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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
MSF
2526
DELISTED
Morgan Stanley Emerging Mkts Fd
MSF
– –
-19,684
Closed -$316K
NXTM
2527
DELISTED
NxStage Medical Inc.
NXTM
– –
-12,100
Closed -$174K
RHE
2528
DELISTED
Regional Health Properties, Inc.
RHE
– –
-26,502
Closed -$1.36M
DWCH
2529
DELISTED
Datawatch Corp
DWCH
– –
-16,610
Closed -$248K
COL
2530
DELISTED
Rockwell Collins
COL
– –
-15,100
Closed -$1.18M
PF
2531
DELISTED
Pinnacle Foods, Inc.
PF
– –
-1,009,848
Closed -$33.2M
PRKR
2532
DELISTED
Parkervision Inc
PRKR
– –
-10,079
Closed -$149K
CPN
2533
DELISTED
Calpine Corporation
CPN
– –
-14,025
Closed -$334K
BSFT
2534
DELISTED
BroadSoft, Inc.
BSFT
– –
-7,900
Closed -$208K
POT
2535
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-5,700
Closed -$216K
ABCO
2536
DELISTED
Advisory Board Co
ABCO
– –
-6,501
Closed -$337K
MYCC
2537
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-142,326
Closed -$2.64M
CEB
2538
DELISTED
CEB Inc.
CEB
– –
-7,289
Closed -$497K
CYNO
2539
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-10,145
Closed -$216K
TNGO
2540
DELISTED
Tangoe, Inc.
TNGO
– –
-21,300
Closed -$321K
TEAR
2541
DELISTED
TearLab Corporation
TEAR
– –
-1,866
Closed -$91K
AEPI
2542
DELISTED
AEP Industries Inc
AEPI
– –
-6,490
Closed -$226K
LGF
2543
DELISTED
Lions Gate Entertainment
LGF
– –
-12,298
Closed -$351K
MHGC
2544
DELISTED
Morgans Hotel Group Co.
MHGC
– –
-127,259
Closed -$1.01M
ININ
2545
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-16,016
Closed -$899K
AEGR
2546
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-23,713
Closed -$761K
SGI
2547
DELISTED
Silicon Graphics Intl.
SGI
– –
-13,244
Closed -$127K
CSH
2548
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-286,229
Closed -$5.77M
DWA
2549
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-17,200
Closed -$400K
NSPH
2550
DELISTED
NANOSPHERE INC. COM NEW
NSPH
– –
-694
Closed -$22K
100 101
102
103 104

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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.