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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
CXH
1926
DELISTED
MFS Investment Grade Municipal Trust
CXH
$408K ﹤0.01%
44,679
+17,928
+67% +$164K
VRE
1927
DELISTED
Veris Residential
VRE
$407K ﹤0.01%
21,300
+1,600
+8% +$33.4K
LEAF
1928
DELISTED
Leaf Group Ltd.
LEAF
$407K ﹤0.01%
+46,000
New +$438K
INSM icon
1929
Insmed
INSM
$28.6B
$406K ﹤0.01%
31,090
– –
CBU icon
1930
Community Bank
CBU
$3.41B
$405K ﹤0.01%
12,043
-36,800
-75% -$1.3M
DCO icon
1931
Ducommun
DCO
$2.98B
$403K ﹤0.01%
14,702
-3,500
-19% -$97.7K
PFN
1932
PIMCO Income Strategy Fund II
PFN
$703M
$403K ﹤0.01%
+38,271
New +$413K
AIQ
1933
DELISTED
Alliance Healthcare Services
AIQ
$401K ﹤0.01%
17,717
– –
MFT
1934
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
$401K ﹤0.01%
30,055
+9,610
+47% +$128K
CRAI icon
1935
CRA International
CRAI
$1.06B
$399K ﹤0.01%
15,708
– –
NNP
1936
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
$399K ﹤0.01%
28,632
+11,951
+72% +$168K
HNI icon
1937
HNI Corp
HNI
$3.59B
$398K ﹤0.01%
11,052
– –
PHLT
1938
DELISTED
Performant Healthcare Inc
PHLT
$397K ﹤0.01%
49,100
-22,200
-31% -$214K
PPO
1939
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$397K ﹤0.01%
10,200
– –
MATW icon
1940
Matthews International
MATW
$739M
$395K ﹤0.01%
8,999
+2,799
+45% +$125K
TVTY
1941
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$395K ﹤0.01%
24,634
-2,800
-10% -$47.5K
SHLO
1942
DELISTED
Shiloh Industries Inc
SHLO
$394K ﹤0.01%
23,186
-1,100
-5% -$19.2K
ADAT
1943
DELISTED
AUTHENTIDATE HOLDING CORP COM STK (DE)
ADAT
$394K ﹤0.01%
64,416
– –
STCN
1944
DELISTED
Steel Connect, Inc. Common Stock
STCN
$393K ﹤0.01%
11,800
– –
XRM
1945
DELISTED
Xerium Technologies Inc (new)
XRM
$392K ﹤0.01%
26,853
-800
-3% -$11.3K
FFBC icon
1946
First Financial Bancorp
FFBC
$3.53B
$388K ﹤0.01%
24,514
-15,200
-38% -$252K
LPSN icon
1947
LivePerson
LPSN
$32.3M
$388K ﹤0.01%
2,057
+637
+45% +$113K
TWTR
1948
DELISTED
Twitter, Inc.
TWTR
$387K ﹤0.01%
+7,500
New +$339K
ETP
1949
DELISTED
Energy Transfer Partners L.p.
ETP
$387K ﹤0.01%
6,042
– –
NHS
1950
Neuberger High Yield Strategies Fund Inc
NHS
$255M
$386K ﹤0.01%
29,903
+18,290
+157% +$245K
76 77
78
79 80

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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.