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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
CYHHZ
2201
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$264K ﹤0.01%
+4,356,729
New +$242K
EOI
2202
Eaton Vance Enhanced Equity Income Fund
EOI
$826M
$263K ﹤0.01%
20,126
-39,226
-66% -$511K
NNVC icon
2203
NanoViricides
NNVC
$36.2M
$263K ﹤0.01%
+4,105
New +$351K
AUY
2204
DELISTED
Yamana Gold, Inc.
AUY
$263K ﹤0.01%
30,000
+4,400
+17% +$42.5K
TRQ
2205
DELISTED
Turquoise Hill Resources Ltd
TRQ
$263K ﹤0.01%
7,910
+3,520
+80% +$123K
MFT
2206
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
$263K ﹤0.01%
20,084
+1,072
+6% +$13.8K
BRKR icon
2207
Bruker
BRKR
$8.14B
$262K ﹤0.01%
11,500
-16,500
-59% -$360K
KAI icon
2208
Kadant
KAI
$3.99B
$261K ﹤0.01%
7,170
-5,300
-43% -$201K
NFBK
2209
DELISTED
Northfield Bancorp
NFBK
$261K ﹤0.01%
20,300
– –
AMTG
2210
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$260K ﹤0.01%
+16,000
New +$261K
BMI icon
2211
Badger Meter
BMI
$4.03B
$259K ﹤0.01%
9,400
– –
MODN
2212
DELISTED
MODEL N, INC.
MODN
$259K ﹤0.01%
25,600
– –
MNDT
2213
DELISTED
Mandiant, Inc. Common Stock
MNDT
$259K ﹤0.01%
+4,200
New +$298K
TESS
2214
DELISTED
Tessco Technologies Inc
TESS
$258K ﹤0.01%
6,897
+1,000
+17% +$37K
GTI
2215
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$258K ﹤0.01%
23,583
– –
CORT icon
2216
Corcept Therapeutics
CORT
$12B
$257K ﹤0.01%
+58,900
New +$206K
QUAD icon
2217
Quad
QUAD
$525M
$257K ﹤0.01%
10,948
-20,000
-65% -$477K
CYTR
2218
DELISTED
CytRx Corp
CYTR
$257K ﹤0.01%
+12,267
New +$435K
MNI
2219
DELISTED
The McClatchy Company Class A Common Stock
MNI
$254K ﹤0.01%
+3,949
New +$201K
EEP
2220
DELISTED
Enbridge Energy Partners
EEP
$254K ﹤0.01%
9,277
– –
MATW icon
2221
Matthews International
MATW
$739M
$253K ﹤0.01%
6,200
+1,400
+29% +$57.7K
GBAB
2222
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
GBAB
$389M
$252K ﹤0.01%
12,173
– –
MMSI icon
2223
Merit Medical Systems
MMSI
$5.32B
$252K ﹤0.01%
17,651
– –
RVT icon
2224
Royce Value Trust
RVT
$2.3B
$252K ﹤0.01%
15,999
+1,779
+13% +$27.8K
PKY
2225
DELISTED
Parkway, Inc.
PKY
$252K ﹤0.01%
13,786
-26,867
-66% -$484K
87 88
89
90 91

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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.