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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
AEM icon
1851
Agnico Eagle Mines
AEM
$91.4B
$584K ﹤0.01%
19,300
+9,600
+99% +$301K
AVNR
1852
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$584K ﹤0.01%
159,000
+20,800
+15% +$79.3K
ETW
1853
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.06B
$583K ﹤0.01%
48,157
-95,325
-66% -$1.14M
FLO icon
1854
Flowers Foods
FLO
$1.51B
$582K ﹤0.01%
27,151
-122,224
-82% -$2.55M
USCR
1855
DELISTED
U S Concrete, Inc.
USCR
$582K ﹤0.01%
24,784
+5,600
+29% +$130K
KEG
1856
DELISTED
KEY ENERGY SERVICES INC
KEG
$582K ﹤0.01%
62,947
+4,100
+7% +$37.9K
ONB icon
1857
Old National Bancorp
ONB
$10.1B
$581K ﹤0.01%
38,980
-55,900
-59% -$796K
FSTR icon
1858
Foster
FSTR
$414M
$579K ﹤0.01%
12,365
– –
RGLD icon
1859
Royal Gold
RGLD
$19.8B
$579K ﹤0.01%
9,248
-3,400
-27% -$209K
ADAT
1860
DELISTED
AUTHENTIDATE HOLDING CORP COM STK (DE)
ADAT
$574K ﹤0.01%
64,416
-22,374
-26% -$244K
VCV icon
1861
Invesco California Value Municipal Income Trust
VCV
$525M
$570K ﹤0.01%
48,316
– –
ACLS icon
1862
Axcelis
ACLS
$4.1B
$569K ﹤0.01%
66,177
+3,600
+6% +$33.1K
ACGN
1863
DELISTED
Aceragen Inc
ACGN
$569K ﹤0.01%
1,026
– –
PAI
1864
Western Asset Investment Grade Income Fund
PAI
$113M
$566K ﹤0.01%
42,631
+838
+2% +$11.1K
TZOO icon
1865
Travelzoo
TZOO
$73.9M
$566K ﹤0.01%
24,711
-21,400
-46% -$487K
WPZ
1866
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$564K ﹤0.01%
11,762
– –
CDE icon
1867
Coeur Mining
CDE
$18.7B
$563K ﹤0.01%
60,593
+2,300
+4% +$24.7K
ATRC icon
1868
AtriCure
ATRC
$2.12B
$561K ﹤0.01%
+29,800
New +$611K
GCO icon
1869
Genesco
GCO
$419M
$560K ﹤0.01%
7,509
+137
+2% +$9.95K
WEX icon
1870
WEX
WEX
$6.35B
$555K ﹤0.01%
5,834
+2,300
+65% +$211K
CHMT
1871
DELISTED
Chemtura Corporation
CHMT
$555K ﹤0.01%
21,957
-33,616
-60% -$857K
HTLD icon
1872
Heartland Express
HTLD
$911M
$554K ﹤0.01%
24,400
+11,100
+83% +$232K
AIQ
1873
DELISTED
Alliance Healthcare Services
AIQ
$554K ﹤0.01%
16,517
– –
CEVA icon
1874
CEVA Inc
CEVA
$889M
$553K ﹤0.01%
31,500
+3,000
+11% +$51.5K
MCA
1875
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$551K ﹤0.01%
38,087
+12,561
+49% +$178K
73 74
75
76 77

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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.