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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
III icon
1926
Information Services Group
III
$250M
$506K ﹤0.01%
103,061
+27,600
+37% +$140K
OIA icon
1927
Invesco Municipal Income Opportunities Trust
OIA
$290M
$506K ﹤0.01%
76,654
-1,687
-2% -$11K
WPZ
1928
DELISTED
Williams Partners L.P.
WPZ
$506K ﹤0.01%
9,329
– –
SMRT
1929
DELISTED
Stein Mart Inc
SMRT
$500K ﹤0.01%
35,689
– –
RPRX
1930
DELISTED
Repros Therapeutics Inc.
RPRX
$500K ﹤0.01%
28,159
– –
DCO icon
1931
Ducommun
DCO
$2.99B
$499K ﹤0.01%
19,902
– –
UCTT
1932
Ultra Clean Holdings
UCTT
$3.8B
$499K ﹤0.01%
37,956
+27,096
+250% +$338K
MILL
1933
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$499K ﹤0.01%
84,841
+1,000
+1% +$6.87K
ARCW
1934
DELISTED
ARC Group Worldwide, Inc
ARCW
$498K ﹤0.01%
+36,250
New +$403K
DAKT icon
1935
Daktronics
DAKT
$1.04B
$496K ﹤0.01%
34,482
– –
PACB icon
1936
Pacific Biosciences
PACB
$351M
$496K ﹤0.01%
92,794
+1,300
+1% +$8.22K
DGI
1937
DELISTED
DigitalGlobe Inc.
DGI
$495K ﹤0.01%
17,075
+12,000
+236% +$438K
GBL
1938
DELISTED
GAMCO Investors, Inc.
GBL
$493K ﹤0.01%
+11,781
New +$514K
SLRC icon
1939
SLR Investment Corp
SLRC
$705M
$492K ﹤0.01%
22,600
-27,600
-55% -$615K
NPV icon
1940
Nuveen Virginia Quality Municipal Income Fund
NPV
$215M
$491K ﹤0.01%
38,607
+20,632
+115% +$257K
POM
1941
DELISTED
PEPCO HOLDINGS, INC.
POM
$489K ﹤0.01%
23,900
-3,400
-12% -$66.9K
AUTO
1942
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$488K ﹤0.01%
39,276
+18,100
+85% +$274K
SCLN
1943
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$486K ﹤0.01%
106,880
-121,100
-53% -$585K
NWN icon
1944
Northwest Natural Holdings
NWN
$2.09B
$485K ﹤0.01%
11,022
– –
REX icon
1945
REX American Resources
REX
$1.43B
$485K ﹤0.01%
51,006
+1,800
+4% +$13.8K
HPTX
1946
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
$485K ﹤0.01%
18,809
+100
+0.5% +$2.71K
HLIO icon
1947
Helios Technologies
HLIO
$2.72B
$481K ﹤0.01%
11,100
– –
BLKB icon
1948
Blackbaud
BLKB
$2.1B
$479K ﹤0.01%
15,300
-186
-1% -$6.26K
FTR
1949
DELISTED
Frontier Communications Corp.
FTR
$479K ﹤0.01%
5,607
-47,766
-89% -$3.49M
MWE
1950
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$478K ﹤0.01%
7,314
– –
76 77
78
79 80

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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.