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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
ACI
2401
DELISTED
ARCH COAL, INC.
ACI
$90K ﹤0.01%
1,870
-8,060
-81% -$346K
BIRT
2402
DELISTED
Actuate Corp
BIRT
$90K ﹤0.01%
15,030
-74,500
-83% -$491K
SPRT
2403
DELISTED
support.com, Inc.
SPRT
$89K ﹤0.01%
11,667
– –
RNWK
2404
DELISTED
RealNetworks Inc
RNWK
$89K ﹤0.01%
32,490
– –
MSO
2405
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$88K ﹤0.01%
+19,500
New +$88.6K
FMD
2406
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
$87K ﹤0.01%
28,435
– –
CBR
2407
DELISTED
CIBER Inc.
CBR
$86K ﹤0.01%
18,780
+1,400
+8% +$6.07K
TECUA
2408
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
$83K ﹤0.01%
11,968
-21,724
-64% -$151K
REFR icon
2409
Research Frontiers
REFR
$17M
$78K ﹤0.01%
+15,100
New +$95.6K
STSI
2410
DELISTED
STAR SCIENTIFIC INC
STSI
$74K ﹤0.01%
94,600
-1,901
-2% -$1.65K
ANH
2411
DELISTED
Anworth Mortgage Asset Corporation
ANH
$73K ﹤0.01%
11,242
– –
FRTX
2412
DELISTED
Fresh Tracks Therapeutics, Inc. Common Stock
FRTX
$67K ﹤0.01%
16
– –
NSPH
2413
DELISTED
NANOSPHERE INC. COM NEW
NSPH
$65K ﹤0.01%
1,509
– –
AMD icon
2414
Advanced Micro Devices
AMD
$789B
$64K ﹤0.01%
16,071
-691,100
-98% -$2.64M
CRMD.WS
2415
DELISTED
CORMEDIX INC WTS EXP 04/30/15
CRMD.WS
$64K ﹤0.01%
97,150
– –
IMNN icon
2416
Imunon
IMNN
$6.77M
$63K ﹤0.01%
7
– –
NUWE icon
2417
Nuwellis
NUWE
$543K
– –
0
– –
RSH
2418
DELISTED
RADIOSHACK CORP
RSH
$59K ﹤0.01%
28,013
-3,075
-10% -$7.23K
LCAV
2419
DELISTED
LCA-VISION INC
LCAV
$58K ﹤0.01%
10,851
+300
+3% +$1.45K
ASB.WS
2420
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$55K ﹤0.01%
23,450
– –
EXEL icon
2421
Exelixis
EXEL
$13.4B
$52K ﹤0.01%
+14,682
New +$99.9K
HERO
2422
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$52K ﹤0.01%
11,395
-89,274
-89% -$449K
VLYWW
2423
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$52K ﹤0.01%
116,185
– –
ANAD
2424
DELISTED
ANADIGICS INC
ANAD
$41K ﹤0.01%
24,000
– –
NLST
2425
DELISTED
Netlist, Inc.
NLST
$37K ﹤0.01%
19,500
– –
95 96
97
98 99

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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.