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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
ARRY
2076
DELISTED
Array Biopharma Inc
ARRY
$356K ﹤0.01%
75,718
-78,200
-51% -$393K
JRN
2077
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$356K ﹤0.01%
40,186
– –
KBH icon
2078
KB Home
KBH
$3.48B
$355K ﹤0.01%
20,911
-77,500
-79% -$1.42M
NAZ icon
2079
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$353K ﹤0.01%
27,574
+1,831
+7% +$23.1K
PRGS icon
2080
Progress Software
PRGS
$1.78B
$353K ﹤0.01%
16,206
– –
NNJ
2081
DELISTED
NUVEEN (NJ)PREM INCM MUNI FUND
NNJ
$351K ﹤0.01%
+25,654
New +$344K
AGM icon
2082
Federal Agricultural Mortgage
AGM
$2.53B
$350K ﹤0.01%
10,531
– –
GERN icon
2083
Geron
GERN
$969M
$350K ﹤0.01%
178,030
– –
OSIS icon
2084
OSI Systems
OSIS
$3.88B
$350K ﹤0.01%
+5,855
New +$350K
GFIG
2085
DELISTED
GFI GROUP INC
GFIG
$350K ﹤0.01%
98,483
– –
EGAN icon
2086
eGain
EGAN
$205M
$349K ﹤0.01%
49,470
+200
+0.4% +$1.81K
JPI
2087
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$349K ﹤0.01%
+15,318
New +$347K
IMMU
2088
DELISTED
Immunomedics Inc
IMMU
$349K ﹤0.01%
83,000
+26,600
+47% +$132K
PPO
2089
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$349K ﹤0.01%
10,200
– –
ADNC
2090
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
$347K ﹤0.01%
27,738
+1,800
+7% +$21.2K
IMGN
2091
DELISTED
Immunogen Inc
IMGN
$345K ﹤0.01%
23,127
– –
EDMC
2092
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
$345K ﹤0.01%
70,856
+38,067
+116% +$265K
TISI icon
2093
Team
TISI
$78.2M
$343K ﹤0.01%
800
– –
ESND
2094
DELISTED
Essendant Inc.
ESND
$342K ﹤0.01%
8,324
-10,100
-55% -$429K
NRG icon
2095
NRG Energy
NRG
$24.8B
$340K ﹤0.01%
+10,700
New +$307K
LABL
2096
DELISTED
Multi-Color Corp
LABL
$338K ﹤0.01%
9,644
+200
+2% +$6.93K
DCP
2097
DELISTED
DCP Midstream, LP
DCP
$337K ﹤0.01%
6,724
– –
GLBR
2098
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$336K ﹤0.01%
2,276
+80
+4% +$13.3K
ACIW icon
2099
ACI Worldwide
ACIW
$5.35B
$334K ﹤0.01%
16,941
+4,200
+33% +$85K
EOS
2100
Eaton Vance Enhance Equity Income Fund II
EOS
$1.18B
$334K ﹤0.01%
25,308
-51,180
-67% -$669K
82 83
84
85 86

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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.