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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
KWR icon
1476
Quaker Houghton
KWR
$2.96B
$1.09M ﹤0.01%
15,241
-5,700
-27% -$427K
SPTN
1477
DELISTED
SpartanNash
SPTN
$1.09M ﹤0.01%
56,161
+20,900
+59% +$443K
NQP
1478
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.09M ﹤0.01%
80,061
+3,786
+5% +$52K
HA
1479
DELISTED
Hawaiian Holdings, Inc.
HA
$1.08M ﹤0.01%
80,493
+11,000
+16% +$159K
LPX icon
1480
Louisiana-Pacific
LPX
$5.2B
$1.08M ﹤0.01%
79,619
-300
-0.4% -$4.24K
GNTX icon
1481
Gentex
GNTX
$5.02B
$1.08M ﹤0.01%
80,640
-175,000
-68% -$2.54M
ROSE
1482
DELISTED
ROSETTA RESOURCES INC
ROSE
$1.08M ﹤0.01%
24,140
-6,900
-22% -$344K
MCA
1483
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$1.07M ﹤0.01%
73,799
+36,029
+95% +$523K
MSM icon
1484
MSC Industrial Direct
MSM
$6.87B
$1.07M ﹤0.01%
12,535
+400
+3% +$35.6K
SIRI icon
1485
SiriusXM
SIRI
$9.7B
$1.07M ﹤0.01%
30,559
-95,505
-76% -$3.34M
NKTR icon
1486
Nektar Therapeutics
NKTR
$2.53B
$1.06M ﹤0.01%
5,880
-6,480
-52% -$1.24M
NID
1487
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$1.06M ﹤0.01%
85,209
-14,268
-14% -$177K
SWFT
1488
DELISTED
Swift Transportation Company
SWFT
$1.06M ﹤0.01%
50,632
+200
+0.4% +$4.39K
RTI
1489
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$1.06M ﹤0.01%
42,967
– –
NZH
1490
DELISTED
Nuveen Calif Div
NZH
$1.06M ﹤0.01%
+82,826
New +$1.05M
ALEX
1491
DELISTED
Alexander & Baldwin
ALEX
$1.06M ﹤0.01%
29,400
-121
-0.4% -$4.8K
KYTH
1492
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$1.05M ﹤0.01%
32,200
+900
+3% +$31.7K
HBANP
1493
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.05M ﹤0.01%
800
– –
EXAM
1494
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$1.05M ﹤0.01%
32,161
+7,000
+28% +$230K
VKI icon
1495
Invesco Advantage Municipal Income Trust II
VKI
$399M
$1.05M ﹤0.01%
92,471
+28,320
+44% +$318K
UNFI icon
1496
United Natural Foods
UNFI
$2.8B
$1.05M ﹤0.01%
17,100
+2,600
+18% +$163K
ARWR icon
1497
Arrowhead Research
ARWR
$12.5B
$1.05M ﹤0.01%
71,092
+1,700
+2% +$23.2K
DNKN
1498
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.05M ﹤0.01%
23,400
+16,900
+260% +$752K
SD
1499
DELISTED
SANDRIDGE ENERGY, INC.
SD
$1.05M ﹤0.01%
244,373
+210,673
+625% +$1.18M
HMHC
1500
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.05M ﹤0.01%
+53,800
New +$1M
58 59
60
61 62

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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.