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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
+10.3%
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
$33.5B
AUM Growth
+$5.13B
Cap. Flow
+$508M
Cap. Flow %
1.52%
Top 10 Hldgs %
8.14%
Holding
2,737
New
267
Increased
1,135
Reduced
846
Closed
177

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$173M
2
VOD icon
Vodafone
VOD
+$139M
3
VPHM
VIROPHARMA INC
VPHM
+$127M
4
OMC icon
Omnicom Group
OMC
+$107M
5
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$93.9M

Top Sells

Rank Stock Value
1
NYX
NYSE EURONEXT INC
NYX
+$131M
2
WCRX
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
+$110M
3
BAC icon
Bank of America
BAC
+$104M
4
ELN
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
+$91.8M
5
DELL
DELL INC
DELL
+$91.6M

Sector Composition

Rank Sector Weight
1 Healthcare 12.89%
2 Technology 11.93%
3 Financials 11.58%
4 Consumer Discretionary 10.17%
5 Industrials 9.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JBL icon
226
Jabil
JBL
$35.8B
$35.2M 0.1%
2,015,819
+600,217
+42% +$12.2M
RGA icon
227
Reinsurance Group of America
RGA
$16.1B
$35.1M 0.1%
453,048
+12,673
+3% +$923K
MUSA icon
228
Murphy USA
MUSA
$9.61B
$34.8M 0.1%
837,599
+572,394
+216% +$24.3M
LVS icon
229
Las Vegas Sands
LVS
$29.6B
$34.6M 0.1%
438,682
+262,436
+149% +$18.9M
AEO icon
230
American Eagle Outfitters
AEO
$3.01B
$34.4M 0.1%
2,386,864
+325,711
+16% +$4.83M
PNW icon
231
Pinnacle West Capital
PNW
$12.2B
$34.2M 0.1%
645,611
+64,552
+11% +$3.54M
GIS icon
232
General Mills
GIS
$19.7B
$33.8M 0.1%
677,241
+88,100
+15% +$4.39M
R icon
233
Ryder
R
$10.1B
$33.8M 0.1%
457,490
+74,516
+19% +$4.94M
MNK
234
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$33.5M 0.1%
640,463
+277,359
+76% +$13.2M
PLCM
235
DELISTED
POLYCOM INC
PLCM
$33.5M 0.1%
2,980,200
+289,519
+11% +$3.12M
DINO icon
236
HF Sinclair
DINO
$14.5B
$33.2M 0.1%
667,338
-184,900
-22% -$8.43M
TRW
237
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$33.1M 0.1%
444,398
-199,563
-31% -$15M
L icon
238
Loews
L
$23.6B
$33M 0.1%
684,714
+122,900
+22% +$5.87M
ROK icon
239
Rockwell Automation
ROK
$49B
$33M 0.1%
278,954
+86,764
+45% +$9.64M
ALV icon
240
Autoliv
ALV
$9B
$32.9M 0.1%
497,506
+68,012
+16% +$4.44M
ENIA
241
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$32.9M 0.1%
4,068,942
+307,764
+8% +$2.63M
PRE
242
DELISTED
PARTNERRE LTD
PRE
$32.7M 0.1%
309,848
+209,612
+209% +$20.6M
FRX
243
DELISTED
FOREST LABORATORIES INC
FRX
$32.3M 0.1%
538,212
+104,100
+24% +$5.24M
GIVN
244
DELISTED
GIVEN IMAGING LTD
GIVN
$32.2M 0.1%
+1,071,323
New +$25.1M
ANR
245
DELISTED
Alpha Natural Resources Inc
ANR
$32.2M 0.1%
4,511,944
-70,320
-2% -$475K
VCI
246
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
$32.1M 0.1%
938,242
+921,277
+5,430% +$27.2M
CSE
247
DELISTED
CAPITALSOURCE INC
CSE
$31.6M 0.09%
2,200,814
+1,388,437
+171% +$18.6M
CXT icon
248
Crane NXT
CXT
$3.07B
$31.3M 0.09%
1,338,277
+174,968
+15% +$3.84M
ESRX
249
DELISTED
Express Scripts Holding Company
ESRX
$30.9M 0.09%
440,473
-884,393
-67% -$57.8M
UTHR icon
250
United Therapeutics
UTHR
$23.1B
$30.2M 0.09%
266,933
+91,449
+52% +$8.25M
8 9
10
11 12

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AQR Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, AQR Capital Management held 2,737 positions worth $33.5B, up 18% from $28.4B the previous quarter. Its ten largest holdings account for 8.1% of the portfolio.

AQR Capital Management's Q4 2013 filing shows 267 new, 1,135 increased, 846 reduced and 177 closed positions. Its largest new stake was Vodafone: 3,682,137 shares worth $148M. The largest sale was NYSE EURONEXT INC, an estimated $131M.

By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 12% a quarter earlier, followed by Technology and Financials.

  • AQR Capital Management's largest Q4 2013 buy was Vodafone: 3,682,137 shares worth $148M.
  • AQR Capital Management added most to Meta Platforms (Facebook) in Q4 2013, an estimated $173M increase.
  • AQR Capital Management's biggest Q4 2013 reduction was Bank of America, cutting an estimated $104M.
  • AQR Capital Management fully exited NYSE EURONEXT INC in Q4 2013, selling an estimated $131M.
  • AQR Capital Management's ten largest holdings make up 8.1% of its $33.5B portfolio in Q4 2013.
  • AQR Capital Management opened 267 new positions and closed 177 in Q4 2013.
  • AQR Capital Management's portfolio value rose 18% quarter-over-quarter to $33.5B.

Based on AQR Capital Management's 13F filing for Q4 2013, filed 14 Feb 2014.