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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
MSCI icon
1601
MSCI
MSCI
$40.9B
$902K ﹤0.01%
22,400
+5,000
+29% +$187K
CLH icon
1602
Clean Harbors
CLH
$16.3B
$898K ﹤0.01%
15,308
-6,675
-30% -$372K
GEOS icon
1603
Geospace Technologies
GEOS
$75.7M
$897K ﹤0.01%
10,638
+118
+1% +$8.79K
CVC
1604
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$897K ﹤0.01%
53,265
+7,965
+18% +$146K
NFG icon
1605
National Fuel Gas
NFG
$7.65B
$894K ﹤0.01%
13,000
-900
-6% -$58.5K
AEL
1606
DELISTED
American Equity Investment Life Holding Company
AEL
$894K ﹤0.01%
42,143
-103,637
-71% -$1.98M
DWRE
1607
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$894K ﹤0.01%
+19,300
New +$870K
WR
1608
DELISTED
Westar Energy Inc
WR
$893K ﹤0.01%
+29,122
New +$931K
INSM icon
1609
Insmed
INSM
$28.6B
$888K ﹤0.01%
56,890
– –
EHC icon
1610
Encompass Health
EHC
$12.4B
$886K ﹤0.01%
32,285
-19,589
-38% -$503K
PMO
1611
Franklin Municipal Opportunities Trust
PMO
$285M
$886K ﹤0.01%
+81,047
New +$878K
FFIN icon
1612
First Financial Bankshares
FFIN
$4.97B
$885K ﹤0.01%
60,200
+15,200
+34% +$227K
BDN
1613
Brandywine Realty Trust
BDN
$554M
$883K ﹤0.01%
67,000
-266,584
-80% -$3.6M
CBOE icon
1614
Cboe Global Markets
CBOE
$29.9B
$881K ﹤0.01%
19,476
+2,176
+13% +$103K
TXRH icon
1615
Texas Roadhouse
TXRH
$13.7B
$880K ﹤0.01%
+33,500
New +$842K
VEDL
1616
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$880K ﹤0.01%
78,120
-24,129
-24% -$236K
ININ
1617
DELISTED
Interactive Intelligence Group, inc.
ININ
$877K ﹤0.01%
13,816
+8,616
+166% +$507K
DIN icon
1618
Dine Brands
DIN
$452M
$876K ﹤0.01%
12,699
– –
EGIO
1619
DELISTED
Edgio, Inc. Common Stock
EGIO
$876K ﹤0.01%
11,351
-13,988
-55% -$1.23M
HL icon
1620
Hecla Mining
HL
$11.3B
$872K ﹤0.01%
277,584
-448,692
-62% -$1.46M
BRE
1621
DELISTED
BRE PROPERTIES INC CL A
BRE
$871K ﹤0.01%
17,150
+400
+2% +$20.2K
CYS
1622
DELISTED
CYS Investments Inc.
CYS
$867K ﹤0.01%
106,600
-15,400
-13% -$124K
RST
1623
DELISTED
ROSETTA STONE INC
RST
$866K ﹤0.01%
+53,357
New +$854K
CIE
1624
DELISTED
Cobalt International Energy, Inc
CIE
$865K ﹤0.01%
2,321
– –
TTEK icon
1625
Tetra Tech
TTEK
$9.07B
$864K ﹤0.01%
+166,860
New +$800K
63 64
65
66 67

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VGA
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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.