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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
BPL
1901
DELISTED
Buckeye Partners, L.P.
BPL
$431K ﹤0.01%
5,416
– –
NSM
1902
DELISTED
Nationstar Mortgage Holdings
NSM
$431K ﹤0.01%
12,574
-8,500
-40% -$282K
ACLS icon
1903
Axcelis
ACLS
$4.15B
$429K ﹤0.01%
53,897
-10,975
-17% -$82.4K
KBAL
1904
DELISTED
Kimball International
KBAL
$429K ﹤0.01%
36,553
– –
SBS icon
1905
Sabesp
SBS
$18.3B
$427K ﹤0.01%
271,450
+203,683
+301% +$368K
IO
1906
DELISTED
ION Geophysical Corporation
IO
$427K ﹤0.01%
10,193
-27,560
-73% -$1.47M
BYM
1907
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$426K ﹤0.01%
+30,767
New +$424K
LDL
1908
DELISTED
Lydall, Inc.
LDL
$424K ﹤0.01%
15,706
+200
+1% +$5.54K
BLT
1909
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$422K ﹤0.01%
+27,900
New +$416K
HWC icon
1910
Hancock Whitney
HWC
$6.27B
$420K ﹤0.01%
13,092
-15,700
-55% -$524K
NAVG
1911
DELISTED
Navigators Group Inc
NAVG
$419K ﹤0.01%
+13,640
New +$434K
GTI
1912
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$418K ﹤0.01%
91,283
-22,400
-20% -$192K
CSV icon
1913
Carriage Services
CSV
$570M
$417K ﹤0.01%
24,062
– –
HLIO icon
1914
Helios Technologies
HLIO
$2.74B
$417K ﹤0.01%
11,100
– –
PAY
1915
DELISTED
Verifone Systems Inc
PAY
$416K ﹤0.01%
12,100
-16,100
-57% -$567K
IRR
1916
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
$416K ﹤0.01%
40,128
-43,966
-52% -$483K
ARC
1917
DELISTED
ARC Document Solutions, Inc.
ARC
$416K ﹤0.01%
51,357
-8,100
-14% -$54.3K
FOLD
1918
DELISTED
Amicus Therapeutics
FOLD
$415K ﹤0.01%
+69,700
New +$365K
BGX
1919
Blackstone Long-Short Credit Income Fund
BGX
$138M
$412K ﹤0.01%
+24,688
New +$425K
ACHN
1920
DELISTED
Achillion Pharmaceuticals
ACHN
$412K ﹤0.01%
+41,300
New +$383K
AKP
1921
DELISTED
Alliance Californa Muni Fd
AKP
$411K ﹤0.01%
30,403
-4,179
-12% -$55.4K
LBMH
1922
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$411K ﹤0.01%
131,200
-300
-0.2% -$948
ABCB icon
1923
Ameris Bancorp
ABCB
$5.88B
$410K ﹤0.01%
18,671
-5,800
-24% -$129K
NBTF
1924
DELISTED
NB & T FINANCIAL GROUP INC
NBTF
$409K ﹤0.01%
+13,795
New +$365K
CVCO icon
1925
Cavco Industries
CVCO
$4.51B
$408K ﹤0.01%
6,000
+200
+3% +$14.8K
75 76
77
78 79

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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.