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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
PH icon
251
Parker-Hannifin
PH
$135B
$30.1M 0.09%
234,068
+37,968
+19% +$4.41M
OSK icon
252
Oshkosh
OSK
$9.59B
$30.1M 0.09%
597,204
+139,767
+31% +$6.97M
AMT icon
253
American Tower
AMT
$80.4B
$30.1M 0.09%
376,808
-9,200
-2% -$714K
BBD icon
254
Banco Bradesco
BBD
$36.7B
$30M 0.09%
6,100,290
-1,035,674
-15% -$5.51M
SPXC icon
255
SPX Corp
SPXC
$10.8B
$29.8M 0.09%
1,187,170
+62,345
+6% +$1.43M
JCI icon
256
Johnson Controls International
JCI
$92.2B
$29.8M 0.09%
553,860
+382,600
+223% +$18.8M
UPS icon
257
United Parcel Service
UPS
$88.9B
$29.6M 0.09%
281,793
+65,954
+31% +$6.5M
NFLX icon
258
Netflix
NFLX
$309B
$29.5M 0.09%
5,613,720
+1,980,370
+55% +$9.72M
DTV
259
DELISTED
DIRECTV COM STK (DE)
DTV
$29.5M 0.09%
427,114
+2,809
+0.7% +$180K
LXK
260
DELISTED
Lexmark Intl Inc
LXK
$29.4M 0.09%
826,586
+147,517
+22% +$5.2M
PL
261
DELISTED
PROTECTIVE LIFE CORP
PL
$29M 0.09%
572,034
-18,775
-3% -$884K
INGR icon
262
Ingredion
INGR
$6.58B
$28.9M 0.09%
421,567
-19,035
-4% -$1.29M
ARW icon
263
Arrow Electronics
ARW
$10.4B
$28.7M 0.09%
528,269
+24,262
+5% +$1.23M
WLL
264
DELISTED
Whiting Petroleum Corporation
WLL
$28.6M 0.09%
1,542
+537
+53% +$10.2M
GNW icon
265
Genworth Financial
GNW
$3.71B
$28.6M 0.09%
1,839,832
+200,460
+12% +$2.9M
VIV icon
266
Telefônica Brasil
VIV
$19.2B
$28.5M 0.09%
1,485,301
+75,900
+5% +$1.54M
RHI icon
267
Robert Half
RHI
$4.37B
$28M 0.08%
667,049
+65,400
+11% +$2.58M
STT icon
268
State Street
STT
$50.7B
$28M 0.08%
381,243
+132,548
+53% +$9.29M
JOSB
269
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
$27.8M 0.08%
+507,466
New +$26M
APOL
270
DELISTED
Apollo Education Group Inc Class A
APOL
$27.4M 0.08%
1,001,766
+213,825
+27% +$5.31M
LNC icon
271
Lincoln National
LNC
$8.81B
$27.3M 0.08%
528,794
-322,061
-38% -$15.4M
ED icon
272
Consolidated Edison
ED
$39.9B
$27M 0.08%
488,998
+63,200
+15% +$3.56M
TECD
273
DELISTED
Tech Data Corp
TECD
$26.8M 0.08%
520,125
+4,369
+0.8% +$224K
CPWR
274
DELISTED
COMPUWARE CORP
CPWR
$26.8M 0.08%
2,490,522
+484,794
+24% +$5.06M
LLL
275
DELISTED
L3 Technologies, Inc.
LLL
$26.8M 0.08%
250,896
-8,700
-3% -$870K
9 10
11
12 13

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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.