We are live on ! Find out more
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
CPRX
1976
DELISTED
Catalyst Pharmaceutical
CPRX
$455K ﹤0.01%
201,282
+51,600
+34% +$108K
AMKR icon
1977
Amkor Technology
AMKR
$13.4B
$454K ﹤0.01%
66,195
+2,573
+4% +$15K
PEB icon
1978
Pebblebrook Hotel Trust
PEB
$2.01B
$453K ﹤0.01%
13,400
+1,200
+10% +$38.6K
SD
1979
DELISTED
SANDRIDGE ENERGY, INC.
SD
$453K ﹤0.01%
73,800
+30,300
+70% +$189K
POT
1980
DELISTED
Potash Corp Of Saskatchewan
POT
$446K ﹤0.01%
+12,300
New +$414K
ELNK
1981
DELISTED
EarthLink Holdings Corp.
ELNK
$446K ﹤0.01%
+123,606
New +$528K
PAA icon
1982
Plains All American Pipeline
PAA
$16.3B
$444K ﹤0.01%
8,056
– –
XRM
1983
DELISTED
Xerium Technologies Inc (new)
XRM
$444K ﹤0.01%
27,653
+2,700
+11% +$44K
WLB
1984
DELISTED
Westmoreland Coal Company
WLB
$444K ﹤0.01%
+14,900
New +$337K
SEMG
1985
DELISTED
SEMGROUP CORPORATION
SEMG
$443K ﹤0.01%
6,738
-14,400
-68% -$915K
NGLS
1986
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$442K ﹤0.01%
7,849
– –
ASCMA
1987
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$442K ﹤0.01%
5,851
+200
+4% +$15.2K
DXYN
1988
DELISTED
Dixie Group Inc
DXYN
$441K ﹤0.01%
+26,855
New +$387K
CFFN icon
1989
Capitol Federal Financial
CFFN
$1.08B
$439K ﹤0.01%
35,000
– –
ATLC icon
1990
Atlanticus Holdings
ATLC
$1.5B
$438K ﹤0.01%
191,430
– –
OXM icon
1991
Oxford Industries
OXM
$554M
$438K ﹤0.01%
5,600
-75
-1% -$5.79K
HA
1992
DELISTED
Hawaiian Holdings, Inc.
HA
$438K ﹤0.01%
+31,393
New +$367K
VTA
1993
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$438K ﹤0.01%
33,814
+1,400
+4% +$18.1K
CEMP
1994
DELISTED
Cempra, Inc.
CEMP
$438K ﹤0.01%
37,959
+24,000
+172% +$298K
MUA icon
1995
BlackRock MuniAssets Fund
MUA
$519M
$437K ﹤0.01%
35,489
+2,823
+9% +$34.5K
HSTM icon
1996
HealthStream
HSTM
$865M
$434K ﹤0.01%
16,255
-4,100
-20% -$122K
PAY
1997
DELISTED
Verifone Systems Inc
PAY
$433K ﹤0.01%
12,800
-65,348
-84% -$1.94M
BCPC
1998
Balchem Corp
BCPC
$5.68B
$432K ﹤0.01%
8,282
– –
TEAR
1999
DELISTED
TearLab Corporation
TEAR
$432K ﹤0.01%
6,386
-140
-2% -$10.8K
FCO
2000
DELISTED
abrdn Global Income Fund
FCO
$431K ﹤0.01%
39,742
– –
78 79
80
81 82

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.