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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
CCL icon
1876
Carnival Corporation Ltd
CCL
$38.8B
$454K ﹤0.01%
11,294
-11,106
-50% -$421K
LEE icon
1877
Lee Enterprises
LEE
$181M
$454K ﹤0.01%
13,433
– –
MCN
1878
Madison Covered Call & Equity Strategy Fund
MCN
$118M
$454K ﹤0.01%
53,993
-51,224
-49% -$446K
ALX
1879
Alexander's
ALX
$1.37B
$453K ﹤0.01%
+1,211
New +$466K
NEOG icon
1880
Neogen
NEOG
$2.46B
$452K ﹤0.01%
30,533
– –
ACP
1881
abrdn Income Credit Strategies Fund
ACP
$637M
$450K ﹤0.01%
27,691
+16,941
+158% +$287K
DATA
1882
DELISTED
Tableau Software, Inc.
DATA
$450K ﹤0.01%
+6,200
New +$406K
SEP
1883
DELISTED
Spectra Engy Parters Lp
SEP
$450K ﹤0.01%
8,497
– –
ICE icon
1884
Intercontinental Exchange
ICE
$84.6B
$449K ﹤0.01%
11,510
-46,000
-80% -$1.76M
PRGS icon
1885
Progress Software
PRGS
$1.78B
$445K ﹤0.01%
18,606
+2,400
+15% +$56.3K
SAFT icon
1886
Safety Insurance
SAFT
$1.52B
$445K ﹤0.01%
8,260
– –
WEX icon
1887
WEX
WEX
$6.3B
$445K ﹤0.01%
4,034
-200
-5% -$22K
FNGN
1888
DELISTED
Financial Engines, Inc.
FNGN
$445K ﹤0.01%
13,000
-6,438
-33% -$237K
SUSQ
1889
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$444K ﹤0.01%
44,368
– –
EAD
1890
Allspring Income Opportunities Fund
EAD
$379M
$443K ﹤0.01%
48,921
+33,615
+220% +$312K
HALO icon
1891
Halozyme
HALO
$12.3B
$442K ﹤0.01%
48,555
-16,400
-25% -$156K
GDP
1892
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$440K ﹤0.01%
29,700
– –
LABL
1893
DELISTED
Multi-Color Corp
LABL
$439K ﹤0.01%
9,644
– –
UFI icon
1894
UNIFI
UFI
$134M
$438K ﹤0.01%
16,914
– –
PRAA icon
1895
PRA Group
PRAA
$740M
$435K ﹤0.01%
8,336
-4,900
-37% -$282K
SPA
1896
DELISTED
Sparton
SPA
$435K ﹤0.01%
17,666
– –
MTSC
1897
DELISTED
MTS Systems Corp
MTSC
$434K ﹤0.01%
6,353
-2,200
-26% -$150K
PMCS
1898
DELISTED
P M C SIERRA INC
PMCS
$433K ﹤0.01%
58,040
-240,466
-81% -$1.76M
MCHB
1899
Mechanics Bancorp
MCHB
$3.68B
$432K ﹤0.01%
25,265
-12,100
-32% -$216K
TCP
1900
DELISTED
TC Pipelines LP
TCP
$432K ﹤0.01%
6,375
– –
74 75
76
77 78

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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.