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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
TRV icon
51
Travelers Companies
TRV
$80.5B
$127M 0.38%
1,397,235
+98,675
+8% +$8.62M
AIZ icon
52
Assurant
AIZ
$14.7B
$124M 0.37%
1,863,713
+241,008
+15% +$14.7M
KO icon
53
Coca-Cola
KO
$374B
$123M 0.37%
2,988,946
+33,000
+1% +$1.3M
BRCD
54
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$117M 0.35%
13,225,407
+1,588,439
+14% +$13.2M
BA icon
55
Boeing
BA
$184B
$115M 0.34%
840,833
+104,328
+14% +$13.6M
PPG icon
56
PPG Industries
PPG
$26B
$115M 0.34%
1,207,656
+166,426
+16% +$15M
ATVI
57
DELISTED
Activision Blizzard
ATVI
$113M 0.34%
6,345,150
+1,104,818
+21% +$19M
VZ icon
58
Verizon
VZ
$195B
$113M 0.34%
2,302,149
-41,089
-2% -$2.02M
BRK.B icon
59
Berkshire Hathaway Class B
BRK.B
$1.13T
$112M 0.34%
946,745
-7,606
-0.8% -$880K
UNM icon
60
Unum
UNM
$14.2B
$112M 0.33%
3,196,160
+333,134
+12% +$10.9M
MRO
61
DELISTED
Marathon Oil Corporation
MRO
$111M 0.33%
3,148,325
+191,611
+6% +$6.84M
COR icon
62
Cencora
COR
$63.2B
$110M 0.33%
1,566,268
+34,400
+2% +$2.31M
MRVL icon
63
Marvell Technology
MRVL
$189B
$109M 0.32%
7,569,706
+332,409
+5% +$4.28M
GS icon
64
Goldman Sachs
GS
$301B
$109M 0.32%
613,225
-428,632
-41% -$70.7M
PEP icon
65
PepsiCo
PEP
$189B
$107M 0.32%
1,295,849
+68,200
+6% +$5.66M
SNTS
66
DELISTED
SANTARUS INC
SNTS
$107M 0.32%
3,337,584
+3,018,305
+945% +$84.8M
IBM icon
67
IBM
IBM
$220B
$106M 0.32%
589,983
-49,897
-8% -$8.6M
FIS icon
68
Fidelity National Information Services
FIS
$22.1B
$106M 0.32%
1,969,700
-15,200
-0.8% -$750K
CI icon
69
Cigna
CI
$72.7B
$105M 0.31%
1,201,893
+602,705
+101% +$49.3M
WMT icon
70
Walmart Inc
WMT
$892B
$103M 0.31%
3,930,945
-2,394,690
-38% -$61.8M
HTSI
71
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
$103M 0.31%
2,087,580
+938,297
+82% +$46.3M
HUM icon
72
Humana
HUM
$44.1B
$101M 0.3%
978,877
+203,001
+26% +$19.9M
EG icon
73
Everest Group
EG
$14.2B
$99.9M 0.3%
641,144
-2,139
-0.3% -$327K
VIAB
74
DELISTED
Viacom Inc. Class B
VIAB
$99M 0.3%
1,133,435
+220,208
+24% +$18.2M
SLM icon
75
SLM Corp
SLM
$5.15B
$98.7M 0.29%
10,503,745
+1,452,321
+16% +$13.4M
1 2
3
4 5

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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.