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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
FINL
1076
DELISTED
Finish Line
FINL
$2.45M 0.01%
98,001
+17,500
+22% +$501K
RPAI
1077
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.45M 0.01%
167,400
+15,300
+10% +$236K
NBL
1078
DELISTED
Noble Energy, Inc.
NBL
$2.44M 0.01%
35,638
-154,400
-81% -$11M
GWW icon
1079
W.W. Grainger
GWW
$60.2B
$2.43M 0.01%
9,668
-10,004
-51% -$2.45M
PFG icon
1080
Principal Financial Group
PFG
$24.3B
$2.43M 0.01%
46,294
-17,100
-27% -$895K
THRM icon
1081
Gentherm
THRM
$1.27B
$2.43M 0.01%
57,457
-11,200
-16% -$526K
PRKS icon
1082
United Parks & Resorts
PRKS
$2.12B
$2.42M 0.01%
125,800
+118,200
+1,555% +$2.82M
VGR
1083
DELISTED
Vector Group Ltd.
VGR
$2.42M 0.01%
196,150
+48,509
+33% +$569K
BAX icon
1084
Baxter International
BAX
$14.2B
$2.41M 0.01%
61,878
-49,523
-44% -$2.01M
VER
1085
DELISTED
VEREIT, Inc.
VER
$2.41M 0.01%
39,907
-25,098
-39% -$1.61M
MNTA
1086
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$2.41M 0.01%
212,200
-184,900
-47% -$2.11M
CXP
1087
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$2.4M 0.01%
+100,500
New +$2.55M
HCI icon
1088
HCI Group
HCI
$2.41B
$2.39M 0.01%
66,523
-11,700
-15% -$473K
RY icon
1089
Royal Bank of Canada
RY
$293B
$2.39M 0.01%
+33,400
New +$2.46M
MSCI icon
1090
MSCI
MSCI
$40.9B
$2.38M 0.01%
50,700
+27,900
+122% +$1.29M
LOPE icon
1091
Grand Canyon Education
LOPE
$3.98B
$2.38M 0.01%
58,362
-11,100
-16% -$483K
SIR
1092
DELISTED
SELECT INCOME REIT
SIR
$2.38M 0.01%
224,770
+12,740
+6% +$154K
GTLS
1093
DELISTED
Chart Industries
GTLS
$2.37M 0.01%
38,775
-200
-0.5% -$14.2K
PCL
1094
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$2.37M 0.01%
60,700
+20,300
+50% +$846K
ALNY icon
1095
Alnylam Pharmaceuticals
ALNY
$29.3B
$2.36M 0.01%
30,269
+2,264
+8% +$146K
TDC icon
1096
Teradata
TDC
$2.55B
$2.36M 0.01%
56,376
+2,700
+5% +$116K
PPS
1097
DELISTED
Post Properties
PPS
$2.36M 0.01%
45,912
+600
+1% +$32.5K
TEX icon
1098
Terex
TEX
$7.74B
$2.35M 0.01%
74,090
+6,052
+9% +$221K
CIT
1099
DELISTED
CIT Group Inc.
CIT
$2.35M 0.01%
51,200
-56,100
-52% -$2.66M
PVA
1100
DELISTED
PENN VIRGINIA CORP
PVA
$2.35M 0.01%
184,813
-190,400
-51% -$2.67M
42 43
44
45 46

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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.