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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
LSE
126
DELISTED
CAPLEASE, INC
LSE
$54.7M 0.19%
6,447,331
+5,932,072
+1,151% +$50.4M
TKR icon
127
Timken Company
TKR
$9.03B
$54.6M 0.19%
1,263,735
-183,366
-13% -$7.86M
PSX icon
128
Phillips 66
PSX
$81.4B
$54M 0.19%
933,470
+178,818
+24% +$10.4M
MO icon
129
Altria Group
MO
$114B
$53.6M 0.19%
1,559,899
-36,384
-2% -$1.28M
UNP icon
130
Union Pacific
UNP
$174B
$53.1M 0.19%
683,524
+47,684
+7% +$3.77M
OMC icon
131
Omnicom Group
OMC
$23.4B
$52.9M 0.19%
833,165
+777,801
+1,405% +$49.5M
SPG icon
132
Simon Property Group
SPG
$72.3B
$52.5M 0.19%
376,725
-1,944
-0.5% -$282K
LSI
133
DELISTED
LSI CORPORATION
LSI
$52.5M 0.19%
6,716,700
+563,228
+9% +$4.31M
HON icon
134
Honeywell
HON
$78B
$52.3M 0.18%
700,962
+300,486
+75% +$22.3M
ACN icon
135
Accenture
ACN
$108B
$51.9M 0.18%
705,310
-695,633
-50% -$51.5M
BLC
136
DELISTED
BELO CORP SER A
BLC
$50.9M 0.18%
3,718,221
+3,402,480
+1,078% +$48.1M
FIRE
137
DELISTED
SOURCEFIRE INC COM STK
FIRE
$50.7M 0.18%
+667,372
New +$47.7M
RS icon
138
Reliance Steel & Aluminium
RS
$21.6B
$49.5M 0.17%
675,008
-97,820
-13% -$6.83M
FLEX icon
139
Flex
FLEX
$44.8B
$49.1M 0.17%
7,166,464
-1,600,760
-18% -$10.5M
SKS
140
DELISTED
SAKS INCORPORATED
SKS
$48.5M 0.17%
3,042,413
+2,918,013
+2,346% +$45.4M
TGNA
141
DELISTED
TEGNA Inc
TGNA
$47.6M 0.17%
3,394,268
+202,068
+6% +$2.7M
CBD
142
DELISTED
Companhia Brasileira de Distribuicao
CBD
$47.5M 0.17%
1,032,281
+212,700
+26% +$9.34M
CB icon
143
Chubb
CB
$135B
$47.4M 0.17%
506,976
-130,459
-20% -$11.9M
GM.PRB
144
DELISTED
GENERAL MTRS CO JR PFD CONV SER B (DE)
GM.PRB
$47.2M 0.17%
+936,075
New +$46.7M
V icon
145
Visa
V
$677B
$47.1M 0.17%
986,236
-356,100
-27% -$16.5M
EIX icon
146
Edison International
EIX
$26.4B
$47.1M 0.17%
1,022,039
-25,917
-2% -$1.23M
CL icon
147
Colgate-Palmolive
CL
$74.4B
$47M 0.17%
792,574
-44,424
-5% -$2.63M
MTB icon
148
M&T Bank
MTB
$36.2B
$47M 0.17%
419,736
+59,474
+17% +$6.88M
HITK
149
DELISTED
HI-TECH PHARMACAL INC
HITK
$46.5M 0.16%
1,078,492
+1,006,415
+1,396% +$38.5M
COST icon
150
Costco
COST
$420B
$46.4M 0.16%
402,792
-11,027
-3% -$1.27M
4 5
6
7 8

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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.