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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
LKFN icon
1901
Lakeland Financial Corp
LKFN
$1.51B
$521K ﹤0.01%
19,434
+534
+3% +$13.6K
LOGM
1902
DELISTED
LogMein, Inc.
LOGM
$521K ﹤0.01%
+11,600
New +$446K
MFRM
1903
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$521K ﹤0.01%
+10,900
New +$473K
ULTI
1904
DELISTED
Ultimate Software Group Inc
ULTI
$518K ﹤0.01%
+3,783
New +$594K
NPF
1905
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$516K ﹤0.01%
39,299
+1,013
+3% +$13.3K
SN
1906
DELISTED
Sanchez Energy Corporation
SN
$515K ﹤0.01%
17,395
+6,700
+63% +$187K
SGI
1907
DELISTED
Silicon Graphics Intl.
SGI
$515K ﹤0.01%
41,944
-120,887
-74% -$1.55M
WES
1908
DELISTED
Western Gas Partners Lp
WES
$515K ﹤0.01%
7,781
– –
SSNC icon
1909
SS&C Technologies
SSNC
$18.7B
$514K ﹤0.01%
25,676
+3,200
+14% +$65.8K
WNC icon
1910
Wabash National
WNC
$510M
$513K ﹤0.01%
37,257
-500
-1% -$6.68K
SAEX
1911
DELISTED
SAExploration Holdings, Inc.
SAEX
$513K ﹤0.01%
+20
New +$492K
NPT
1912
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$513K ﹤0.01%
41,377
– –
GDOT icon
1913
Green Dot
GDOT
$752M
$511K ﹤0.01%
26,149
+7,400
+39% +$164K
FFG
1914
DELISTED
FBL Financial Group
FFG
$511K ﹤0.01%
11,792
-1,700
-13% -$70.5K
DZSI
1915
DELISTED
DZS Inc. Common Stock
DZSI
$511K ﹤0.01%
24,219
+3,300
+16% +$74.5K
KRG icon
1916
Kite Realty
KRG
$5.3B
$510K ﹤0.01%
21,267
+9,725
+84% +$242K
PMM
1917
Franklin Managed Municipal Income Trust
PMM
$272M
$509K ﹤0.01%
73,082
– –
SAFT icon
1918
Safety Insurance
SAFT
$1.52B
$509K ﹤0.01%
9,460
+204
+2% +$11.2K
MUS
1919
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$509K ﹤0.01%
40,296
+6,942
+21% +$86.5K
EVG
1920
Eaton Vance Short Duration Diversified Income Fund
EVG
$143M
$508K ﹤0.01%
33,416
+15,299
+84% +$235K
TBBK icon
1921
The Bancorp
TBBK
$2.81B
$508K ﹤0.01%
27,000
+5,600
+26% +$106K
NQM
1922
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$508K ﹤0.01%
35,990
– –
SSI
1923
DELISTED
Stage Stores Inc
SSI
$507K ﹤0.01%
20,721
– –
LBMH
1924
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$507K ﹤0.01%
+129,000
New +$566K
HOPE icon
1925
Hope Bancorp
HOPE
$1.78B
$506K ﹤0.01%
29,498
– –
75 76
77
78 79

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Jones Financial Companies
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BNP Paribas Financial Markets
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Millennium Management
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American Century Companies
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HSBC Holdings
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VGA
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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.