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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
AHL
2551
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-73,187
Closed -$3.02M
NBD
2552
DELISTED
Nuveen Build Am Bond Opp Fd
NBD
– –
-24,442
Closed -$475K
CALL
2553
DELISTED
magicJack VocalTec Ltd
CALL
– –
-208,700
Closed -$2.49M
CMA.WS
2554
DELISTED
Comerica Incorporated Ws
CMA.WS
– –
-70,421
Closed -$1.34M
PF
2555
DELISTED
Pinnacle Foods, Inc.
PF
– –
-118,227
Closed -$3.25M
XCRA
2556
DELISTED
Xcerra Corporation
XCRA
– –
-54,600
Closed -$436K
VR
2557
DELISTED
Validus Hold Ltd
VR
– –
-298,082
Closed -$12M
LAYN
2558
DELISTED
Layne Christensen Co
LAYN
– –
-11,500
Closed -$196K
WIN
2559
DELISTED
Windstream Holdings Inc
WIN
– –
-22,201
Closed -$1.39M
ALR
2560
DELISTED
Alere Inc
ALR
– –
-28,157
Closed -$1.02M
SALE
2561
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-93,188
Closed -$2.68M
ENH
2562
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-22,067
Closed -$1.29M
CSI
2563
DELISTED
Cutwater Select Income Fund
CSI
– –
-39,766
Closed -$728K
SWH
2564
DELISTED
Stanley Black & Decker, Inc.
SWH
– –
-50,000
Closed -$5.14M
AVG
2565
DELISTED
AVG Technologies N.V.
AVG
– –
-208,300
Closed -$3.58M
DRYS
2566
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– -$74K
DWA
2567
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-6,700
Closed -$238K
TAL
2568
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
– –
-14,434
Closed -$828K
TE
2569
DELISTED
TECO ENERGY INC
TE
– –
-25,409
Closed -$438K
CVC
2570
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-22,400
Closed -$402K
CTCM
2571
DELISTED
CTC MEDIA INC COM STK
CTCM
– –
-82,300
Closed -$1.14M
FDI
2572
DELISTED
FORT DEARBORN INCOME SECS
FDI
– –
-39,607
Closed -$547K
NTLS
2573
DELISTED
NTELOS HLDGS CORP COM
NTLS
– –
-10,076
Closed -$204K
TFM
2574
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-12,800
Closed -$518K
NXZ
2575
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
– –
-81,896
Closed -$1.04M
101 102
103
104 105

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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.