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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
AMP icon
126
Ameriprise Financial
AMP
$48.7B
$64.9M 0.19%
563,802
+162,282
+40% +$16.8M
LOW icon
127
Lowe's Companies
LOW
$125B
$64.3M 0.19%
1,297,445
-176,232
-12% -$8.56M
F icon
128
Ford
F
$56B
$63.9M 0.19%
4,143,061
+851,540
+26% +$14.3M
PARA
129
DELISTED
Paramount Global Class B
PARA
$63M 0.19%
988,703
+603,754
+157% +$35.5M
DAL icon
130
Delta Air Lines
DAL
$60.2B
$62.8M 0.19%
2,286,276
-322,887
-12% -$8.68M
TSM icon
131
TSMC
TSM
$2.17T
$62.7M 0.19%
3,595,162
-588,400
-14% -$10.4M
HSY icon
132
Hershey
HSY
$36.8B
$62.4M 0.19%
641,346
+18,600
+3% +$1.79M
MO icon
133
Altria Group
MO
$114B
$61.6M 0.18%
1,605,599
+45,700
+3% +$1.69M
PNC icon
134
PNC Financial Services
PNC
$101B
$60.9M 0.18%
784,478
+294,994
+60% +$22.1M
KR icon
135
Kroger
KR
$34.7B
$60.6M 0.18%
3,063,600
+338,744
+12% +$7.01M
PRU icon
136
Prudential Financial
PRU
$42.1B
$60.5M 0.18%
655,971
+171,883
+36% +$14.7M
TKR icon
137
Timken Company
TKR
$9.01B
$59.9M 0.18%
1,519,643
+255,908
+20% +$9.99M
RS icon
138
Reliance Steel & Aluminium
RS
$21.6B
$59.7M 0.18%
787,827
+112,819
+17% +$8.34M
SJM icon
139
J.M. Smucker
SJM
$12.9B
$59.6M 0.18%
574,823
+22,179
+4% +$2.35M
EIX icon
140
Edison International
EIX
$26.5B
$57.3M 0.17%
1,237,856
+215,817
+21% +$10.2M
BAC icon
141
Bank of America
BAC
$440B
$56.9M 0.17%
3,653,016
-6,987,099
-66% -$104M
HON icon
142
Honeywell
HON
$77.9B
$56.8M 0.17%
691,554
-9,408
-1% -$735K
VLO icon
143
Valero Energy
VLO
$86.4B
$56.3M 0.17%
1,116,605
+11,151
+1% +$470K
AVT icon
144
Avnet
AVT
$7.81B
$56.2M 0.17%
1,273,118
+168,765
+15% +$6.96M
TFCFA
145
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$55.9M 0.17%
1,590,250
-1,146,219
-42% -$38.7M
HRB icon
146
H&R Block
HRB
$5.9B
$55.9M 0.17%
1,925,177
+543,500
+39% +$15.4M
NUS icon
147
Nu Skin
NUS
$259M
$55.5M 0.17%
401,331
+99,888
+33% +$11.8M
LRCX icon
148
Lam Research
LRCX
$386B
$55.4M 0.17%
10,177,090
+8,416,550
+478% +$44.3M
HITK
149
DELISTED
HI-TECH PHARMACAL INC
HITK
$55.2M 0.16%
1,273,011
+194,519
+18% +$8.41M
ACAS
150
DELISTED
American Capital Ltd
ACAS
$54.3M 0.16%
3,470,663
-647,003
-16% -$9.37M
4 5
6
7 8

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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.