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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
BZT
851
DELISTED
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
$4.05M 0.01%
+150,000
New +$4.31M
STAG icon
852
STAG Industrial
STAG
$7.19B
$4.04M 0.01%
195,199
-33,200
-15% -$765K
MTRX icon
853
Matrix Service
MTRX
$335M
$4.03M 0.01%
167,031
-81,500
-33% -$2.26M
CWEI
854
DELISTED
Clayton Williams Energy, Inc.
CWEI
$4.01M 0.01%
41,591
+25,900
+165% +$3M
PAYX icon
855
Paychex
PAYX
$42.7B
$4M 0.01%
90,550
-19,400
-18% -$816K
TER icon
856
Teradyne
TER
$59.3B
$4M 0.01%
206,342
+159,400
+340% +$3.13M
ACIC icon
857
American Coastal Insurance
ACIC
$493M
$3.98M 0.01%
265,400
+209,700
+376% +$3.3M
GPRE icon
858
Green Plains
GPRE
$1.03B
$3.97M 0.01%
106,202
-327,158
-75% -$13.1M
PBR icon
859
Petrobras
PBR
$116B
$3.96M 0.01%
279,400
+19,100
+7% +$320K
BRS
860
DELISTED
Bristow Group, Inc.
BRS
$3.96M 0.01%
58,897
-60,400
-51% -$4.37M
MOD icon
861
Modine Manufacturing
MOD
$10.4B
$3.96M 0.01%
333,280
-53,200
-14% -$743K
CHSP
862
DELISTED
Chesapeake Lodging Trust
CHSP
$3.95M 0.01%
135,600
-26,400
-16% -$792K
PNFP icon
863
Pinnacle Financial Partners Inc
PNFP
$15.8B
$3.94M 0.01%
109,281
-15,700
-13% -$577K
ANSS
864
DELISTED
Ansys
ANSS
$3.94M 0.01%
52,000
-20,500
-28% -$1.61M
HYT icon
865
BlackRock Corporate High Yield Fund
HYT
$1.37B
$3.93M 0.01%
332,362
+156,301
+89% +$1.88M
ANF icon
866
Abercrombie & Fitch
ANF
$5B
$3.93M 0.01%
+108,100
New +$4.4M
SHO icon
867
Sunstone Hotel Investors
SHO
$2.06B
$3.89M 0.01%
281,450
+65,462
+30% +$950K
FICO icon
868
Fair Isaac
FICO
$22.5B
$3.89M 0.01%
70,586
-23,818
-25% -$1.41M
AOL
869
DELISTED
AOL INC COMMON STOCK
AOL
$3.89M 0.01%
86,500
+14,700
+20% +$613K
EPAM icon
870
EPAM Systems
EPAM
$5.03B
$3.88M 0.01%
88,634
+24,700
+39% +$979K
PX
871
DELISTED
Praxair Inc
PX
$3.88M 0.01%
+30,089
New +$3.95M
CODE
872
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$3.88M 0.01%
170,300
+48,300
+40% +$1.03M
WR
873
DELISTED
Westar Energy Inc
WR
$3.87M 0.01%
113,322
-9,200
-8% -$333K
GEO icon
874
The GEO Group
GEO
$4.04B
$3.86M 0.01%
+151,436
New +$3.69M
NCI
875
DELISTED
Navigant Consulting, Inc.
NCI
$3.85M 0.01%
276,958
-52,100
-16% -$843K
33 34
35
36 37

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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.