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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 | |
|---|---|---|---|---|---|---|
|
1
Apple
AAPL
$4.95T
| $1.9B | 3.51% |
13,397,002
-1,159,773
| -8% | -$171M |
|
2
Microsoft
MSFT
$2.89T
| $1.71B | 3.17% |
6,064,217
-345,395
| -5% | -$100M |
|
|
3
Amazon
AMZN
$2.49T
| $968M | 1.79% |
5,891,640
-1,063,080
| -15% | -$183M |
|
4
Alphabet (Google) Class A
GOOGL
$3.99T
| $955M | 1.77% |
7,147,460
-422,720
| -6% | -$57.5M |
|
5
Meta Platforms (Facebook)
META
$1.51T
| $882M | 1.63% |
2,597,868
-288,453
| -10% | -$104M |
|
6
TSMC
TSM
$2.07T
| $760M | 1.41% |
6,807,028
-3,469
| -0.1% | -$407K |
|
7
Thermo Fisher Scientific
TMO
$208B
| $636M | 1.18% |
1,113,783
+49,310
| +5% | +$27.1M |
|
|
8
Alphabet (Google) Class C
GOOG
$3.99T
| $559M | 1.04% |
4,195,400
-276,340
| -6% | -$38.1M |
|
9
Procter & Gamble
PG
$346B
| $524M | 0.97% |
3,748,803
-236,658
| -6% | -$33.5M |
|
10
Johnson & Johnson
JNJ
$641B
| $492M | 0.91% |
3,045,771
-68,907
| -2% | -$11.8M |
|
11
Target
TGT
$63.7B
| $471M | 0.87% |
2,060,291
-272,402
| -12% | -$68.2M |
|
12
Texas Instruments
TXN
$255B
| $437M | 0.81% |
2,272,371
-179,206
| -7% | -$34.2M |
|
13
JPMorgan Chase
JPM
$947B
| $427M | 0.79% |
2,605,709
-6,117
| -0.2% | -$959K |
|
14
Walmart Inc
WMT
$889B
| $417M | 0.77% |
8,969,004
-587,838
| -6% | -$28.3M |
|
15
Intel
INTC
$462B
| $401M | 0.74% |
7,528,328
-691,221
| -8% | -$37.5M |
|
16
Cisco
CSCO
$452B
| $398M | 0.74% |
7,313,526
-467,632
| -6% | -$26.2M |
|
17
Allstate
ALL
$67.3B
| $377M | 0.7% |
2,961,842
-12,676
| -0.4% | -$1.68M |
|
18
Accenture
ACN
$94.3B
| $372M | 0.69% |
1,163,057
+10,516
| +0.9% | +$3.42M |
|
19
Merck
MRK
$323B
| $364M | 0.68% |
4,849,316
-60,654
| -1% | -$4.61M |
|
20
UnitedHealth
UNH
$379B
| $342M | 0.63% |
875,928
+70,695
| +9% | +$29.3M |
|
21
Home Depot
HD
$335B
| $342M | 0.63% |
1,042,014
-89,750
| -8% | -$29.5M |
|
22
Elevance Health
ELV
$82.1B
| $315M | 0.58% |
846,005
+135,267
| +19% | +$51.4M |
|
23
Berkshire Hathaway Class B
BRK.B
$1.07T
| $300M | 0.56% |
1,100,492
-24,157
| -2% | -$6.78M |
|
24
Costco
COST
$422B
| $296M | 0.55% |
658,369
-70,840
| -10% | -$31.1M |
|
25
NVIDIA
NVDA
$4.76T
| $294M | 0.54% |
14,182,460
-4,164,300
| -23% | -$86.5M |
|
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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.