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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
XCRA
1126
DELISTED
Xcerra Corporation
XCRA
$2.23M 0.01%
227,500
+174,500
+329% +$1.73M
WBD icon
1127
Warner Bros
WBD
$67.1B
$2.23M 0.01%
58,866
+28,208
+92% +$1.17M
FDS icon
1128
Factset
FDS
$10.2B
$2.21M 0.01%
18,220
– –
KRA
1129
DELISTED
Kraton Corporation
KRA
$2.21M 0.01%
124,000
+38,800
+46% +$788K
GBX icon
1130
The Greenbrier Companies
GBX
$1.46B
$2.2M 0.01%
30,000
-2,000
-6% -$137K
MTDR icon
1131
Matador Resources
MTDR
$6.09B
$2.19M 0.01%
84,893
-191,300
-69% -$5.04M
NI icon
1132
NiSource
NI
$20.4B
$2.19M 0.01%
136,211
-102,401
-43% -$1.56M
NHI icon
1133
National Health Investors
NHI
$3.65B
$2.19M 0.01%
38,355
+6,900
+22% +$428K
WAFD icon
1134
WaFd
WAFD
$2.75B
$2.19M 0.01%
107,362
-58,900
-35% -$1.26M
KRC icon
1135
Kilroy Realty
KRC
$4.42B
$2.18M 0.01%
36,700
+11,700
+47% +$726K
WGL
1136
DELISTED
Wgl Holdings
WGL
$2.17M 0.01%
51,644
-10,800
-17% -$452K
HME
1137
DELISTED
HOME PROPERTIES, INC
HME
$2.17M 0.01%
37,294
-4,300
-10% -$272K
SCSC icon
1138
Scansource
SCSC
$1.12B
$2.17M 0.01%
62,606
-54,100
-46% -$2.02M
JTP
1139
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$2.16M 0.01%
265,579
-14,509
-5% -$121K
PFS icon
1140
Provident Financial Services
PFS
$3.19B
$2.16M 0.01%
131,740
-68,290
-34% -$1.15M
DY icon
1141
Dycom Industries
DY
$12.3B
$2.15M 0.01%
70,110
-55,300
-44% -$1.68M
BWLD
1142
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$2.15M 0.01%
16,000
-7,766
-33% -$1.15M
SVC
1143
Service Properties Trust
SVC
$1.07B
$2.15M 0.01%
16,092
+1,209
+8% +$175K
REGN icon
1144
Regeneron Pharmaceuticals
REGN
$80.8B
$2.14M 0.01%
5,939
-11,100
-65% -$3.72M
NEA icon
1145
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.42B
$2.14M 0.01%
157,897
+1,408
+0.9% +$18.8K
CET
1146
Central Securities Corp
CET
$1.65B
$2.13M 0.01%
92,864
-4,366
-4% -$103K
FSD
1147
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.13M 0.01%
124,826
+26,347
+27% +$462K
CPE
1148
DELISTED
Callon Petroleum Company
CPE
$2.13M 0.01%
24,140
+17,410
+259% +$1.77M
ENV
1149
DELISTED
ENVESTNET, INC.
ENV
$2.12M 0.01%
47,192
-9,100
-16% -$417K
IRM icon
1150
Iron Mountain
IRM
$36.1B
$2.12M 0.01%
64,945
+22,482
+53% +$729K
44 45
46
47 48

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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.