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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
CPK icon
1776
Chesapeake Utilities
CPK
$3.18B
$687K ﹤0.01%
16,308
– –
SUSS
1777
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
$687K ﹤0.01%
10,995
– –
MEAS
1778
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
$684K ﹤0.01%
10,078
+100
+1% +$6.01K
SRC
1779
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$683K ﹤0.01%
13,871
+7,382
+114% +$353K
BEAT
1780
DELISTED
BioTelemetry, Inc.
BEAT
$681K ﹤0.01%
67,471
+1,100
+2% +$10.1K
RDN icon
1781
Radian Group
RDN
$4.87B
$680K ﹤0.01%
45,274
-115,783
-72% -$1.77M
MG icon
1782
Mistras Group
MG
$502M
$676K ﹤0.01%
29,700
– –
OFG icon
1783
OFG Bancorp
OFG
$2.2B
$674K ﹤0.01%
39,221
-1,400
-3% -$22.3K
PCF
1784
High Income Securities Fund
PCF
$101M
$674K ﹤0.01%
80,576
+2,870
+4% +$23.9K
TECH icon
1785
Bio-Techne
TECH
$11.2B
$674K ﹤0.01%
31,600
-47,600
-60% -$1.07M
EQC
1786
DELISTED
Equity Commonwealth
EQC
$673K ﹤0.01%
25,600
-3,374,672
-99% -$86.3M
ROSE
1787
DELISTED
ROSETTA RESOURCES INC
ROSE
$673K ﹤0.01%
14,440
-1,700
-11% -$77K
HPY
1788
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$672K ﹤0.01%
+16,210
New +$705K
XOMA
1789
DELISTED
Xoma
XOMA
$671K ﹤0.01%
6,442
-7,053
-52% -$1.02M
EQY
1790
DELISTED
Equity One
EQY
$669K ﹤0.01%
29,954
+2,500
+9% +$56.6K
REXX
1791
DELISTED
Rex Energy Corporation
REXX
$669K ﹤0.01%
3,577
-880
-20% -$160K
NQJ
1792
DELISTED
NUVEEN NJ INVT QUALITY MUNI FD
NQJ
$666K ﹤0.01%
50,188
+24,102
+92% +$316K
MGA icon
1793
Magna International
MGA
$18.7B
$665K ﹤0.01%
13,800
-22,200
-62% -$986K
BKD icon
1794
Brookdale Senior Living
BKD
$3.27B
$663K ﹤0.01%
19,800
– –
PDFS icon
1795
PDF Solutions
PDFS
$1.99B
$661K ﹤0.01%
36,400
+11,113
+44% +$245K
GRT
1796
DELISTED
GLIMCHER REALTY TRUST
GRT
$661K ﹤0.01%
65,940
+2,400
+4% +$22.7K
MTSC
1797
DELISTED
MTS Systems Corp
MTSC
$661K ﹤0.01%
9,653
– –
ARR
1798
Armour Residential REIT
ARR
$2.34B
$660K ﹤0.01%
4,003
– –
MYM
1799
DELISTED
BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA)
MYM
$659K ﹤0.01%
52,909
+19,313
+57% +$232K
CBL
1800
DELISTED
CBL& Associates Properties, Inc.
CBL
$657K ﹤0.01%
37,000
-46,600
-56% -$811K
70 71
72
73 74

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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.