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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
OME
2176
DELISTED
Omega Protein
OME
$226K ﹤0.01%
22,246
+546
+3% +$5.11K
UAM
2177
DELISTED
Universal American Corp
UAM
$226K ﹤0.01%
29,617
– –
CADE
2178
DELISTED
Cadence Bank
CADE
$225K ﹤0.01%
11,300
-1,300
-10% -$25.5K
HALO icon
2179
Halozyme
HALO
$12.2B
$225K ﹤0.01%
20,400
– –
NPT
2180
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$225K ﹤0.01%
+18,875
New +$222K
MTS
2181
DELISTED
MONTGOMERY STR INCOME SECS
MTS
$225K ﹤0.01%
+14,293
New +$225K
CTBI icon
2182
Community Trust Bancorp
CTBI
$1.41B
$224K ﹤0.01%
+6,071
New +$216K
BAF
2183
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$224K ﹤0.01%
+17,147
New +$221K
SPA
2184
DELISTED
Sparton
SPA
$224K ﹤0.01%
+8,800
New +$174K
PCO
2185
DELISTED
Pendrell Corporation - Class A
PCO
$224K ﹤0.01%
115
+82
+248% +$183K
RTK
2186
DELISTED
Rentech, Inc.
RTK
$224K ﹤0.01%
11,333
-41,170
-78% -$865K
XRM
2187
DELISTED
Xerium Technologies Inc (new)
XRM
$223K ﹤0.01%
+19,226
New +$222K
LPLA icon
2188
LPL Financial
LPLA
$28.6B
$222K ﹤0.01%
+5,800
New +$222K
BMI icon
2189
Badger Meter
BMI
$4.03B
$219K ﹤0.01%
9,400
– –
FEIC
2190
DELISTED
FEI COMPANY
FEIC
$218K ﹤0.01%
+2,487
New +$198K
NTC
2191
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$217K ﹤0.01%
+18,178
New +$220K
EROC
2192
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$217K ﹤0.01%
30,514
– –
NQP
2193
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$216K ﹤0.01%
+17,085
New +$216K
FRME icon
2194
First Merchants
FRME
$2.67B
$215K ﹤0.01%
12,427
+327
+3% +$5.87K
MUC icon
2195
BlackRock MuniHoldings California Quality Fund
MUC
$1.01B
$215K ﹤0.01%
+15,832
New +$211K
REX icon
2196
REX American Resources
REX
$1.41B
$215K ﹤0.01%
+41,874
New +$233K
HOS
2197
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$215K ﹤0.01%
3,744
– –
MMSI icon
2198
Merit Medical Systems
MMSI
$5.32B
$214K ﹤0.01%
17,651
– –
WMK icon
2199
Weis Markets
WMK
$1.86B
$214K ﹤0.01%
4,380
-7,200
-62% -$352K
CAVM
2200
DELISTED
Cavium, Inc.
CAVM
$214K ﹤0.01%
5,200
-9,416
-64% -$355K
86 87
88
89 90

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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.