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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
BC icon
976
Brunswick
BC
$5.28B
$3.04M 0.01%
72,125
-38,200
-35% -$1.62M
APD icon
977
Air Products & Chemicals
APD
$67.6B
$3.03M 0.01%
25,187
+14,485
+135% +$1.77M
PQUE
978
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$3.02M 0.01%
+538,100
New +$3.02M
AMSG
979
DELISTED
Amsurg Corp
AMSG
$3.02M 0.01%
60,400
+36,100
+149% +$1.8M
RGLD icon
980
Royal Gold
RGLD
$19.5B
$3.02M 0.01%
46,500
+34,100
+275% +$2.55M
DRIV
981
DELISTED
DIGITAL RIVER INC.
DRIV
$2.99M 0.01%
206,000
+20,100
+11% +$302K
EDR
982
DELISTED
Education Realty Trust Inc
EDR
$2.98M 0.01%
96,751
+17,752
+22% +$572K
GNC
983
DELISTED
GNC Holdings, Inc.
GNC
$2.98M 0.01%
76,997
-43,900
-36% -$1.59M
MAC icon
984
Macerich
MAC
$6.92B
$2.98M 0.01%
46,700
+5,200
+13% +$342K
MAA icon
985
Mid-America Apartment Communities
MAA
$15.7B
$2.98M 0.01%
45,382
-26,500
-37% -$1.89M
ETFC
986
DELISTED
E*Trade Financial Corporation
ETFC
$2.98M 0.01%
131,806
-130,400
-50% -$2.86M
SRI icon
987
Stoneridge
SRI
$213M
$2.98M 0.01%
264,100
-164,600
-38% -$1.92M
UDR icon
988
UDR
UDR
$12.3B
$2.97M 0.01%
109,000
+6,700
+7% +$194K
KS
989
DELISTED
KapStone Paper and Pack Corp.
KS
$2.95M 0.01%
105,600
-60,426
-36% -$1.84M
TTEC icon
990
TTEC Holdings
TTEC
$124M
$2.95M 0.01%
120,157
+3,400
+3% +$93K
TDAY
991
USA Today Co
TDAY
$1.06B
$2.95M 0.01%
177,414
-77,189
-30% -$1.22M
PEOP
992
DELISTED
PEOPLES FED BANCSHARES INC COM STK (MD)
PEOP
$2.94M 0.01%
+147,246
New +$2.85M
SSTK icon
993
Shutterstock
SSTK
$219M
$2.94M 0.01%
41,141
+6,400
+18% +$486K
IPXL
994
DELISTED
Impax Laboratories, Inc.
IPXL
$2.93M 0.01%
123,700
-16,500
-12% -$423K
BMRN icon
995
BioMarin Pharmaceuticals
BMRN
$12.4B
$2.93M 0.01%
40,571
-57,300
-59% -$3.77M
VAC icon
996
Marriott Vacations Worldwide
VAC
$4.25B
$2.92M 0.01%
46,009
+15,400
+50% +$913K
BHK icon
997
BlackRock Core Bond Trust
BHK
$667M
$2.91M 0.01%
217,657
-5,769
-3% -$78.2K
CRZO
998
DELISTED
Carrizo Oil & Gas Inc
CRZO
$2.89M 0.01%
53,710
-173,200
-76% -$10.6M
DEI icon
999
Douglas Emmett
DEI
$1.96B
$2.89M 0.01%
112,500
-1,200
-1% -$33.8K
NPM
1000
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$2.88M 0.01%
209,771
+12,658
+6% +$173K
38 39
40
41 42

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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.