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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
INFN
2051
DELISTED
Infinera Corporation Common Stock
INFN
$382K ﹤0.01%
42,081
-54,200
-56% -$475K
ALGT icon
2052
Allegiant Air
ALGT
$2.45B
$381K ﹤0.01%
3,405
-11,700
-77% -$1.19M
LGF
2053
DELISTED
Lions Gate Entertainment
LGF
$380K ﹤0.01%
14,198
-59,900
-81% -$1.84M
UNIS
2054
DELISTED
Unilife Corporation
UNIS
$379K ﹤0.01%
+9,320
New +$421K
CRAI icon
2055
CRA International
CRAI
$1.07B
$377K ﹤0.01%
15,308
– –
DKS icon
2056
Dick's Sporting Goods
DKS
$18.9B
$377K ﹤0.01%
6,900
+2,100
+44% +$114K
NX icon
2057
Quanex
NX
$966M
$375K ﹤0.01%
18,122
– –
TREE icon
2058
LendingTree
TREE
$451M
$374K ﹤0.01%
12,052
– –
SEAC
2059
DELISTED
Seachange International Inc
SEAC
$374K ﹤0.01%
1,793
+870
+94% +$198K
PLUS icon
2060
ePlus
PLUS
$2.37B
$372K ﹤0.01%
26,668
– –
ANF icon
2061
Abercrombie & Fitch
ANF
$5.23B
$371K ﹤0.01%
9,626
-286,900
-97% -$10.5M
MNTX
2062
DELISTED
Manitex International, Inc.
MNTX
$370K ﹤0.01%
22,678
+600
+3% +$8.97K
CZR
2063
DELISTED
Caesars Entertainment Corporation
CZR
$370K ﹤0.01%
19,473
-11,700
-38% -$270K
MTSN
2064
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$369K ﹤0.01%
158,958
– –
SREV
2065
DELISTED
ServiceSource International, Inc.
SREV
$365K ﹤0.01%
43,292
– –
FCN icon
2066
FTI Consulting
FCN
$4.17B
$364K ﹤0.01%
+10,920
New +$383K
ABCB icon
2067
Ameris Bancorp
ABCB
$5.83B
$363K ﹤0.01%
15,571
+5,482
+54% +$117K
TDC icon
2068
Teradata
TDC
$2.55B
$363K ﹤0.01%
7,376
-72,700
-91% -$3.28M
NXTM
2069
DELISTED
NxStage Medical Inc.
NXTM
$363K ﹤0.01%
+28,500
New +$372K
SBSI icon
2070
Southside Bancshares
SBSI
$953M
$362K ﹤0.01%
13,699
+356
+3% +$8.57K
ZU
2071
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$361K ﹤0.01%
+7,200
New +$348K
FOR icon
2072
Forestar Group
FOR
$1.47B
$360K ﹤0.01%
20,200
-1,500
-7% -$29.2K
CBK
2073
DELISTED
Christopher & Banks Corporation
CBK
$360K ﹤0.01%
54,507
-14,400
-21% -$98.1K
MMLP icon
2074
Martin Midstream Partners
MMLP
$99.4M
$359K ﹤0.01%
8,334
– –
AMPE
2075
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
$357K ﹤0.01%
+187
New +$442K
81 82
83
84 85

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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.