AQR CAPITAL MANAGEMENT LLC

Q1 2014 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
3/31/2014
Date filed
5/15/2014
Form type
13F-HR
Num holdings
2,547
Total value ($000)
$33,139,702
Net value change ($000)
-359,986 (-1.1%)
New positions
221
Sold out positions
223
Turnover %
11.0%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BEAM INC 213,036 11331.7%
FOREST LAB 178,850 553.6%
Time Warner Cable 162,617 193.1%
MA 100,850 215.0%
ABBV 98,971 185.1%
BRE PROPERTIES INC 93,586 6627.9%
MRK 91,199 125.5%
WFC 90,878 49.2%
BAC 89,790 157.9%
Alphabet Inc. Class C 86,834 31.1%
Top Reduces (Value $000, Stocks/ETFs)
LYB -286,492 -100.0%
LIFE TECHNOLOGIES -185,859 -100.0%
HEALTH MGMT -178,631 -100.0%
VOD -147,548 -100.0%
LENDER PROCESSING S -144,214 -100.0%
VIROPHARMA INC -141,841 -100.0%
Marvell Technology Group -108,852 -100.0%
SANTARUS INC -106,669 -100.0%
HARRIS TEETER SUPERMARKETS I -103,022 -100.0%
EG -99,935 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type