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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
NWN icon
1901
Northwest Natural Holdings
NWN
$2.12B
$463K ﹤0.01%
11,022
– –
AMCX icon
1902
AMC Global Media
AMCX
$489M
$462K ﹤0.01%
6,749
+849
+14% +$56.2K
CQP icon
1903
Cheniere Energy
CQP
$31.3B
$460K ﹤0.01%
17,460
– –
CVA
1904
DELISTED
Covanta Holding Corporation
CVA
$460K ﹤0.01%
21,500
-1,100
-5% -$23.1K
GVA icon
1905
Granite Construction
GVA
$5.62B
$459K ﹤0.01%
15,000
-66,200
-82% -$2M
CPF icon
1906
Central Pacific Financial
CPF
$1B
$458K ﹤0.01%
25,888
+224
+0.9% +$4.03K
HURN icon
1907
Huron Consulting
HURN
$2.42B
$458K ﹤0.01%
+8,702
New +$429K
KEG
1908
DELISTED
KEY ENERGY SERVICES INC
KEG
$457K ﹤0.01%
62,747
-5,451
-8% -$39.7K
KRA
1909
DELISTED
Kraton Corporation
KRA
$451K ﹤0.01%
23,033
-111,938
-83% -$2.24M
PRKR
1910
DELISTED
Parkervision Inc
PRKR
$451K ﹤0.01%
13,469
– –
UNXL
1911
DELISTED
Uni-Pixel, Inc.
UNXL
$451K ﹤0.01%
25,429
– –
ACLS icon
1912
Axcelis
ACLS
$4.33B
$450K ﹤0.01%
53,295
+30,601
+135% +$248K
FDI
1913
DELISTED
FORT DEARBORN INCOME SECS
FDI
$450K ﹤0.01%
+32,257
New +$451K
APD icon
1914
Air Products & Chemicals
APD
$67.6B
$448K ﹤0.01%
4,540
-24,647
-84% -$2.34M
NID
1915
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$448K ﹤0.01%
+38,988
New +$454K
SFY
1916
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$446K ﹤0.01%
39,018
-123,430
-76% -$1.48M
POST icon
1917
Post Holdings
POST
$3.57B
$445K ﹤0.01%
16,832
-37,701
-69% -$1.1M
BCF
1918
DELISTED
BLACKROCK REAL ASSET EQUITY TRUST
BCF
$436K ﹤0.01%
+48,599
New +$438K
PEGA icon
1919
Pegasystems
PEGA
$5.38B
$434K ﹤0.01%
43,600
+13,784
+46% +$126K
WNC icon
1920
Wabash National
WNC
$527M
$434K ﹤0.01%
37,215
+689
+2% +$7.42K
KEYW
1921
DELISTED
The KEYW Holding Corporation
KEYW
$431K ﹤0.01%
32,019
-3,600
-10% -$45.8K
AAN.A
1922
DELISTED
The Aaron's Company Inc Class A
AAN.A
$431K ﹤0.01%
15,566
-10,827
-41% -$300K
IIM icon
1923
Invesco Value Municipal Income Trust
IIM
$598M
$430K ﹤0.01%
+31,719
New +$429K
MKL icon
1924
Markel Group
MKL
$23.2B
$430K ﹤0.01%
830
-151
-15% -$79.3K
SSB icon
1925
SouthState Bank Corp
SSB
$10.5B
$430K ﹤0.01%
+7,800
New +$427K
75 76
77
78 79

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Jones Financial Companies
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BNP Paribas Financial Markets
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Millennium Management
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American Century Companies
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HSBC Holdings
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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.