
188
JB Hunt Transport Services
JBHT
$25.2B
| $70.8M | 0.13% |
423,466
-51,452
| -11% | -$8.77M |
|
189
Edwards Lifesciences
EW
$51.7B
| $70.4M | 0.13% |
621,845
-69,469
| -10% | -$7.93M |
|
190
FedEx
FDX
$75.4B
| $70.4M | 0.13% |
321,009
-251,406
| -44% | -$68.2M |
|
191
TD Synnex
SNX
$20.2B
| $69.9M | 0.13% |
671,352
-148,071
| -18% | -$17.7M |
|
192
Prologis
PLD
$133B
| $69.4M | 0.13% |
553,211
+5,311
| +1% | +$689K |
|
193
Pinduoduo
PDD
$131B
| $68.6M | 0.13% |
757,001
+4,686
| +0.6% | +$456K |
|
194
Intercontinental Exchange
ICE
$84.4B
| $68.1M | 0.13% |
593,429
-41,893
| -7% | -$4.97M |
|
195
NVR
NVR
$17B
| $67.8M | 0.13% |
14,135
+1,544
| +12% | +$7.84M |
|
196
Netflix
NFLX
$309B
| $67.6M | 0.13% |
1,107,800
-318,090
| -22% | -$17.5M |
|
197
Chevron
CVX
$366B
| $65.6M | 0.12% |
646,182
-324,833
| -33% | -$32.4M |
|
|
Y
198
DELISTED
Alleghany Corp
Y
| $65.4M | 0.12% |
104,748
+59,492
| +131% | +$39.3M |
|
199
Northrop Grumman
NOC
$81.2B
| $65.4M | 0.12% |
181,592
-15,404
| -8% | -$5.57M |
|
200
Global Payments
GPN
$22.8B
| $65.4M | 0.12% |
414,789
+182,666
| +79% | +$31.7M |
|
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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.