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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
+1.59%
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
$36.4B
AUM Growth
-$720M
Cap. Flow
-$2.61B
Cap. Flow %
-7.18%
Top 10 Hldgs %
9.35%
Holding
2,708
New
200
Increased
858
Reduced
1,062
Closed
203

Top Buys

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$147M
2
GILD icon
Gilead Sciences
GILD
+$127M
3
INTC icon
Intel
INTC
+$114M
4
LO
LORILLARD INC COM STK
LO
+$113M
5
TWX
Time Warner Inc
TWX
+$112M

Top Sells

Rank Stock Value
1
FRX
FOREST LABORATORIES INC
FRX
+$243M
2
WNR
Western Refining Inc
WNR
+$148M
3
UNS
UNS ENERGY CORP COM
UNS
+$123M
4
HSH
HILLSHIRE BRANDS CO
HSH
+$118M
5
CELG
Celgene Corp
CELG
+$106M

Sector Composition

Rank Sector Weight
1 Healthcare 14.33%
2 Technology 12.68%
3 Energy 9.74%
4 Financials 9.4%
5 Industrials 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GHL
2501
DELISTED
Greenhill & Co., Inc.
GHL
– –
-7,100
Closed -$350K
PACW
2502
DELISTED
PacWest Bancorp
PACW
– –
-43,717
Closed -$1.89M
AVTA
2503
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-45,012
Closed -$849K
PRTK
2504
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
– –
-17,443
Closed -$417K
FCRD
2505
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-26,180
Closed -$367K
DS
2506
DELISTED
Drive Shack Inc.
DS
– –
-2,935,391
Closed -$15.1M
RBCN
2507
DELISTED
Rubicon Technology, Inc.
RBCN
– –
-3,770
Closed -$330K
CLVS
2508
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-11,466
Closed -$475K
HNGR
2509
DELISTED
Hanger Inc.
HNGR
– –
-11,361
Closed -$357K
AMPE
2510
DELISTED
Ampio Pharmaceuticals Inc.
AMPE
– –
-187
Closed -$469K
ATRS
2511
DELISTED
Antares Pharma, Inc.
ATRS
– –
-27,731
Closed -$74K
COR
2512
DELISTED
Coresite Realty Corporation
COR
– –
-6,234
Closed -$206K
MDP
2513
DELISTED
Meredith Corporation
MDP
– –
-8,850
Closed -$428K
CSOD
2514
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-11,500
Closed -$529K
CATM
2515
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-24,238
Closed -$826K
ZAGG
2516
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-227,400
Closed -$1.24M
INWK
2517
DELISTED
InnerWorkings, Inc.
INWK
– –
-13,364
Closed -$114K
PGNX
2518
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-18,100
Closed -$78K
ZF
2519
DELISTED
Virtus Total Return Fund Inc.
ZF
– –
-15,320
Closed -$240K
DF
2520
DELISTED
Dean Foods Company
DF
– –
-601,580
Closed -$10.6M
RTEC
2521
DELISTED
Rudolph Technologies Inc
RTEC
– –
-15,000
Closed -$148K
KEYW
2522
DELISTED
The KEYW Holding Corporation
KEYW
– –
-10,819
Closed -$136K
CLD
2523
DELISTED
Cloud Peak Energy Inc
CLD
– –
-18,200
Closed -$335K
MBFI
2524
DELISTED
MB Financial Corp
MBFI
– –
-19,785
Closed -$535K
SGYP
2525
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-14,711
Closed -$60K
99 100
101
102 103

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AQR Capital Management's Q3 2014 Portfolio in Review

As of Q3 2014, AQR Capital Management held 2,708 positions worth $36.4B, down 1.9% from $37.1B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.

AQR Capital Management withdrew a net $2.61B in Q3 2014, closing 203 positions and reducing 1,062 holdings. Its most notable exit was FOREST LABORATORIES INC, an estimated $243M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 14% of assets, down from 14% a quarter earlier, followed by Technology and Energy.

Against the trend, AQR Capital Management opened a new position in BALLY TECHNOLOGIES, INC. worth $80.5M.

  • AQR Capital Management's largest Q3 2014 buy was BALLY TECHNOLOGIES, INC.: 997,907 shares worth $80.5M.
  • AQR Capital Management added most to Shire pic in Q3 2014, an estimated $147M increase.
  • AQR Capital Management's biggest Q3 2014 reduction was Western Refining Inc, cutting an estimated $148M.
  • AQR Capital Management fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $243M.
  • AQR Capital Management's ten largest holdings make up 9.4% of its $36.4B portfolio in Q3 2014.
  • AQR Capital Management opened 200 new positions and closed 203 in Q3 2014.
  • AQR Capital Management's portfolio value fell 1.9% quarter-over-quarter to $36.4B.

Based on AQR Capital Management's 13F filing for Q3 2014, filed 14 Nov 2014.