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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
EGLE
2626
DELISTED
Eagle Bulk Shipping Inc.
EGLE
– –
-15
Closed -$172K
AWH
2627
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-602,493
Closed -$22.7M
KEM
2628
DELISTED
KEMET Corporation
KEM
– –
-18,100
Closed -$102K
XL
2629
DELISTED
XL Group Ltd.
XL
– –
-38,419
Closed -$1.22M
EXXI
2630
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-86,500
Closed -$2.34M
ESV
2631
DELISTED
Ensco Rowan plc
ESV
– –
-16,750
Closed -$3.83M
TYC
2632
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-1,048,410
Closed -$45.1M
FWLT
2633
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
– –
-26,800
Closed -$885K
KNL
2634
DELISTED
Knoll, Inc.
KNL
– –
-15,500
Closed -$284K
EBIX
2635
DELISTED
Ebix Inc
EBIX
– –
-35,700
Closed -$526K
DYN.WS
2636
DELISTED
Dynegy Inc,
DYN.WS
– –
-53,760
Closed -$73K
JGV
2637
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
– –
-68,870
Closed -$907K
LNCO
2638
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-24,696
Closed -$761K
JACQ
2639
DELISTED
COLLABRIUM JAPAN ACQUISITION CORP
JACQ
– –
-693,000
Closed -$7.62M
PQUE
2640
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
– –
-24,600
Closed -$106K
QGENF
2641
DELISTED
QIAGEN NV
QGENF
– –
-45,400
Closed -$1.08M
HAWK
2642
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-27,100
Closed -$685K
GOLD
2643
DELISTED
Randgold Resources Ltd
GOLD
– –
-89,100
Closed -$5.51M
OB
2644
DELISTED
Onebeacon Insurance Group Ltd
OB
– –
-24,361
Closed -$385K
HK
2645
DELISTED
Halcon Resources Corporation
HK
– –
-829
Closed -$551K
AQU
2646
DELISTED
AQUASITION CORP COM STK
AQU
– –
-990,000
Closed -$10.1M
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.