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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
AEP icon
151
American Electric Power
AEP
$68.2B
$54.1M 0.16%
1,157,980
+93,700
+9% +$4.32M
STLD icon
152
Steel Dynamics
STLD
$37.5B
$53.6M 0.16%
2,744,766
+452,088
+20% +$8.29M
ABBV icon
153
AbbVie
ABBV
$431B
$53.5M 0.16%
1,012,582
+703,435
+228% +$34.6M
SIG icon
154
Signet Jewelers
SIG
$3.65B
$53.3M 0.16%
676,660
+73,623
+12% +$5.57M
TW
155
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$53.1M 0.16%
416,306
+260,500
+167% +$30.3M
SPG icon
156
Simon Property Group
SPG
$71.9B
$53.1M 0.16%
370,865
-5,860
-2% -$844K
COST icon
157
Costco
COST
$421B
$52.6M 0.16%
441,834
+39,042
+10% +$4.67M
TUP
158
DELISTED
Tupperware Brands Corporation
TUP
$52.3M 0.16%
553,560
+24,768
+5% +$2.25M
APTV icon
159
Aptiv
APTV
$9.61B
$52.3M 0.16%
870,000
+643,000
+283% +$37.2M
PPLI
160
People Inc
PPLI
$3.2B
$51.8M 0.15%
4,223,162
+378,809
+10% +$3.91M
LUV icon
161
Southwest Airlines
LUV
$23B
$51.4M 0.15%
2,727,056
+621,335
+30% +$10.8M
CB icon
162
Chubb
CB
$137B
$51.3M 0.15%
495,478
-11,498
-2% -$1.13M
AET
163
DELISTED
Aetna Inc
AET
$51.2M 0.15%
746,735
+203,193
+37% +$13.3M
TTM
164
DELISTED
Tata Motors Limited
TTM
$51.2M 0.15%
1,661,413
+334,300
+25% +$10.2M
CL icon
165
Colgate-Palmolive
CL
$74.1B
$51.1M 0.15%
783,321
-9,253
-1% -$592K
PHM icon
166
Pultegroup
PHM
$24.7B
$49.8M 0.15%
2,443,745
+222,655
+10% +$3.95M
FITB
167
Fifth Third Bancorp
FITB
$51.7B
$49.7M 0.15%
2,364,618
+148,742
+7% +$2.91M
TWX
168
DELISTED
Time Warner Inc
TWX
$49.2M 0.15%
736,286
-288,530
-28% -$18.7M
TJX icon
169
TJX Companies
TJX
$179B
$48.9M 0.15%
1,534,964
+328,000
+27% +$9.94M
COP icon
170
ConocoPhillips
COP
$140B
$48.5M 0.14%
687,088
+202,237
+42% +$14.5M
ITT icon
171
ITT
ITT
$19.2B
$48.1M 0.14%
1,106,797
+132,853
+14% +$5.28M
OA
172
DELISTED
Orbital ATK, Inc.
OA
$48M 0.14%
394,474
-12,237
-3% -$1.38M
DCUB
173
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$47.8M 0.14%
878,475
+578,475
+193% +$31.6M
MTB icon
174
M&T Bank
MTB
$36.1B
$47.6M 0.14%
409,172
-10,564
-3% -$1.2M
MA icon
175
Mastercard
MA
$505B
$46.9M 0.14%
561,570
+286,140
+104% +$21.3M
5 6
7
8 9

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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.