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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
WPZ
1801
DELISTED
Williams Partners L.P.
WPZ
$560K ﹤0.01%
9,329
– –
MJN
1802
DELISTED
Mead Johnson Nutrition Company
MJN
$555K ﹤0.01%
5,769
-25,182
-81% -$2.39M
CPHD
1803
DELISTED
Cepheid Inc
CPHD
$553K ﹤0.01%
12,565
– –
ICFI icon
1804
ICF International
ICFI
$1.66B
$552K ﹤0.01%
17,926
-21,400
-54% -$735K
STAA icon
1805
STAAR Surgical
STAA
$1.26B
$551K ﹤0.01%
51,849
-12,600
-20% -$150K
WP
1806
DELISTED
Worldpay, Inc.
WP
$550K ﹤0.01%
+17,800
New +$578K
HCSG icon
1807
Healthcare Services Group
HCSG
$1.51B
$544K ﹤0.01%
19,018
+11,500
+153% +$320K
PKOH icon
1808
Park-Ohio Holdings
PKOH
$713M
$543K ﹤0.01%
11,350
+100
+0.9% +$5.73K
SWI
1809
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$543K ﹤0.01%
12,920
-3,400
-21% -$141K
CM icon
1810
Canadian Imperial Bank of Commerce
CM
$109B
$539K ﹤0.01%
+12,131
New +$557K
AF
1811
DELISTED
Astoria Financial Corporation
AF
$539K ﹤0.01%
43,518
-5,300
-11% -$69.1K
FAM
1812
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$537K ﹤0.01%
39,520
-6,478
-14% -$92.3K
GOL
1813
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$537K ﹤0.01%
+55,800
New +$668K
TIVO
1814
DELISTED
TIVO INC
TIVO
$536K ﹤0.01%
41,888
+4,032
+11% +$54.2K
MFRM
1815
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$535K ﹤0.01%
+8,900
New +$482K
CAMP
1816
DELISTED
CalAmp Corp.
CAMP
$534K ﹤0.01%
1,318
-1,630
-55% -$690K
DRTX
1817
DELISTED
DURATA THERAPEUTICS INC COM STK (DE)
DRTX
$534K ﹤0.01%
42,100
+8,500
+25% +$127K
DXPE icon
1818
DXP Enterprises
DXPE
$3.03B
$533K ﹤0.01%
7,237
-19,500
-73% -$1.48M
FAST icon
1819
Fastenal
FAST
$59.7B
$532K ﹤0.01%
47,372
-9,200
-16% -$105K
WIBC
1820
DELISTED
WILSHIRE BANCORP INC
WIBC
$527K ﹤0.01%
57,133
-21,700
-28% -$209K
DCI icon
1821
Donaldson
DCI
$11.2B
$526K ﹤0.01%
12,939
-10,245
-44% -$417K
FCEL icon
1822
FuelCell Energy
FCEL
$1.6B
$525K ﹤0.01%
58
-52
-47% -$528K
UFPI icon
1823
UFP Industries
UFPI
$4.99B
$525K ﹤0.01%
36,882
– –
BH icon
1824
Biglari Holdings Class B
BH
$1.2B
$520K ﹤0.01%
2,295
-3,343
-59% -$836K
EOD
1825
Allspring Global Dividend Opportunity Fund
EOD
$289M
$519K ﹤0.01%
64,713
-93,494
-59% -$774K
71 72
73
74 75

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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.