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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
ONTO icon
2276
Onto Innovation
ONTO
$15.3B
$223K ﹤0.01%
12,425
– –
BRLI
2277
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$222K ﹤0.01%
+8,014
New +$210K
ARO
2278
DELISTED
Aeropostale Inc
ARO
$221K ﹤0.01%
+43,947
New +$306K
ASTE icon
2279
Astec Industries
ASTE
$1.02B
$220K ﹤0.01%
5,003
-2,800
-36% -$111K
PNX
2280
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$220K ﹤0.01%
+4,257
New +$216K
MHY
2281
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$220K ﹤0.01%
38,454
+15,548
+68% +$89.4K
GORO icon
2282
Goldgroup Mining Inc.
GORO
$191M
$218K ﹤0.01%
+45,700
New +$232K
RHP icon
2283
Ryman Hospitality Properties
RHP
$7.63B
$218K ﹤0.01%
5,117
-800
-14% -$33.9K
MYJ
2284
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$218K ﹤0.01%
15,290
+5,043
+49% +$71K
UTL icon
2285
Unitil
UTL
$980M
$217K ﹤0.01%
6,594
– –
LDL
2286
DELISTED
Lydall, Inc.
LDL
$217K ﹤0.01%
+9,506
New +$185K
CRK icon
2287
Comstock Resources
CRK
$3.94B
$216K ﹤0.01%
1,894
-2,440
-56% -$229K
GWRE icon
2288
Guidewire Software
GWRE
$14.2B
$215K ﹤0.01%
+4,384
New +$220K
SMC
2289
Summit Midstream
SMC
$419M
$215K ﹤0.01%
+333
New +$196K
BAK icon
2290
Braskem
BAK
$913M
$214K ﹤0.01%
13,700
-10,500
-43% -$158K
TCBK icon
2291
TriCo Bancshares
TCBK
$1.83B
$214K ﹤0.01%
+8,241
New +$212K
CLD
2292
DELISTED
Cloud Peak Energy Inc
CLD
$214K ﹤0.01%
10,100
-4,300
-30% -$80.8K
UTEK
2293
DELISTED
Ultratech Inc.
UTEK
$214K ﹤0.01%
7,316
-500
-6% -$13.3K
ISSI
2294
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$214K ﹤0.01%
13,757
– –
MJI
2295
DELISTED
BLACKROCK MUNIYLD NJ QUALITY FUND INC COM STK (USA)
MJI
$214K ﹤0.01%
+15,403
New +$208K
FHI icon
2296
Federated Hermes
FHI
$4.72B
$213K ﹤0.01%
6,974
-69,300
-91% -$1.94M
SHEN icon
2297
Shenandoah Telecom
SHEN
$746M
$213K ﹤0.01%
+13,208
New +$177K
AVX
2298
DELISTED
AVX Corporation
AVX
$213K ﹤0.01%
16,165
+765
+5% +$10K
DXLG icon
2299
Destination XL Group
DXLG
$35.4M
$212K ﹤0.01%
37,534
– –
ELGX
2300
DELISTED
Endologix Inc
ELGX
$212K ﹤0.01%
1,649
– –
90 91
92
93 94

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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.