We are live on ! Find out more
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
BOKF icon
1676
BOK Financial
BOKF
$8.66B
$738K ﹤0.01%
11,100
– –
BPFHW
1677
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$736K ﹤0.01%
117,799
– –
COHR
1678
DELISTED
Coherent Inc
COHR
$733K ﹤0.01%
11,951
– –
THI
1679
DELISTED
TIM HORTONS INC COM, CANADA
THI
$733K ﹤0.01%
+9,300
New +$621K
SMTC icon
1680
Semtech
SMTC
$12.5B
$732K ﹤0.01%
+26,958
New +$678K
WTRG icon
1681
Essential Utilities
WTRG
$11.3B
$732K ﹤0.01%
31,100
– –
MMP
1682
DELISTED
Magellan Midstream Partners, L.P.
MMP
$732K ﹤0.01%
8,690
– –
GTS
1683
DELISTED
Triple-S Management Corporation
GTS
$724K ﹤0.01%
38,260
-74,629
-66% -$1.31M
CKEC
1684
DELISTED
Carmike Cinemas Inc
CKEC
$722K ﹤0.01%
23,300
-37,669
-62% -$1.24M
B
1685
Barrick Mining
B
$68.1B
$721K ﹤0.01%
49,200
+2,200
+5% +$39.2K
UIL
1686
DELISTED
UIL HOLDINGS
UIL
$720K ﹤0.01%
20,352
– –
SPNC
1687
DELISTED
Spectranetics Corp
SPNC
$719K ﹤0.01%
27,056
-1,100
-4% -$29.5K
GBCI icon
1688
Glacier Bancorp
GBCI
$6.33B
$718K ﹤0.01%
27,774
-33,800
-55% -$916K
PKY
1689
DELISTED
Parkway, Inc.
PKY
$717K ﹤0.01%
+38,186
New +$782K
NTC
1690
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$712K ﹤0.01%
57,229
+2,283
+4% +$28.6K
MHY
1691
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$711K ﹤0.01%
128,591
+84,015
+188% +$472K
CENT icon
1692
Central Garden & Pet Co
CENT
$2.74B
$710K ﹤0.01%
114,485
-132,090
-54% -$911K
OMER icon
1693
Omeros
OMER
$973M
$710K ﹤0.01%
55,800
+3,100
+6% +$43.4K
RPXC
1694
DELISTED
RPX Corporation
RPXC
$710K ﹤0.01%
51,676
-73,718
-59% -$1.15M
BRSS
1695
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$706K ﹤0.01%
+48,100
New +$746K
EQY
1696
DELISTED
Equity One
EQY
$704K ﹤0.01%
32,554
+1,400
+4% +$32.6K
VRTS icon
1697
Virtus Investment Partners
VRTS
$1.12B
$703K ﹤0.01%
4,049
-400
-9% -$81.3K
NPT
1698
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$703K ﹤0.01%
55,189
+13,812
+33% +$176K
PRFT
1699
DELISTED
Perficient Inc
PRFT
$702K ﹤0.01%
46,846
+1,800
+4% +$31.3K
DIOD icon
1700
Diodes
DIOD
$4.71B
$701K ﹤0.01%
29,296
+7,400
+34% +$196K
66 67
68
69 70

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.