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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
PHX
1826
DELISTED
PHX Minerals
PHX
$519K ﹤0.01%
+17,400
New +$535K
ARNA
1827
DELISTED
Arena Pharmaceuticals Inc
ARNA
$518K ﹤0.01%
12,366
– –
MUI
1828
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$517K ﹤0.01%
35,755
+14,413
+68% +$206K
WTFC icon
1829
Wintrust Financial
WTFC
$10.7B
$515K ﹤0.01%
11,526
-237,078
-95% -$11M
CHDN icon
1830
Churchill Downs
CHDN
$6.08B
$514K ﹤0.01%
31,650
+3,000
+10% +$46.1K
EXD
1831
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$513K ﹤0.01%
36,301
+14,118
+64% +$194K
VIVS
1832
VivoSim Labs
VIVS
$1.33M
$511K ﹤0.01%
334
– –
AL
1833
DELISTED
Air Lease Corp
AL
$510K ﹤0.01%
15,700
-46,100
-75% -$1.68M
GEL icon
1834
Genesis Energy
GEL
$1.86B
$509K ﹤0.01%
9,660
– –
CII icon
1835
BlackRock Enhanced Captial and Income Fund
CII
$1.01B
$508K ﹤0.01%
34,217
-78,901
-70% -$1.18M
MON
1836
DELISTED
Monsanto Co
MON
$508K ﹤0.01%
4,513
-72,000
-94% -$8.42M
NPV icon
1837
Nuveen Virginia Quality Municipal Income Fund
NPV
$215M
$501K ﹤0.01%
38,086
+350
+0.9% +$4.59K
FNBC
1838
DELISTED
First NBC Bank Holding Company
FNBC
$501K ﹤0.01%
+15,300
New +$496K
FNFG
1839
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$500K ﹤0.01%
60,060
-5,900
-9% -$51.1K
IBCP icon
1840
Independent Bank Corp
IBCP
$837M
$499K ﹤0.01%
41,838
– –
SSNC icon
1841
SS&C Technologies
SSNC
$18.7B
$499K ﹤0.01%
22,722
-354
-2% -$7.84K
MTSI icon
1842
MACOM Technology Solutions
MTSI
$23.4B
$491K ﹤0.01%
+22,500
New +$500K
TREE icon
1843
LendingTree
TREE
$451M
$490K ﹤0.01%
13,652
+1,600
+13% +$46.5K
ECPG icon
1844
Encore Capital Group
ECPG
$2.08B
$489K ﹤0.01%
11,040
-6,600
-37% -$292K
WNC icon
1845
Wabash National
WNC
$518M
$486K ﹤0.01%
36,457
– –
EVHC
1846
DELISTED
Envision Healthcare Holdings Inc
EVHC
$486K ﹤0.01%
+4,676
New +$496K
ALTR
1847
DELISTED
Altera Corp
ALTR
$485K ﹤0.01%
13,549
-29,000
-68% -$1.01M
HOUS
1848
DELISTED
Anywhere Real Estate
HOUS
$484K ﹤0.01%
+13,000
New +$509K
CLDX icon
1849
Celldex Therapeutics
CLDX
$3.35B
$483K ﹤0.01%
2,487
-4,560
-65% -$994K
FFG
1850
DELISTED
FBL Financial Group
FFG
$482K ﹤0.01%
10,792
-1,200
-10% -$54K
72 73
74
75 76

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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.