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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
THR
2226
DELISTED
Thermon Group Holdings
THR
$251K ﹤0.01%
10,817
– –
TY icon
2227
TRI-Continental Corp
TY
$1.9B
$251K ﹤0.01%
12,478
-2,680
-18% -$52.8K
VOXX
2228
DELISTED
VOXX International Corporation Class A
VOXX
$251K ﹤0.01%
18,378
– –
AT
2229
DELISTED
Atlantic Power Corporation
AT
$251K ﹤0.01%
86,600
– –
ABAX
2230
DELISTED
Abaxis Inc
ABAX
$251K ﹤0.01%
6,457
-700
-10% -$27.8K
MFA
2231
MFA Financial
MFA
$933M
$250K ﹤0.01%
8,079
– –
BNCN
2232
DELISTED
BNC Bancorp
BNCN
$250K ﹤0.01%
+14,400
New +$249K
ISBC
2233
DELISTED
Investors Bancorp, Inc.
ISBC
$249K ﹤0.01%
22,918
-231,296
-91% -$2.38M
RLI icon
2234
RLI Corp
RLI
$5.89B
$248K ﹤0.01%
11,200
-11,200
-50% -$245K
PZN
2235
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$248K ﹤0.01%
+21,100
New +$239K
PGNX
2236
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$248K ﹤0.01%
60,700
+3,200
+6% +$16.4K
BRFS
2237
DELISTED
BRF SA
BRFS
$246K ﹤0.01%
12,300
-100,800
-89% -$1.84M
TRP icon
2238
TC Energy
TRP
$65.9B
$246K ﹤0.01%
5,400
-6,300
-54% -$280K
CMO
2239
DELISTED
Capstead Mortgage Corp.
CMO
$246K ﹤0.01%
+19,468
New +$246K
CASH icon
2240
Pathward Financial
CASH
$1.8B
$245K ﹤0.01%
+16,362
New +$229K
KAMN
2241
DELISTED
Kaman Corp
KAMN
$244K ﹤0.01%
5,993
+800
+15% +$31.7K
MIND icon
2242
MIND Technology
MIND
$46.2M
$243K ﹤0.01%
1,740
-720
-29% -$109K
ACH
2243
DELISTED
Alum Corp of China Ltd
ACH
$243K ﹤0.01%
28,200
+900
+3% +$7.95K
SUPX
2244
DELISTED
SUPERTEX INC
SUPX
$243K ﹤0.01%
+7,359
New +$220K
AGX icon
2245
Argan
AGX
$8.37B
$242K ﹤0.01%
+8,136
New +$234K
DTLK
2246
DELISTED
Datalink Corp
DTLK
$242K ﹤0.01%
17,400
– –
CP icon
2247
Canadian Pacific Kansas City
CP
$80.5B
$241K ﹤0.01%
8,000
-83,000
-91% -$2.52M
SID icon
2248
Companhia Siderúrgica Nacional
SID
$1.23B
$240K ﹤0.01%
55,000
+11,000
+25% +$52.5K
SGI
2249
Somnigroup International
SGI
$13.7B
$238K ﹤0.01%
18,800
-38,000
-67% -$472K
CTBI icon
2250
Community Trust Bancorp
CTBI
$1.41B
$237K ﹤0.01%
6,291
+220
+4% +$8.2K
88 89
90
91 92

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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.