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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
MDAS
2251
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$236K ﹤0.01%
9,571
-6,100
-39% -$137K
NAN icon
2252
Nuveen New York Quality Municipal Income Fund
NAN
$373M
$235K ﹤0.01%
17,636
+3,468
+24% +$45.8K
DTF
2253
DTF Tax-Free Income 2028 Term Fund
DTF
$81.1M
$234K ﹤0.01%
15,801
+5,080
+47% +$73.8K
VMM
2254
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$234K ﹤0.01%
+17,515
New +$227K
NNP
2255
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
$233K ﹤0.01%
+16,681
New +$230K
MRTN icon
2256
Marten Transport
MRTN
$1.22B
$231K ﹤0.01%
26,865
+750
+3% +$5.97K
XYL icon
2257
Xylem
XYL
$28.1B
$231K ﹤0.01%
6,346
-1,254
-17% -$45.7K
LEAF
2258
DELISTED
Leaf Group Ltd.
LEAF
$231K ﹤0.01%
+24,041
New +$252K
FLWS icon
2259
1-800-Flowers.com
FLWS
$258M
$230K ﹤0.01%
40,777
– –
NCMI icon
2260
National CineMedia
NCMI
$378M
$230K ﹤0.01%
1,530
+440
+40% +$75.9K
SNBR
2261
DELISTED
Sleep Number
SNBR
$230K ﹤0.01%
+12,700
New +$221K
WMK icon
2262
Weis Markets
WMK
$1.86B
$230K ﹤0.01%
4,676
+100
+2% +$4.97K
NILE
2263
DELISTED
Blue Nile, Inc.
NILE
$230K ﹤0.01%
+6,600
New +$253K
AVAV icon
2264
AeroVironment
AVAV
$9.45B
$229K ﹤0.01%
+5,700
New +$186K
ALSN icon
2265
Allison Transmission
ALSN
$9.82B
$228K ﹤0.01%
7,600
-204,270
-96% -$5.91M
HZO icon
2266
MarineMax
HZO
$788M
$228K ﹤0.01%
15,000
– –
WSFS icon
2267
WSFS Financial
WSFS
$4.15B
$228K ﹤0.01%
9,564
+300
+3% +$7.22K
LION
2268
DELISTED
Fidelity Southern Corporation
LION
$228K ﹤0.01%
16,313
+98
+0.6% +$1.41K
COWN
2269
DELISTED
Cowen Inc. Class A Common Stock
COWN
$228K ﹤0.01%
+12,926
New +$213K
FIO
2270
DELISTED
FUSION-IO INC COM
FIO
$227K ﹤0.01%
+21,535
New +$228K
FLNA
2271
Filana Therapeutics
FLNA
$48.1M
$226K ﹤0.01%
+5,871
New +$207K
EPB
2272
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$225K ﹤0.01%
7,402
– –
VVUS
2273
DELISTED
Vivus Inc
VVUS
$225K ﹤0.01%
3,790
– –
QEPM
2274
DELISTED
QEP MIDSTREAM PARTNERS LP UIT REPSTG LTD PARTSP INT (DE)
QEPM
$224K ﹤0.01%
+9,585
New +$222K
ORBC
2275
DELISTED
ORBCOMM, Inc.
ORBC
$224K ﹤0.01%
+32,700
New +$235K
89 90
91
92 93

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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.