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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
ZOLT
2601
DELISTED
ZOLTEK COMPANIES INC
ZOLT
– –
-938,297
Closed -$15.7M
GIVN
2602
DELISTED
GIVEN IMAGING LTD
GIVN
– –
-1,071,323
Closed -$32.2M
APFC
2603
DELISTED
AMERICAN PACIFIC CORP
APFC
– –
-16,548
Closed -$617K
PTIX
2604
DELISTED
PERFORMANCE TECHNOLOGIES INC
PTIX
– –
-132,689
Closed -$496K
ANEN
2605
DELISTED
ANAREN INC
ANEN
– –
-109,142
Closed -$3.06M
HOVU
2606
DELISTED
HOVNANIAN ENTERPRISES INC UNIT 1 COM & 1 SR SUB NT
HOVU
– –
-20,000
Closed -$641K
CEC
2607
DELISTED
CEC ENTERTAINMENT INC
CEC
– –
-17,929
Closed -$794K
CCIX
2608
DELISTED
COLEMAN CABLE IN COM
CCIX
– –
-127,100
Closed -$3.33M
COLE
2609
DELISTED
COLE REAL ESTATE INVESTMENTS, INC COM
COLE
– –
-31,300
Closed -$439K
NPY
2610
DELISTED
NUVEEN (PA)PREM INCM MUNI FD-2
NPY
– –
-26,811
Closed -$319K
MKTG
2611
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
– –
-1,453,627
Closed -$39.8M
VCI
2612
DELISTED
VALASSIS COMMUNICATIONS INC
VCI
– –
-938,242
Closed -$32.1M
CRTX
2613
DELISTED
CORNERSTONE THERAPEUTICS INC
CRTX
– –
-107,898
Closed -$1.02M
LIFE
2614
DELISTED
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
– –
-2,451,965
Closed -$186M
HPOL
2615
DELISTED
HARRIS INTERACTIVE INC
HPOL
– –
-607,413
Closed -$1.22M
FLOW
2616
DELISTED
FLOW INTL CORP
FLOW
– –
-2,468,695
Closed -$9.97M
CGX
2617
DELISTED
CONSOLIDATED GRAPHICS INC
CGX
– –
-130,462
Closed -$8.8M
HTSI
2618
DELISTED
HARRIS TEETER SUPERMARKETS INC COM STK (NC)
HTSI
– –
-2,087,580
Closed -$103M
HMA
2619
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
– –
-13,635,982
Closed -$179M
VPHM
2620
DELISTED
VIROPHARMA INC
VPHM
– –
-2,845,348
Closed -$142M
EVAC
2621
DELISTED
EDWARDS GROUP LTD ADR (CYM)
EVAC
– –
-382,481
Closed -$3.89M
TUC
2622
DELISTED
MAC-GRAY CORP
TUC
– –
-44,596
Closed -$947K
LPS
2623
DELISTED
LENDER PROCESSING SERVICES INC
LPS
– –
-3,858,050
Closed -$144M
SNTS
2624
DELISTED
SANTARUS INC
SNTS
– –
-3,337,584
Closed -$107M
EIHI
2625
DELISTED
EASTERN INSURANCE HOLDINGS INC COM STK
EIHI
– –
-77,640
Closed -$1.9M
102 103 104
105
106

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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.