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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
(+0.7%)
Cap. Flow
-$3.1B
Cap. Flow
% of AUM
-10.94%
Top 10 Holdings %
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 |
Bank of America
BAC
|
+$73.8M |
| 5 |
CTB
Cooper Tire & Rubber Co.
CTB
|
+$64M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$112M |
| 2 |
Zoetis
ZTS
|
+$95.2M |
| 3 |
Ameriprise Financial
AMP
|
+$71.8M |
| 4 |
CLWR
CLEARWIRE CORP NEW CL A COM STK (DE)
CLWR
|
+$67.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
ExxonMobil
XOM
$651B
| $304M | 1.07% |
3,535,866
-208,480
| -6% | -$18.8M |
|
|
YHOO
2
DELISTED
Yahoo Inc
YHOO
| $245M | 0.87% |
7,403,271
+288,271
| +4% | +$8.15M |
|
3
Microsoft
MSFT
$2.84T
| $239M | 0.84% |
7,178,808
+1,108,439
| +18% | +$36.5M |
|
4
Chevron
CVX
$388B
| $237M | 0.84% |
1,953,140
-247,679
| -11% | -$30.4M |
|
5
Johnson & Johnson
JNJ
$635B
| $232M | 0.82% |
2,675,448
+380,287
| +17% | +$34.1M |
|
6
LyondellBasell Industries
LYB
$19.5B
| $232M | 0.82% |
3,162,360
+175,083
| +6% | +$12.2M |
|
7
JPMorgan Chase
JPM
$939B
| $229M | 0.81% |
4,421,687
+80,246
| +2% | +$4.3M |
|
8
Procter & Gamble
PG
$343B
| $221M | 0.78% |
2,927,947
-78,411
| -3% | -$6.24M |
|
9
Apple
AAPL
$4.89T
| $201M | 0.71% |
11,817,652
-651,924
| -5% | -$10.8M |
|
10
Alphabet (Google) Class C
GOOG
$3.9T
| $199M | 0.7% |
9,140,493
+266,315
| +3% | +$5.89M |
|
|
11
Pfizer
PFE
$140B
| $198M | 0.7% |
7,272,327
-4,113,582
| -36% | -$112M |
|
12
Amgen
AMGN
$203B
| $182M | 0.64% |
1,624,345
-398,185
| -20% | -$43.2M |
|
13
Western Digital
WDC
$179B
| $181M | 0.64% |
3,775,110
+103,326
| +3% | +$5.1M |
|
|
CELG
14
DELISTED
Celgene Corp
CELG
| $178M | 0.63% |
2,306,974
+351,212
| +18% | +$24.6M |
|
15
GE Aerospace
GE
$367B
| $173M | 0.61% |
1,510,689
-175,441
| -10% | -$20.1M |
|
16
Wells Fargo
WFC
$261B
| $171M | 0.6% |
4,143,947
-1,148,718
| -22% | -$49M |
|
17
CVS Health
CVS
$137B
| $171M | 0.6% |
3,012,864
-64,477
| -2% | -$3.84M |
|
18
Eli Lilly
LLY
$1.07T
| $167M | 0.59% |
3,313,488
-564,803
| -15% | -$29.6M |
|
19
Goldman Sachs
GS
$313B
| $165M | 0.58% |
1,041,857
-2,744
| -0.3% | -$442K |
|
20
GameStop
GME
$9.5B
| $162M | 0.57% |
13,085,428
-3,735,964
| -22% | -$44.7M |
|
|
21
Citigroup
C
$222B
| $159M | 0.56% |
3,277,403
-1,294,677
| -28% | -$65.5M |
|
22
Home Depot
HD
$332B
| $157M | 0.55% |
2,066,052
+576,365
| +39% | +$44.5M |
|
23
Walmart Inc
WMT
$871B
| $156M | 0.55% |
6,325,635
-422,358
| -6% | -$10.6M |
|
24
Northrop Grumman
NOC
$77B
| $150M | 0.53% |
1,575,599
-198,487
| -11% | -$18.3M |
|
|
25
Bank of America
BAC
$435B
| $147M | 0.52% |
10,640,115
+5,168,367
| +94% | +$73.8M |
|
Similar funds
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.