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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
CALM icon
2101
Cal-Maine
CALM
$3.91B
$333K ﹤0.01%
10,602
– –
GIFI
2102
DELISTED
Gulf Island Fabrication
GIFI
$333K ﹤0.01%
15,390
– –
AMCC
2103
DELISTED
Applied Micro Circuits Corporation New
AMCC
$333K ﹤0.01%
33,600
-103,018
-75% -$1.11M
EHI
2104
Western Asset Global High Income Fund
EHI
$179M
$332K ﹤0.01%
+27,009
New +$334K
BDBD
2105
DELISTED
BOULDER BRANDS INC
BDBD
$332K ﹤0.01%
18,862
– –
OESX icon
2106
Orion Energy Systems
OESX
$74.9M
$331K ﹤0.01%
+4,560
New +$287K
XRAY icon
2107
Dentsply Sirona
XRAY
$2.37B
$331K ﹤0.01%
+7,200
New +$333K
MYI icon
2108
BlackRock MuniYield Quality Fund III
MYI
$717M
$330K ﹤0.01%
24,254
– –
MCRI icon
2109
Monarch Casino & Resort
MCRI
$2.18B
$329K ﹤0.01%
17,749
– –
AF
2110
DELISTED
Astoria Financial Corporation
AF
$329K ﹤0.01%
23,818
– –
MCF
2111
DELISTED
Contango Oil & Gas Co.
MCF
$329K ﹤0.01%
+6,900
New +$316K
ATRS
2112
DELISTED
Antares Pharma, Inc.
ATRS
$328K ﹤0.01%
93,631
– –
FBIO icon
2113
Fortress Biotech
FBIO
$89.4M
$327K ﹤0.01%
11,027
+9,514
+629% +$371K
BCIC
2114
BCP Investment Corp
BCIC
$92.3M
$327K ﹤0.01%
3,780
– –
ILG
2115
DELISTED
ILG, Inc Common Stock
ILG
$327K ﹤0.01%
12,500
– –
UNFI icon
2116
United Natural Foods
UNFI
$2.83B
$326K ﹤0.01%
+4,600
New +$328K
VWTR
2117
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$325K ﹤0.01%
+12,500
New +$308K
OKS
2118
DELISTED
Oneok Partners LP
OKS
$325K ﹤0.01%
6,078
– –
ETP
2119
DELISTED
Energy Transfer Partners L.p.
ETP
$325K ﹤0.01%
6,042
– –
TILE icon
2120
Interface
TILE
$2.27B
$323K ﹤0.01%
15,700
– –
SLGN icon
2121
Silgan Holdings
SLGN
$4.34B
$322K ﹤0.01%
+13,000
New +$309K
TLP
2122
DELISTED
Transmontaigne
TLP
$322K ﹤0.01%
7,482
– –
DVM
2123
DELISTED
COHEN & STEERS DIV MAJORS FUND INC
DVM
$321K ﹤0.01%
+20,765
New +$315K
IPHS
2124
DELISTED
Innophos Holdings, Inc.
IPHS
$320K ﹤0.01%
5,647
-1,600
-22% -$82.2K
NOR
2125
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$320K ﹤0.01%
11,129
-9,442
-46% -$249K
83 84
85
86 87

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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.