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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
SBH icon
1426
Sally Beauty Holdings
SBH
$1.59B
$1.39M ﹤0.01%
50,647
-72,800
-59% -$2.07M
CODE
1427
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$1.38M ﹤0.01%
79,300
-400
-0.5% -$6.28K
IVR icon
1428
Invesco Mortgage Capital
IVR
$799M
$1.38M ﹤0.01%
8,380
– –
FCX icon
1429
Freeport-McMoran
FCX
$97.6B
$1.38M ﹤0.01%
41,586
-14,300
-26% -$476K
MAGN
1430
Magnera Corp
MAGN
$468M
$1.37M ﹤0.01%
3,883
-432
-10% -$164K
ELME
1431
Elme Communities
ELME
$145M
$1.37M ﹤0.01%
57,488
-7,500
-12% -$177K
MTW icon
1432
Manitowoc
MTW
$700M
$1.37M ﹤0.01%
48,118
-1,546
-3% -$39.6K
RAX
1433
DELISTED
Rackspace Hosting Inc
RAX
$1.37M ﹤0.01%
41,757
-21,418
-34% -$768K
UVE icon
1434
Universal Insurance Holdings
UVE
$1.21B
$1.37M ﹤0.01%
+107,545
New +$1.37M
RBBN icon
1435
Ribbon Communications
RBBN
$365M
$1.36M ﹤0.01%
80,900
+14,400
+22% +$239K
EDE
1436
DELISTED
Empire District Electric
EDE
$1.36M ﹤0.01%
56,000
+34,000
+155% +$790K
AHD
1437
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
$1.36M ﹤0.01%
31,631
– –
DHI icon
1438
D.R. Horton
DHI
$41.7B
$1.36M ﹤0.01%
62,800
-35,293
-36% -$798K
PVA
1439
DELISTED
PENN VIRGINIA CORP
PVA
$1.36M ﹤0.01%
77,713
+31,662
+69% +$422K
WGO icon
1440
Winnebago Industries
WGO
$919M
$1.36M ﹤0.01%
49,536
-12,000
-20% -$315K
WEB
1441
DELISTED
Web.com Group, Inc.
WEB
$1.35M ﹤0.01%
39,741
+5,300
+15% +$181K
CAA
1442
DELISTED
CalAtlantic Group, Inc.
CAA
$1.35M ﹤0.01%
32,519
– –
AMRI
1443
DELISTED
Albany Molecular Research Inc
AMRI
$1.35M ﹤0.01%
72,662
+7,800
+12% +$107K
PNK
1444
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.35M ﹤0.01%
56,890
-1,666
-3% -$39.1K
AEL
1445
DELISTED
American Equity Investment Life Holding Company
AEL
$1.34M ﹤0.01%
56,915
-16,800
-23% -$387K
IDCC icon
1446
InterDigital
IDCC
$8.97B
$1.34M ﹤0.01%
40,550
-20,600
-34% -$613K
CDP icon
1447
COPT Defense Properties
CDP
$4.14B
$1.34M ﹤0.01%
50,290
-800
-2% -$20.5K
MTOR
1448
DELISTED
MERITOR, Inc.
MTOR
$1.34M ﹤0.01%
109,403
-4,100
-4% -$46.1K
HDS
1449
DELISTED
HD Supply Holdings, Inc.
HDS
$1.33M ﹤0.01%
+50,900
New +$1.17M
NQI
1450
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.33M ﹤0.01%
104,210
+9,301
+10% +$117K
56 57
58
59 60

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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.