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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
FOF icon
1576
Cohen & Steers Closed End Opportunity Fund
FOF
$382M
$893K ﹤0.01%
68,568
-8,041
-10% -$108K
DENN
1577
DELISTED
Denny's
DENN
$891K ﹤0.01%
126,699
-2,900
-2% -$19.6K
ZION icon
1578
Zions Bancorporation
ZION
$10.3B
$890K ﹤0.01%
+30,634
New +$889K
NYT icon
1579
New York Times
NYT
$10.5B
$888K ﹤0.01%
79,165
-37,847
-32% -$488K
FF icon
1580
Future Fuel
FF
$226M
$886K ﹤0.01%
74,541
-2,600
-3% -$38.1K
OSPN icon
1581
OneSpan
OSPN
$603M
$885K ﹤0.01%
+47,100
New +$689K
QEP
1582
DELISTED
QEP RESOURCES, INC.
QEP
$883K ﹤0.01%
28,700
+10,100
+54% +$338K
MUJ icon
1583
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$656M
$877K ﹤0.01%
62,710
+16,464
+36% +$233K
MACK
1584
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$877K ﹤0.01%
+12,697
New +$678K
ALJ
1585
DELISTED
Alon USA Energy Inc
ALJ
$877K ﹤0.01%
+61,041
New +$884K
WDFC icon
1586
WD-40
WDFC
$3.15B
$870K ﹤0.01%
12,800
+400
+3% +$27.8K
SMPL
1587
DELISTED
SIMPLICITY BANCORP INC
SMPL
$870K ﹤0.01%
+51,788
New +$860K
WRB icon
1588
W.R. Berkley
WRB
$26.3B
$868K ﹤0.01%
61,280
-41,327
-40% -$574K
PMM
1589
Franklin Managed Municipal Income Trust
PMM
$272M
$867K ﹤0.01%
122,390
+49,308
+67% +$347K
CNR
1590
DELISTED
Cornerstone Building Brands, Inc.
CNR
$866K ﹤0.01%
44,636
+24,900
+126% +$477K
ENTR
1591
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$863K ﹤0.01%
324,400
+35,900
+12% +$103K
SWX icon
1592
Southwest Gas
SWX
$6.56B
$860K ﹤0.01%
17,700
+1,700
+11% +$86.8K
NNC
1593
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$860K ﹤0.01%
66,971
+3,626
+6% +$47.3K
EE
1594
DELISTED
El Paso Electric Company
EE
$860K ﹤0.01%
23,543
-19,050
-45% -$721K
AGIO icon
1595
Agios Pharmaceuticals
AGIO
$1.95B
$859K ﹤0.01%
+14,000
New +$603K
WAGE
1596
DELISTED
WageWorks, Inc.
WAGE
$858K ﹤0.01%
18,851
-23,400
-55% -$1.03M
PDM
1597
Piedmont Realty Trust
PDM
$1.16B
$856K ﹤0.01%
48,500
+2,700
+6% +$51.8K
GOGO icon
1598
Gogo Inc
GOGO
$432M
$853K ﹤0.01%
+50,600
New +$863K
RENT
1599
DELISTED
RENTRAK CORP
RENT
$853K ﹤0.01%
14,000
– –
AWI icon
1600
Armstrong World Industries
AWI
$7.75B
$848K ﹤0.01%
15,142
-52,000
-77% -$2.9M
62 63
64
65 66

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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.