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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
+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
(-1.1%)
Cap. Flow
-$2.85B
Cap. Flow
% of AUM
-8.61%
Top 10 Holdings %
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 |
Mastercard
MA
|
+$111M |
| 5 |
AbbVie
ABBV
|
+$98.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
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 |
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 | |
|---|---|---|---|---|---|---|
26
Chevron
CVX
$371B
| $181M | 0.55% |
1,522,805
-85,100
| -5% | -$9.9M |
|
27
Medtronic
MDT
$110B
| $180M | 0.54% |
2,930,625
+52,182
| +2% | +$3.04M |
|
|
CELG
28
DELISTED
Celgene Corp
CELG
| $179M | 0.54% |
2,563,818
-185,400
| -7% | -$14.7M |
|
29
Procter & Gamble
PG
$342B
| $174M | 0.52% |
2,157,934
-134,500
| -6% | -$10.6M |
|
30
Kimberly-Clark
KMB
$36.1B
| $172M | 0.52% |
1,623,338
+71,646
| +5% | +$7.42M |
|
31
HP
HPQ
$25.8B
| $165M | 0.5% |
11,261,237
+4,278,067
| +61% | +$57.5M |
|
32
Merck
MRK
$317B
| $164M | 0.49% |
3,024,820
+1,503,497
| +99% | +$77.9M |
|
|
CSC
33
DELISTED
Computer Sciences
CSC
| $159M | 0.48% |
6,205,798
-235,165
| -4% | -$5.91M |
|
|
HES
34
DELISTED
Hess
HES
| $158M | 0.48% |
1,902,646
-212,343
| -10% | -$16.9M |
|
35
Boston Scientific
BSX
$71.4B
| $157M | 0.47% |
11,601,611
-459,600
| -4% | -$6.03M |
|
36
GameStop
GME
$8.63B
| $154M | 0.47% |
14,996,732
+2,476,800
| +20% | +$23.8M |
|
|
37
AbbVie
ABBV
$431B
| $152M | 0.46% |
2,965,850
+1,953,268
| +193% | +$98.7M |
|
|
DFS
38
DELISTED
Discover Financial Services
DFS
| $149M | 0.45% |
2,554,153
+291,803
| +13% | +$16.3M |
|
|
39
Mastercard
MA
$505B
| $148M | 0.45% |
1,978,140
+1,416,570
| +252% | +$111M |
|
40
Phillips 66
PSX
$82.4B
| $148M | 0.45% |
1,914,576
+104,271
| +6% | +$7.94M |
|
41
Bank of America
BAC
$441B
| $147M | 0.44% |
8,527,144
+4,874,128
| +133% | +$82M |
|
42
Verizon
VZ
$195B
| $146M | 0.44% |
3,076,761
+774,612
| +34% | +$36.6M |
|
43
GE Aerospace
GE
$389B
| $145M | 0.44% |
1,171,629
-30,006
| -2% | -$3.71M |
|
44
AT&T
T
$162B
| $145M | 0.44% |
5,475,989
+622,472
| +13% | +$15.6M |
|
45
Humana
HUM
$44.1B
| $143M | 0.43% |
1,267,489
+288,612
| +29% | +$30.1M |
|
46
KeyCorp
KEY
$24.3B
| $138M | 0.42% |
9,669,312
-652,000
| -6% | -$8.73M |
|
|
BRCD
47
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $135M | 0.41% |
12,739,407
-486,000
| -4% | -$4.69M |
|
48
Eli Lilly
LLY
$1.06T
| $130M | 0.39% |
2,214,459
-1,140,027
| -34% | -$63.6M |
|
49
Travelers Companies
TRV
$80.5B
| $122M | 0.37% |
1,439,155
+41,920
| +3% | +$3.52M |
|
50
Berkshire Hathaway Class B
BRK.B
$1.13T
| $122M | 0.37% |
975,043
+28,298
| +3% | +$3.31M |
|
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VGA
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.