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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
KSU
1051
DELISTED
Kansas City Southern
KSU
$2.82M 0.01%
22,750
-15,248
-40% -$1.82M
AIV
1052
Aimco
AIV
$383M
$2.8M 0.01%
812,236
+12,011
+2% +$43.1K
KELYA icon
1053
Kelly Services Class A
KELYA
$528M
$2.8M 0.01%
112,237
-17,200
-13% -$375K
WAT icon
1054
Waters Corp
WAT
$39.9B
$2.8M 0.01%
27,984
+25,284
+936% +$2.55M
AGC
1055
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$2.8M 0.01%
384,154
+29,795
+8% +$212K
GNRC icon
1056
Generac Holdings
GNRC
$12.5B
$2.8M 0.01%
49,360
+8,425
+21% +$412K
BOBE
1057
DELISTED
Bob Evans Farms, Inc.
BOBE
$2.79M 0.01%
55,248
+12,500
+29% +$684K
KFY icon
1058
Korn Ferry
KFY
$4.28B
$2.79M 0.01%
106,935
+53,220
+99% +$1.26M
ATW
1059
DELISTED
Atwood Oceanics
ATW
$2.79M 0.01%
52,289
+12,300
+31% +$663K
LPNT
1060
DELISTED
LifePoint Health, Inc.
LPNT
$2.79M 0.01%
52,836
-33,623
-39% -$1.69M
KTOS icon
1061
Kratos Defense & Security Solutions
KTOS
$11.4B
$2.79M 0.01%
363,143
+279,128
+332% +$2.1M
BMS
1062
DELISTED
Bemis
BMS
$2.79M 0.01%
68,100
-7,400
-10% -$291K
CNI icon
1063
Canadian National Railway
CNI
$76.6B
$2.78M 0.01%
48,726
+36,964
+314% +$2.03M
ASRT
1064
DELISTED
Assertio
ASRT
$2.78M 0.01%
4,373
+1,043
+31% +$510K
CBRL icon
1065
Cracker Barrel
CBRL
$1.29B
$2.78M 0.01%
25,223
+7,721
+44% +$838K
AYI icon
1066
Acuity Brands
AYI
$10.8B
$2.77M 0.01%
25,381
+12,300
+94% +$1.25M
KOG
1067
DELISTED
KODIAK OIL & GAS CORP
KOG
$2.77M 0.01%
247,362
+7,005
+3% +$83.8K
DRIV
1068
DELISTED
DIGITAL RIVER INC.
DRIV
$2.77M 0.01%
149,600
-11,684
-7% -$209K
CPL
1069
DELISTED
CPFL Energia S.A.
CPL
$2.77M 0.01%
182,775
-22,849
-11% -$363K
ELP
1070
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$2.76M 0.01%
525,795
+81,750
+18% +$447K
MAA icon
1071
Mid-America Apartment Communities
MAA
$15.7B
$2.76M 0.01%
45,482
+16,631
+58% +$1.04M
FLG
1072
Flagstar Bank National Association
FLG
$5.82B
$2.76M 0.01%
54,659
+1,100
+2% +$53.3K
CBM
1073
DELISTED
Cambrex Corporation
CBM
$2.76M 0.01%
154,975
+19,200
+14% +$332K
IDT icon
1074
IDT Corp
IDT
$1.62B
$2.76M 0.01%
218,848
+19,532
+10% +$276K
RFMD
1075
DELISTED
RF MICRO DEVICES INC
RFMD
$2.76M 0.01%
534,712
+194,200
+57% +$1.04M
41 42
43
44 45

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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.