We are live on ! Find out more
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
LKFN icon
1951
Lakeland Financial Corp
LKFN
$1.53B
$415K ﹤0.01%
19,074
– –
AT
1952
DELISTED
Atlantic Power Corporation
AT
$415K ﹤0.01%
96,300
– –
PFX icon
1953
PhenixFIN
PFX
$90M
$414K ﹤0.01%
1,501
-950
-39% -$264K
FBRC
1954
DELISTED
FBR & Co. Common Stock
FBRC
$414K ﹤0.01%
+15,444
New +$433K
GLNG icon
1955
Golar LNG
GLNG
$5.13B
$406K ﹤0.01%
10,771
-24,237
-69% -$888K
HOPE icon
1956
Hope Bancorp
HOPE
$1.79B
$406K ﹤0.01%
29,498
+501
+2% +$7.21K
NGLS
1957
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$404K ﹤0.01%
7,849
– –
SGNT
1958
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$403K ﹤0.01%
+19,766
New +$440K
HLIO icon
1959
Helios Technologies
HLIO
$2.76B
$402K ﹤0.01%
11,100
-283
-2% -$9.26K
MTH icon
1960
Meritage Homes
MTH
$4.86B
$401K ﹤0.01%
18,696
-37,000
-66% -$795K
POWI icon
1961
Power Integrations
POWI
$3.61B
$401K ﹤0.01%
+14,800
New +$383K
NIO
1962
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
$401K ﹤0.01%
+30,865
New +$402K
ITMN
1963
DELISTED
INTERMUNE INC
ITMN
$401K ﹤0.01%
+26,100
New +$366K
ZBRA icon
1964
Zebra Technologies
ZBRA
$17.8B
$398K ﹤0.01%
8,740
+240
+3% +$11.1K
ACIW icon
1965
ACI Worldwide
ACIW
$5.42B
$397K ﹤0.01%
22,041
-21,000
-49% -$345K
IRBT
1966
DELISTED
iRobot
IRBT
$397K ﹤0.01%
+10,530
New +$377K
NP
1967
DELISTED
Neenah, Inc. Common Stock
NP
$397K ﹤0.01%
10,100
-57,743
-85% -$2.18M
IMGN
1968
DELISTED
Immunogen Inc
IMGN
$394K ﹤0.01%
23,127
– –
UFI icon
1969
UNIFI
UFI
$134M
$393K ﹤0.01%
+16,814
New +$385K
EGAN icon
1970
eGain
EGAN
$201M
$392K ﹤0.01%
+25,977
New +$310K
MMLP icon
1971
Martin Midstream Partners
MMLP
$95.9M
$391K ﹤0.01%
8,334
– –
OSIS icon
1972
OSI Systems
OSIS
$3.89B
$391K ﹤0.01%
5,255
-2,700
-34% -$192K
PLXS icon
1973
Plexus
PLXS
$7.23B
$391K ﹤0.01%
10,500
-2,600
-20% -$88.5K
ACGN
1974
DELISTED
Aceragen Inc
ACGN
$391K ﹤0.01%
+1,656
New +$331K
SBW
1975
DELISTED
Western Asset Worldwide Income
SBW
$391K ﹤0.01%
+31,118
New +$388K
77 78
79
80 81

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
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.