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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
PDCE
1726
DELISTED
PDC Energy, Inc.
PDCE
$657K ﹤0.01%
13,069
-7,200
-36% -$406K
ARCW
1727
DELISTED
ARC Group Worldwide, Inc
ARCW
$657K ﹤0.01%
42,050
+200
+0.5% +$3.49K
USCR
1728
DELISTED
U S Concrete, Inc.
USCR
$656K ﹤0.01%
25,084
+200
+0.8% +$5.16K
HT
1729
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$655K ﹤0.01%
25,725
-100
-0.4% -$2.69K
CAB
1730
DELISTED
Cabela's Inc
CAB
$654K ﹤0.01%
11,102
– –
TECK icon
1731
Teck Resources
TECK
$32.9B
$652K ﹤0.01%
+34,500
New +$783K
NEWP
1732
DELISTED
NEWPORT CORP
NEWP
$652K ﹤0.01%
+36,767
New +$666K
PSF icon
1733
Cohen & Steers Select Preferred & Income Fund
PSF
$236M
$649K ﹤0.01%
25,382
-652
-3% -$16.9K
SSP icon
1734
E.W. Scripps
SSP
$316M
$647K ﹤0.01%
44,718
– –
IPHS
1735
DELISTED
Innophos Holdings, Inc.
IPHS
$647K ﹤0.01%
11,747
+6,100
+108% +$354K
PCF
1736
High Income Securities Fund
PCF
$101M
$646K ﹤0.01%
77,622
+1,340
+2% +$11.4K
VCV icon
1737
Invesco California Value Municipal Income Trust
VCV
$523M
$645K ﹤0.01%
52,824
+7,391
+16% +$90.6K
BKE icon
1738
Buckle
BKE
$2.39B
$643K ﹤0.01%
14,168
-500
-3% -$23.1K
FIX icon
1739
Comfort Systems
FIX
$59.6B
$641K ﹤0.01%
47,340
-7,300
-13% -$110K
LOCK
1740
DELISTED
LifeLock, Inc.
LOCK
$641K ﹤0.01%
44,864
-64,400
-59% -$906K
ENLK
1741
DELISTED
EnLink Midstream Partners, LP
ENLK
$639K ﹤0.01%
20,970
– –
PLKI
1742
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$635K ﹤0.01%
15,673
-6,800
-30% -$276K
SBH icon
1743
Sally Beauty Holdings
SBH
$1.54B
$634K ﹤0.01%
23,147
-63,400
-73% -$1.68M
FTI icon
1744
TechnipFMC
FTI
$28.8B
$633K ﹤0.01%
15,676
-27,552
-64% -$1.22M
BGR icon
1745
BlackRock Energy and Resources Trust
BGR
$419M
$632K ﹤0.01%
26,426
-45,070
-63% -$1.17M
MPA icon
1746
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$144M
$632K ﹤0.01%
+44,965
New +$631K
KWK
1747
DELISTED
QUICKSILVER RESOURCES INC
KWK
$631K ﹤0.01%
1,046,400
+707,800
+209% +$1.07M
LUMO
1748
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$628K ﹤0.01%
3,257
-1,222
-27% -$269K
RGP
1749
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$627K ﹤0.01%
19,234
– –
IBKC
1750
DELISTED
IBERIABANK Corp
IBKC
$625K ﹤0.01%
10,000
+37
+0.4% +$2.44K
68 69
70
71 72

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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.