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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
FMER
1626
DELISTED
FIRSTMERIT CORP
FMER
$804K ﹤0.01%
45,682
-400
-0.9% -$7.22K
LAB icon
1627
Standard BioTools
LAB
$310M
$803K ﹤0.01%
32,770
-3,500
-10% -$98.4K
MFL
1628
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$803K ﹤0.01%
57,784
+23,033
+66% +$316K
IRWD icon
1629
Ironwood Pharmaceuticals
IRWD
$669M
$802K ﹤0.01%
+73,909
New +$846K
CPRX
1630
DELISTED
Catalyst Pharmaceutical
CPRX
$798K ﹤0.01%
240,282
– –
ENPH icon
1631
Enphase Energy
ENPH
$5.41B
$797K ﹤0.01%
53,164
+21,800
+70% +$276K
LTS
1632
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$795K ﹤0.01%
187,545
+22,400
+14% +$80.8K
IDT icon
1633
IDT Corp
IDT
$1.61B
$793K ﹤0.01%
69,881
-124,612
-64% -$1.42M
PETS icon
1634
PetMed Express
PETS
$42.1M
$790K ﹤0.01%
58,100
-40,700
-41% -$567K
DRII
1635
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$790K ﹤0.01%
+34,700
New +$829K
SBW
1636
DELISTED
Western Asset Worldwide Income
SBW
$789K ﹤0.01%
64,492
-2,376
-4% -$30.3K
AMN icon
1637
AMN Healthcare
AMN
$1.42B
$786K ﹤0.01%
50,087
-42,800
-46% -$610K
ENX
1638
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$786K ﹤0.01%
63,786
+8,417
+15% +$104K
AAIC
1639
DELISTED
Arlington Asset Investment Corp.
AAIC
$785K ﹤0.01%
30,900
-18,600
-38% -$503K
GPI icon
1640
Group 1 Automotive
GPI
$3.16B
$784K ﹤0.01%
+10,779
New +$841K
FBC
1641
DELISTED
Flagstar Bancorp, Inc. New
FBC
$781K ﹤0.01%
46,387
-8,000
-15% -$142K
EQC
1642
DELISTED
Equity Commonwealth
EQC
$779K ﹤0.01%
30,300
-511,715
-94% -$13.6M
BCOV
1643
DELISTED
Brightcove, Inc.
BCOV
$778K ﹤0.01%
139,400
-78,000
-36% -$549K
CALD
1644
DELISTED
Callidus Software, Inc.
CALD
$777K ﹤0.01%
64,614
– –
BPFH
1645
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$773K ﹤0.01%
62,425
– –
AMSF icon
1646
AMERISAFE
AMSF
$522M
$767K ﹤0.01%
19,615
-18,900
-49% -$726K
CASY icon
1647
Casey's General Stores
CASY
$31.6B
$767K ﹤0.01%
10,700
– –
TXMD icon
1648
TherapeuticsMD
TXMD
$24M
$767K ﹤0.01%
3,304
– –
BMO icon
1649
Bank of Montreal
BMO
$127B
$766K ﹤0.01%
+10,400
New +$782K
NPF
1650
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$762K ﹤0.01%
56,648
+13,157
+30% +$177K
64 65
66
67 68

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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.