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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
ABAX
1976
DELISTED
Abaxis Inc
ABAX
$390K ﹤0.01%
9,257
-5,100
-36% -$221K
EGBN icon
1977
Eagle Bancorp
EGBN
$845M
$388K ﹤0.01%
13,732
+2,719
+25% +$70K
CDMO
1978
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$388K ﹤0.01%
39,263
-6,343
-14% -$63K
GFIG
1979
DELISTED
GFI GROUP INC
GFIG
$388K ﹤0.01%
98,183
+777
+0.8% +$3.17K
HE icon
1980
Hawaiian Electric Industries
HE
$2.14B
$387K ﹤0.01%
15,400
– –
ABCO
1981
DELISTED
Advisory Board Co
ABCO
$387K ﹤0.01%
6,501
– –
CIT
1982
DELISTED
CIT Group Inc.
CIT
$387K ﹤0.01%
7,937
-6,563
-45% -$322K
DAKT icon
1983
Daktronics
DAKT
$1.04B
$386K ﹤0.01%
34,482
+420
+1% +$4.63K
MBI icon
1984
MBIA
MBI
$260M
$386K ﹤0.01%
+37,709
New +$475K
OXM icon
1985
Oxford Industries
OXM
$552M
$386K ﹤0.01%
5,675
+1,300
+30% +$85.9K
VGM icon
1986
Invesco Trust Investment Grade Municipals
VGM
$564M
$385K ﹤0.01%
+30,902
New +$381K
VNDA icon
1987
Vanda Pharmaceuticals
VNDA
$302M
$385K ﹤0.01%
35,100
+20,200
+136% +$216K
HSII
1988
DELISTED
Heidrick & Struggles
HSII
$383K ﹤0.01%
13,604
– –
ATRS
1989
DELISTED
Antares Pharma, Inc.
ATRS
$380K ﹤0.01%
93,631
– –
SMRT
1990
DELISTED
Stein Mart Inc
SMRT
$380K ﹤0.01%
27,672
+11,172
+68% +$150K
RAVN
1991
DELISTED
Raven Industries Inc
RAVN
$379K ﹤0.01%
11,600
– –
CRAI icon
1992
CRA International
CRAI
$1.06B
$377K ﹤0.01%
15,308
– –
GIFI
1993
DELISTED
Gulf Island Fabrication
GIFI
$377K ﹤0.01%
15,390
– –
VIRX
1994
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$377K ﹤0.01%
362
– –
BCIC
1995
BCP Investment Corp
BCIC
$92.9M
$376K ﹤0.01%
4,191
+31
+0.7% +$2.95K
LNW
1996
DELISTED
Light & Wonder
LNW
$375K ﹤0.01%
+23,200
New +$328K
DFT
1997
DELISTED
DuPont Fabros Technology Inc.
DFT
$375K ﹤0.01%
14,555
+1,324
+10% +$31.4K
OB
1998
DELISTED
Onebeacon Insurance Group Ltd
OB
$374K ﹤0.01%
25,361
– –
AKR icon
1999
Acadia Realty Trust
AKR
$2.84B
$373K ﹤0.01%
15,129
-25,800
-63% -$644K
EVM
2000
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$373K ﹤0.01%
+36,098
New +$366K
78 79
80
81 82

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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.