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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
NQI
2551
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
– –
-110,706
Closed -$1.45M
MDAS
2552
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-28,671
Closed -$655K
TC
2553
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
– –
-748,698
Closed -$2.22M
OMG
2554
DELISTED
OM GROUP INC.
OMG
– –
-17,087
Closed -$554K
ZU
2555
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-11,000
Closed -$450K
TRAK
2556
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
– –
-31,871
Closed -$1.45M
TECU
2557
DELISTED
TECUMSEH PRODUCTS COMPANY COMMON STOCK
TECU
– –
-11,968
Closed -$61K
RVBD
2558
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
– –
-4,042,322
Closed -$83.4M
BIRT
2559
DELISTED
Actuate Corp
BIRT
– –
-15,030
Closed -$72K
ITMN
2560
DELISTED
INTERMUNE INC
ITMN
– –
-172,726
Closed -$7.63M
MNTG
2561
DELISTED
M T R GAMING GROUP INC
MNTG
– –
-230,367
Closed -$1.23M
ARX
2562
DELISTED
Aeroflex Holding Corp (DE)
ARX
– –
-1,349,854
Closed -$14.2M
MCRS
2563
DELISTED
MICROS SYSTEMS INC
MCRS
– –
-297,085
Closed -$20.2M
DFZ
2564
DELISTED
BARRY (R.G.) CORPORATION
DFZ
– –
-434,986
Closed -$8.24M
HSH
2565
DELISTED
HILLSHIRE BRANDS CO
HSH
– –
-1,900,930
Closed -$118M
TAYC
2566
DELISTED
TAYLOR CAPITAL GROUP INC
TAYC
– –
-301,560
Closed -$6.45M
UNS
2567
DELISTED
UNS ENERGY CORP COM
UNS
– –
-2,031,225
Closed -$123M
QCOR
2568
DELISTED
QUESTCOR PHARMA INC
QCOR
– –
-1,076,813
Closed -$99.6M
PLXT
2569
DELISTED
PLX TECHNOLOGY INC
PLXT
– –
-1,300,268
Closed -$8.41M
NDZ
2570
DELISTED
NORDION INC COM STK (CDA)
NDZ
– –
-5,112,318
Closed -$64.2M
IDIX
2571
DELISTED
IDENIX PHARMACEUTICALS INC
IDIX
– –
-3,025,872
Closed -$72.9M
STRZA
2572
DELISTED
Starz - Series A
STRZA
– –
-335,986
Closed -$10M
EQU
2573
DELISTED
EQUAL ENERGY LTD COM
EQU
– –
-2,263,098
Closed -$12.3M
ESC
2574
DELISTED
EMERITUS CORP
ESC
– –
-2,609,329
Closed -$82.6M
SGK
2575
DELISTED
SCHAWK INC CL-A
SGK
– –
-187,440
Closed -$3.82M
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.