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 | |
|---|---|---|---|---|---|---|
201
Allegion
ALLE
$14.1B
| $65.3M | 0.12% |
494,235
+217,328
| +78% | +$30.2M |
|
|
CERN
202
DELISTED
Cerner Corp
CERN
| $64.9M | 0.12% |
920,419
+293,944
| +47% | +$22.7M |
|
203
ResMed
RMD
$31.6B
| $64.2M | 0.12% |
243,452
-64,509
| -21% | -$17.6M |
|
204
Dick's Sporting Goods
DKS
$18.8B
| $63.4M | 0.12% |
529,476
-233,546
| -31% | -$27.2M |
|
205
Rockwell Automation
ROK
$48.8B
| $63.3M | 0.12% |
215,282
+8,862
| +4% | +$2.72M |
|
206
Ameren
AEE
$29.7B
| $63M | 0.12% |
777,738
-31,140
| -4% | -$2.66M |
|
207
State Street
STT
$51.2B
| $62.9M | 0.12% |
742,136
+9,710
| +1% | +$845K |
|
208
Regal Rexnord
RRX
$11.8B
| $62.7M | 0.12% |
416,982
-4,559
| -1% | -$654K |
|
209
American Water Works
AWK
$26.3B
| $62.5M | 0.12% |
369,516
+13,169
| +4% | +$2.3M |
|
210
Jazz Pharmaceuticals
JAZZ
$16.9B
| $62.2M | 0.12% |
477,323
-481,068
| -50% | -$72.7M |
|
211
Linde
LIN
$226B
| $62M | 0.11% |
211,173
-202,338
| -49% | -$61.5M |
|
212
CACI
CACI
$14.1B
| $61.9M | 0.11% |
236,216
-6,211
| -3% | -$1.6M |
|
213
Kohl's
KSS
$2.15B
| $61.8M | 0.11% |
1,322,392
-307,098
| -19% | -$16.4M |
|
214
Knight Transportation
KNX
$11.4B
| $61.2M | 0.11% |
1,197,264
-923,856
| -44% | -$46.5M |
|
215
Penske Automotive Group
PAG
$14.1B
| $61.2M | 0.11% |
608,258
-28,923
| -5% | -$2.54M |
|
216
West Pharmaceutical
WST
$25.1B
| $61.2M | 0.11% |
144,074
+869
| +0.6% | +$366K |
|
|
CTRA
217
DELISTED
Coterra Energy
CTRA
| $61.1M | 0.11% |
2,805,666
+2,201,747
| +365% | +$37.8M |
|
218
Tractor Supply
TSCO
$17.8B
| $60M | 0.11% |
1,480,735
-286,560
| -16% | -$11.1M |
|
|
WBA
219
DELISTED
Walgreens Boots Alliance
WBA
| $59.4M | 0.11% |
1,262,987
+613,937
| +95% | +$29.6M |
|
220
Consolidated Edison
ED
$39.3B
| $59.4M | 0.11% |
817,742
-177,106
| -18% | -$13.2M |
|
221
Dollar General
DG
$27B
| $59.2M | 0.11% |
279,067
-172,181
| -38% | -$38.9M |
|
222
Becton Dickinson
BDX
$48.4B
| $57.9M | 0.11% |
241,570
-13,483
| -5% | -$3.31M |
|
223
Deckers Outdoor
DECK
$12.9B
| $57.9M | 0.11% |
963,852
-212,640
| -18% | -$14.6M |
|
224
Harmony Gold Mining
HMY
$12B
| $57.6M | 0.11% |
18,277,050
-5,143,441
| -22% | -$18.9M |
|
225
WEC Energy
WEC
$34.6B
| $57.6M | 0.11% |
652,716
-3,112
| -0.5% | -$292K |
|
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.