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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
BCPC
1926
Balchem Corp
BCPC
$5.72B
$429K ﹤0.01%
8,282
+124
+2% +$6.11K
MIY icon
1927
BlackRock MuniYield Michigan Quality Fund
MIY
$353M
$427K ﹤0.01%
+33,442
New +$421K
ENTR
1928
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$427K ﹤0.01%
97,600
+18,600
+24% +$77.7K
QDEL icon
1929
QuidelOrtho
QDEL
$838M
$426K ﹤0.01%
15,003
– –
ARQ icon
1930
Arq
ARQ
$89.3M
$426K ﹤0.01%
+19,950
New +$411K
SFG
1931
DELISTED
STANCORP FINL GRP
SFG
$426K ﹤0.01%
+7,742
New +$415K
ILG
1932
DELISTED
ILG, Inc Common Stock
ILG
$425K ﹤0.01%
18,000
– –
WPZ
1933
DELISTED
Williams Partners L.P.
WPZ
$425K ﹤0.01%
9,329
– –
PAA icon
1934
Plains All American Pipeline
PAA
$16.1B
$424K ﹤0.01%
8,056
– –
VGR
1935
DELISTED
Vector Group Ltd.
VGR
$424K ﹤0.01%
49,782
+22,079
+80% +$185K
MTZ icon
1936
MasTec
MTZ
$21.9B
$423K ﹤0.01%
13,951
+956
+7% +$31.4K
VRE
1937
DELISTED
Veris Residential
VRE
$423K ﹤0.01%
19,300
-25,572
-57% -$583K
QGENF
1938
DELISTED
QIAGEN NV
QGENF
$422K ﹤0.01%
19,705
-20,700
-51% -$443K
MOH icon
1939
Molina Healthcare
MOH
$10.3B
$421K ﹤0.01%
+11,821
New +$436K
PAI
1940
Western Asset Investment Grade Income Fund
PAI
$114M
$421K ﹤0.01%
33,116
+21,471
+184% +$271K
UHT
1941
Universal Health Realty Income Trust
UHT
$594M
$421K ﹤0.01%
10,063
-1,700
-14% -$72.2K
SGEN
1942
DELISTED
Seagen Inc. Common Stock
SGEN
$421K ﹤0.01%
9,600
-47,840
-83% -$1.99M
CLD
1943
DELISTED
Cloud Peak Energy Inc
CLD
$421K ﹤0.01%
28,700
-112,900
-80% -$1.81M
ISBC
1944
DELISTED
Investors Bancorp, Inc.
ISBC
$420K ﹤0.01%
48,918
– –
PRGS icon
1945
Progress Software
PRGS
$1.76B
$419K ﹤0.01%
16,206
– –
TRMK icon
1946
Trustmark
TRMK
$2.75B
$419K ﹤0.01%
16,353
– –
WSBC icon
1947
WesBanco
WSBC
$4B
$419K ﹤0.01%
14,094
+242
+2% +$7.07K
PPO
1948
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$418K ﹤0.01%
10,200
-100
-1% -$4.26K
ENLK
1949
DELISTED
EnLink Midstream Partners, LP
ENLK
$417K ﹤0.01%
20,970
– –
THI
1950
DELISTED
TIM HORTONS INC COM, CANADA
THI
$416K ﹤0.01%
+7,168
New +$407K
76 77
78
79 80

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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
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.