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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
+3.96%
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
$33.1B
AUM Growth
-$360M
Cap. Flow
-$2.85B
Cap. Flow %
-8.61%
Top 10 Hldgs %
8.91%
Holding
2,770
New
218
Increased
1,085
Reduced
860
Closed
222

Top Buys

Rank Stock Value
1
BEAM
BEAM INC COM STK (DE)
BEAM
+$208M
2
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$161M
3
FRX
FOREST LABORATORIES INC
FRX
+$141M
4
MA icon
Mastercard
MA
+$111M
5
ABBV icon
AbbVie
ABBV
+$98.7M

Top Sells

Rank Stock Value
1
LYB icon
LyondellBasell Industries
LYB
+$286M
2
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$186M
3
HMA
HEALTH MGMT ASSOC INC CL-A
HMA
+$179M
4
VOD icon
Vodafone
VOD
+$148M
5
LPS
LENDER PROCESSING SERVICES INC
LPS
+$144M

Sector Composition

Rank Sector Weight
1 Healthcare 14.21%
2 Technology 12.4%
3 Financials 11.14%
4 Consumer Discretionary 9.27%
5 Industrials 9.09%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IAG icon
2476
IAMGOLD
IAG
$10.5B
– –
-37,100
Closed -$124K
ISRG icon
2477
Intuitive Surgical
ISRG
$134B
– –
-14,724
Closed -$628K
IVZ icon
2478
Invesco
IVZ
$13.9B
– –
-478,700
Closed -$17.4M
JHS
2479
John Hancock Income Securities Trust
JHS
$127M
– –
-13,318
Closed -$190K
KLIC icon
2480
Kulicke & Soffa
KLIC
$4.78B
– –
-19,956
Closed -$265K
LGI
2481
Lazard Global Total Return & Income Fund
LGI
$240M
– –
-12,966
Closed -$228K
LUMN icon
2482
Lumen
LUMN
$6.44B
– –
-9,000
Closed -$287K
LYB icon
2483
LyondellBasell Industries
LYB
$19.2B
– –
-3,568,656
Closed -$286M
MAR icon
2484
Marriott International
MAR
$92.3B
– –
-10,828
Closed -$534K
KG
2485
Kestrel Group
KG
$69M
– –
-4,848
Closed -$1.06M
MMD
2486
MainStay MacKay DefinedTerm Municipal Opportunities Fund
MMD
$282M
– –
-12,300
Closed -$194K
MRVL icon
2487
Marvell Technology
MRVL
$196B
– –
-7,569,706
Closed -$109M
NBHC icon
2488
National Bank Holdings
NBHC
$1.9B
– –
-12,900
Closed -$276K
NBR icon
2489
Nabors Industries
NBR
$1.21B
– –
-16,107
Closed -$13.7M
NCLH icon
2490
Norwegian Cruise Line
NCLH
$8.84B
– –
-54,836
Closed -$1.95M
NDLS icon
2491
Noodles & Co
NDLS
$107M
– –
-11,641
Closed -$3.35M
OFIX icon
2492
Orthofix Medical
OFIX
$419M
– –
-263,100
Closed -$6M
PNR icon
2493
Pentair
PNR
$11B
– –
-30,751
Closed -$1.6M
POOL icon
2494
Pool Corp
POOL
$7.5B
– –
-6,499
Closed -$378K
POST icon
2495
Post Holdings
POST
$3.57B
– –
-14,786
Closed -$477K
PRGO icon
2496
Perrigo
PRGO
$1.78B
– –
-22,147
Closed -$3.4M
RCL icon
2497
Royal Caribbean
RCL
$85.6B
– –
-78,500
Closed -$3.72M
RGS icon
2498
Regis Corp
RGS
$70.2M
– –
-510
Closed -$148K
RIG icon
2499
Transocean
RIG
$5.82B
– –
-11,600
Closed -$573K
RM icon
2500
Regional Management Corp
RM
$303M
– –
-7,353
Closed -$249K
98 99
100
101 102

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AQR Capital Management's Q1 2014 Portfolio in Review

As of Q1 2014, AQR Capital Management held 2,770 positions worth $33.1B, down 1.1% from $33.5B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

AQR Capital Management withdrew a net $2.85B in Q1 2014, closing 222 positions and reducing 860 holdings. Its most notable exit was LyondellBasell Industries, an estimated $286M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 13% a quarter earlier, followed by Technology and Financials.

Against the trend, AQR Capital Management opened a new position in RIVERBED TECHNOLOGY, INC COM worth $76.5M.

  • AQR Capital Management's largest Q1 2014 buy was RIVERBED TECHNOLOGY, INC COM: 3,882,944 shares worth $76.5M.
  • AQR Capital Management added most to BEAM INC COM STK (DE) in Q1 2014, an estimated $208M increase.
  • AQR Capital Management's biggest Q1 2014 reduction was Citigroup, cutting an estimated $89.3M.
  • AQR Capital Management fully exited LyondellBasell Industries in Q1 2014, selling an estimated $286M.
  • AQR Capital Management's ten largest holdings make up 8.9% of its $33.1B portfolio in Q1 2014.
  • AQR Capital Management opened 218 new positions and closed 222 in Q1 2014.
  • AQR Capital Management's portfolio value fell 1.1% quarter-over-quarter to $33.1B.

Based on AQR Capital Management's 13F filing for Q1 2014, filed 15 May 2014.