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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
AOI
2426
DELISTED
Alliance One International
AOI
$36K ﹤0.01%
1,224
– –
MTL
2427
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$29K ﹤0.01%
7,100
+350
+5% +$1.42K
MGN
2428
DELISTED
MINES MGMT INC
MGN
$21K ﹤0.01%
19,104
– –
CHGS
2429
DELISTED
CHINA GENGSHENG MINERALS, INC. COMMON STOCK (NV)
CHGS
$7K ﹤0.01%
21,124
-19,650
-48% -$7.79K
ACGL icon
2430
Arch Capital
ACGL
$33.6B
– –
-197,466
Closed -$3.93M
ACN icon
2431
Accenture
ACN
$108B
– –
-216,109
Closed -$17.8M
ADEA icon
2432
Adeia
ADEA
$3.11B
– –
-82,026
Closed -$428K
AFB
2433
AllianceBernstein National Municipal Income Fund
AFB
$317M
– –
-10,384
Closed -$130K
AGO icon
2434
Assured Guaranty
AGO
$3.34B
– –
-130,168
Closed -$3.07M
ALLE icon
2435
Allegion
ALLE
$14.4B
– –
-878,597
Closed -$38.8M
AMBA icon
2436
Ambarella
AMBA
$3.81B
– –
-74,622
Closed -$2.53M
APTV icon
2437
Aptiv
APTV
$10.3B
– –
-870,000
Closed -$52.3M
AVD icon
2438
American Vanguard Corp
AVD
$68.9M
– –
-12,023
Closed -$292K
AVGO icon
2439
Broadcom
AVGO
$2.04T
– –
-3,303,000
Closed -$17.5M
AXS icon
2440
AXIS Capital
AXS
$7.55B
– –
-1,419,478
Closed -$67.5M
AZZ icon
2441
AZZ Inc
AZZ
$4.54B
– –
-7,016
Closed -$343K
BAH icon
2442
Booz Allen Hamilton
BAH
$9.15B
– –
-17,106
Closed -$328K
BAP icon
2443
Credicorp
BAP
$30.7B
– –
-163,575
Closed -$20.9M
BG icon
2444
Bunge Global
BG
$20.8B
– –
-534,565
Closed -$43.9M
BGR icon
2445
BlackRock Energy and Resources Trust
BGR
$405M
– –
-90,622
Closed -$2.2M
BHK icon
2446
BlackRock Core Bond Trust
BHK
$667M
– –
-229,379
Closed -$2.95M
BBT
2447
Beacon Financial Corp
BBT
$2.66B
– –
-7,700
Closed -$210K
CB icon
2448
Chubb
CB
$135B
– –
-495,478
Closed -$51.3M
CLB icon
2449
Core Laboratories
CLB
$521M
– –
-1,100
Closed -$210K
CPA icon
2450
Copa Holdings
CPA
$5.8B
– –
-108,262
Closed -$17.3M
96 97
98
99 100

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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.