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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
+7.27%
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
$28.4B
AUM Growth
+$196M
Cap. Flow
-$3.1B
Cap. Flow %
-10.94%
Top 10 Hldgs %
8.25%
Holding
2,633
New
316
Increased
839
Reduced
1,040
Closed
162

Top Buys

Rank Stock Value
1
HMA
HEALTH MGMT ASSOC INC CL-A
HMA
+$105M
2
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$86.2M
3
ELN
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
+$78.8M
4
BAC icon
Bank of America
BAC
+$73.8M
5
CTB
Cooper Tire & Rubber Co.
CTB
+$64M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$112M
2
ZTS icon
Zoetis
ZTS
+$95.2M
3
AMP icon
Ameriprise Financial
AMP
+$71.8M
4
CLWR
CLEARWIRE CORP NEW CL A COM STK (DE)
CLWR
+$67.1M
5
C icon
Citigroup
C
+$65.5M

Sector Composition

Rank Sector Weight
1 Financials 12.97%
2 Healthcare 12.49%
3 Technology 11.23%
4 Consumer Discretionary 9.69%
5 Industrials 8.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATO icon
876
Atmos Energy
ATO
$28.8B
$3.65M 0.01%
85,785
+22,701
+36% +$959K
PZZA icon
877
Papa John's
PZZA
$806M
$3.65M 0.01%
104,398
-34,026
-25% -$1.18M
XLNX
878
DELISTED
Xilinx Inc
XLNX
$3.64M 0.01%
77,766
+42,765
+122% +$1.92M
DF
879
DELISTED
Dean Foods Company
DF
$3.63M 0.01%
188,256
-119,258
-39% -$2.41M
GOV
880
DELISTED
Government Properties Income Trust
GOV
$3.62M 0.01%
151,456
-37,700
-20% -$929K
PBR icon
881
Petrobras
PBR
$116B
$3.62M 0.01%
233,900
+6,900
+3% +$98.3K
PCAR icon
882
PACCAR
PCAR
$70.1B
$3.56M 0.01%
96,050
+22,370
+30% +$832K
OXSQ icon
883
Oxford Square Capital
OXSQ
$157M
$3.56M 0.01%
365,059
-228,741
-39% -$2.25M
JBHT icon
884
JB Hunt Transport Services
JBHT
$25.2B
$3.54M 0.01%
48,588
+29,788
+158% +$2.22M
RGP icon
885
Resources Connection
RGP
$145M
$3.53M 0.01%
260,197
-257,800
-50% -$3.38M
JKHY icon
886
Jack Henry & Associates
JKHY
$11.1B
$3.53M 0.01%
68,349
+25,300
+59% +$1.26M
MNST icon
887
Monster Beverage
MNST
$88.5B
$3.52M 0.01%
403,998
+301,296
+293% +$2.97M
WBS icon
888
Webster Financial
WBS
$12.8B
$3.52M 0.01%
137,775
-84,280
-38% -$2.24M
AGN
889
DELISTED
Allergan plc
AGN
$3.52M 0.01%
24,412
-70,463
-74% -$9.39M
SVU
890
DELISTED
SUPERVALU Inc.
SVU
$3.51M 0.01%
60,931
-48,612
-44% -$2.56M
BALL icon
891
Ball Corp
BALL
$16.8B
$3.5M 0.01%
156,200
-35,400
-18% -$795K
SRI icon
892
Stoneridge
SRI
$213M
$3.5M 0.01%
324,076
+313,576
+2,986% +$3.88M
GTN icon
893
Gray Television
GTN
$552M
$3.5M 0.01%
445,389
+334,554
+302% +$2.51M
ALB icon
894
Albemarle
ALB
$15.5B
$3.49M 0.01%
55,500
-25,671
-32% -$1.62M
EMN icon
895
Eastman Chemical
EMN
$8.42B
$3.49M 0.01%
44,804
+13,646
+44% +$1.05M
MWW
896
DELISTED
Monster Worldwide Inc
MWW
$3.48M 0.01%
787,766
+709,414
+905% +$3.48M
HAFC icon
897
Hanmi Financial
HAFC
$946M
$3.48M 0.01%
209,863
+182,780
+675% +$3.13M
UNF icon
898
Unifirst Corp
UNF
$5.25B
$3.46M 0.01%
33,143
+5,543
+20% +$548K
SCOR icon
899
Comscore
SCOR
$109M
$3.44M 0.01%
5,930
+5,340
+905% +$2.98M
ACGL icon
900
Arch Capital
ACGL
$33.6B
$3.42M 0.01%
189,465
-34,572
-15% -$618K
34 35
36
37 38

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AQR Capital Management's Q3 2013 Portfolio in Review

As of Q3 2013, AQR Capital Management held 2,633 positions worth $28.4B, up 0.7% from $28.2B the previous quarter. Its ten largest holdings account for 8.2% of the portfolio.

AQR Capital Management withdrew a net $3.1B in Q3 2013, closing 162 positions and reducing 1,040 holdings. Its most notable exit was CLEARWIRE CORP NEW CL A COM STK (DE), an estimated $67.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 14% a quarter earlier, followed by Healthcare and Technology.

Against the trend, AQR Capital Management opened a new position in Twenty-First Century Fox, Inc. Class A worth $91.7M.

  • AQR Capital Management's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 2,736,469 shares worth $91.7M.
  • AQR Capital Management added most to HEALTH MGMT ASSOC INC CL-A in Q3 2013, an estimated $105M increase.
  • AQR Capital Management's biggest Q3 2013 reduction was Pfizer, cutting an estimated $112M.
  • AQR Capital Management fully exited CLEARWIRE CORP NEW CL A COM STK (DE) in Q3 2013, selling an estimated $67.1M.
  • AQR Capital Management's ten largest holdings make up 8.2% of its $28.4B portfolio in Q3 2013.
  • AQR Capital Management opened 316 new positions and closed 162 in Q3 2013.
  • AQR Capital Management's portfolio value rose 0.7% quarter-over-quarter to $28.4B.

Based on AQR Capital Management's 13F filing for Q3 2013, filed 14 Nov 2013.