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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
CRVL icon
1776
CorVel
CRVL
$3.15B
$597K ﹤0.01%
52,584
– –
LCM
1777
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$597K ﹤0.01%
62,861
-33,088
-34% -$335K
EGO icon
1778
Eldorado Gold
EGO
$10.2B
$595K ﹤0.01%
17,660
+6,000
+51% +$230K
MOH icon
1779
Molina Healthcare
MOH
$10.4B
$595K ﹤0.01%
+14,058
New +$622K
EEQ
1780
DELISTED
Enbridge Energy Management Llc
EEQ
$595K ﹤0.01%
+23,458
New +$563K
CTS icon
1781
CTS Corp
CTS
$1.87B
$588K ﹤0.01%
37,026
– –
OFG icon
1782
OFG Bancorp
OFG
$2.2B
$588K ﹤0.01%
39,221
– –
WPZ
1783
DELISTED
WILLIAMS PARTNERS L.P. COM UTS REPTG L.P. INT
WPZ
$588K ﹤0.01%
11,762
– –
FUR
1784
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
$585K ﹤0.01%
38,842
+24,900
+179% +$378K
WES
1785
DELISTED
Western Gas Partners Lp
WES
$584K ﹤0.01%
7,781
– –
EIG icon
1786
Employers Holdings
EIG
$878M
$578K ﹤0.01%
30,000
-18,400
-38% -$383K
CBST
1787
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
$577K ﹤0.01%
8,700
-18,000
-67% -$1.18M
BGFV
1788
DELISTED
Big 5 Sporting Goods
BGFV
$574K ﹤0.01%
61,248
-84,035
-58% -$897K
GCO icon
1789
Genesco
GCO
$434M
$573K ﹤0.01%
7,671
+62
+0.8% +$4.95K
CQP icon
1790
Cheniere Energy
CQP
$31.7B
$571K ﹤0.01%
17,460
– –
CCOI icon
1791
Cogent Communications
CCOI
$528M
$569K ﹤0.01%
16,919
-18,300
-52% -$625K
DBD
1792
DELISTED
Diebold Nixdorf Incorporated
DBD
$569K ﹤0.01%
+16,100
New +$607K
FSTR icon
1793
Foster
FSTR
$414M
$568K ﹤0.01%
12,365
– –
NGLS
1794
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$568K ﹤0.01%
7,849
– –
NNJ
1795
DELISTED
NUVEEN (NJ)PREM INCM MUNI FUND
NNJ
$567K ﹤0.01%
41,593
+14,295
+52% +$197K
RIGL icon
1796
Rigel Pharmaceuticals
RIGL
$768M
$565K ﹤0.01%
29,130
-32,870
-53% -$929K
LTXB
1797
DELISTED
LegacyTexas Financial Group Inc
LTXB
$565K ﹤0.01%
23,592
– –
CPS icon
1798
Cooper-Standard Automotive
CPS
$520M
$562K ﹤0.01%
9,000
+2,300
+34% +$146K
MWE
1799
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$562K ﹤0.01%
7,314
– –
BOBE
1800
DELISTED
Bob Evans Farms, Inc.
BOBE
$561K ﹤0.01%
11,848
-16,100
-58% -$752K
70 71
72
73 74

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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.