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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 | |
|---|---|---|---|---|---|---|
151
Prudential Financial
PRU
$41.8B
| $53.1M | 0.16% |
627,187
-28,784
| -4% | -$2.48M |
|
152
Johnson Controls International
JCI
$92.2B
| $52.5M | 0.16% |
1,058,958
+505,098
| +91% | +$25.6M |
|
|
ACAS
153
DELISTED
American Capital Ltd
ACAS
| $51.9M | 0.16% |
3,288,363
-182,300
| -5% | -$2.81M |
|
|
TWX
154
DELISTED
Time Warner Inc
TWX
| $51.8M | 0.16% |
827,696
+91,410
| +12% | +$5.74M |
|
155
eBay
EBAY
$49.7B
| $51.5M | 0.16% |
2,213,239
+603,029
| +37% | +$14M |
|
156
Zimmer Biomet
ZBH
$18.4B
| $51.4M | 0.16% |
559,278
+133,488
| +31% | +$12.3M |
|
157
Duke Energy
DUK
$97.3B
| $50.2M | 0.15% |
704,233
+45,800
| +7% | +$3.19M |
|
158
Corning
GLW
$143B
| $50M | 0.15% |
2,400,341
+1,127,595
| +89% | +$21.2M |
|
159
Xerox
XRX
$425M
| $49.1M | 0.15% |
1,648,691
-422,148
| -20% | -$12.4M |
|
160
Hormel Foods
HRL
$13.8B
| $48.6M | 0.15% |
1,971,334
+337,148
| +21% | +$7.77M |
|
161
ITT
ITT
$19.1B
| $47.7M | 0.14% |
1,116,397
+9,600
| +0.9% | +$408K |
|
|
RHT
162
DELISTED
Red Hat Inc
RHT
| $47.7M | 0.14% |
900,464
+800,902
| +804% | +$46.2M |
|
163
Myriad Genetics
MYGN
$312M
| $47.4M | 0.14% |
1,385,766
+476,383
| +52% | +$14.8M |
|
164
Kroger
KR
$34.8B
| $47.1M | 0.14% |
2,156,210
-907,390
| -30% | -$18.1M |
|
|
SPN
165
DELISTED
Superior Energy Services, Inc.
SPN
| $46.5M | 0.14% |
151,183
+1,490
| +1% | +$400K |
|
|
WBC
166
DELISTED
WABCO HOLDINGS INC.
WBC
| $46.4M | 0.14% |
439,133
-24,200
| -5% | -$2.34M |
|
|
IM
167
DELISTED
Ingram Micro
IM
| $46.1M | 0.14% |
1,561,039
+2,800
| +0.2% | +$75.2K |
|
|
ALXN
168
DELISTED
Alexion Pharmaceuticals
ALXN
| $46M | 0.14% |
302,280
+249,700
| +475% | +$39.7M |
|
169
J.M. Smucker
SJM
$12.8B
| $46M | 0.14% |
472,744
-102,079
| -18% | -$9.92M |
|
170
Citigroup
C
$226B
| $45.8M | 0.14% |
963,203
-1,793,668
| -65% | -$89.3M |
|
171
Steel Dynamics
STLD
$37.6B
| $44.6M | 0.13% |
2,507,366
-237,400
| -9% | -$4.16M |
|
172
Pultegroup
PHM
$25.3B
| $44.2M | 0.13% |
2,302,145
-141,600
| -6% | -$2.8M |
|
173
RTX Corp
RTX
$301B
| $43M | 0.13% |
584,561
+220,235
| +60% | +$15.8M |
|
174
Costco
COST
$420B
| $43M | 0.13% |
384,749
-57,085
| -13% | -$6.53M |
|
|
DNB
175
DELISTED
Dun & Bradstreet
DNB
| $42.9M | 0.13% |
431,837
+221,500
| +105% | +$23.3M |
|
Similar funds
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.