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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
ALEX
1476
DELISTED
Alexander & Baldwin
ALEX
$1.26M ﹤0.01%
29,521
– –
NBB icon
1477
Nuveen Taxable Municipal Income Fund
NBB
$453M
$1.26M ﹤0.01%
63,993
-674
-1% -$12.9K
SWFT
1478
DELISTED
Swift Transportation Company
SWFT
$1.25M ﹤0.01%
50,632
-167,256
-77% -$3.87M
RWT
1479
Redwood Trust
RWT
$588M
$1.25M ﹤0.01%
61,724
– –
ZLTQ
1480
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$1.25M ﹤0.01%
63,831
+38,000
+147% +$741K
NID
1481
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$1.25M ﹤0.01%
104,325
+4,283
+4% +$50.8K
FTNT icon
1482
Fortinet
FTNT
$119B
$1.25M ﹤0.01%
282,595
-1,535,000
-84% -$6.71M
ROIC
1483
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.24M ﹤0.01%
83,100
+30,600
+58% +$446K
PATK icon
1484
Patrick Industries
PATK
$2.78B
$1.24M ﹤0.01%
94,257
+7,087
+8% +$78.6K
HT
1485
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1.24M ﹤0.01%
53,050
-19,025
-26% -$424K
LEG icon
1486
Leggett & Platt
LEG
$1.33B
$1.24M ﹤0.01%
37,836
-8,000
-17% -$248K
TOWR
1487
DELISTED
Tower International, Inc.
TOWR
$1.24M ﹤0.01%
45,379
+17,600
+63% +$431K
ANAC
1488
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
$1.23M ﹤0.01%
61,630
+12,500
+25% +$242K
EFOR
1489
Everforth Inc
EFOR
$1.32B
$1.23M ﹤0.01%
31,926
-13,800
-30% -$463K
SRDX
1490
DELISTED
Surmodics
SRDX
$1.23M ﹤0.01%
54,500
+5,200
+11% +$127K
BID
1491
DELISTED
Sotheby's
BID
$1.23M ﹤0.01%
+28,300
New +$1.36M
VKQ icon
1492
Invesco Municipal Trust
VKQ
$546M
$1.23M ﹤0.01%
101,721
– –
ININ
1493
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.23M ﹤0.01%
16,916
+600
+4% +$44.3K
ES icon
1494
Eversource Energy
ES
$26.7B
$1.22M ﹤0.01%
26,858
+3,400
+14% +$148K
NRK icon
1495
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$918M
$1.22M ﹤0.01%
95,590
+2,819
+3% +$35.5K
PANW icon
1496
Palo Alto Networks
PANW
$312B
$1.22M ﹤0.01%
106,800
+42,000
+65% +$477K
CNI icon
1497
Canadian National Railway
CNI
$76B
$1.22M ﹤0.01%
21,700
-27,026
-55% -$1.49M
RMBS icon
1498
Rambus
RMBS
$10.6B
$1.22M ﹤0.01%
113,305
– –
MPT
1499
Medical Properties Trust
MPT
$2.49B
$1.22M ﹤0.01%
95,160
-24,900
-21% -$320K
TREX icon
1500
Trex
TREX
$4.96B
$1.22M ﹤0.01%
132,832
-24,800
-16% -$222K
58 59
60
61 62

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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.