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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
IQI icon
1676
Invesco Quality Municipal Securities
IQI
$533M
$822K ﹤0.01%
69,620
+17,620
+34% +$206K
BPFH
1677
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$822K ﹤0.01%
60,725
– –
TAI
1678
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
$822K ﹤0.01%
39,514
+100
+0.3% +$2.1K
ECPG icon
1679
Encore Capital Group
ECPG
$2.01B
$820K ﹤0.01%
17,940
+2,400
+15% +$116K
RMTI icon
1680
Rockwell Medical
RMTI
$27M
$819K ﹤0.01%
588
+321
+120% +$417K
KALU icon
1681
Kaiser Aluminum
KALU
$3.06B
$818K ﹤0.01%
11,454
– –
MPWR icon
1682
Monolithic Power Systems
MPWR
$67.9B
$816K ﹤0.01%
21,043
-4,200
-17% -$148K
LDP icon
1683
Cohen & Steers Duration Preferred & Income Fund
LDP
$603M
$815K ﹤0.01%
34,240
+13,475
+65% +$316K
CALD
1684
DELISTED
Callidus Software, Inc.
CALD
$815K ﹤0.01%
65,114
+34,700
+114% +$456K
TTWO icon
1685
Take-Two Interactive
TTWO
$47.4B
$814K ﹤0.01%
37,140
-42,900
-54% -$834K
PRFT
1686
DELISTED
Perficient Inc
PRFT
$811K ﹤0.01%
44,746
+21,100
+89% +$432K
SRCI
1687
DELISTED
SRC Energy Inc
SRCI
$811K ﹤0.01%
75,462
-135,200
-64% -$1.3M
EVER
1688
DELISTED
Everbank Financial Corp
EVER
$811K ﹤0.01%
41,122
-9,500
-19% -$172K
WTI icon
1689
W&T Offshore
WTI
$577M
$810K ﹤0.01%
46,765
+25,400
+119% +$383K
CATY icon
1690
Cathay General Bancorp
CATY
$4.23B
$804K ﹤0.01%
31,937
+4,800
+18% +$120K
CHTP
1691
DELISTED
CHELSEA THERAPEUTICS INT'L LTD
CHTP
$803K ﹤0.01%
145,411
+31,000
+27% +$156K
IBKR icon
1692
Interactive Brokers
IBKR
$41.1B
$800K ﹤0.01%
+147,600
New +$817K
TUES
1693
DELISTED
Tuesday Morning Corp
TUES
$800K ﹤0.01%
56,522
-500
-0.9% -$7.21K
SYNT
1694
DELISTED
Syntel Inc
SYNT
$800K ﹤0.01%
17,800
– –
CCL icon
1695
Carnival Corporation Ltd
CCL
$38B
$799K ﹤0.01%
+21,100
New +$837K
RSOL
1696
DELISTED
REAL GOODS SOLAR, INC. CL A COM
RSOL
$799K ﹤0.01%
196,206
– –
SLH
1697
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$798K ﹤0.01%
12,600
-10,600
-46% -$714K
AN icon
1698
AutoNation
AN
$6.88B
$797K ﹤0.01%
14,974
-32,900
-69% -$1.67M
NNC
1699
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$797K ﹤0.01%
62,950
+21,960
+54% +$273K
BPFHW
1700
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$794K ﹤0.01%
117,799
– –
66 67
68
69 70

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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.