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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
DCP
1976
DELISTED
DCP Midstream, LP
DCP
$366K ﹤0.01%
6,724
– –
LIVE icon
1977
Live Ventures
LIVE
$29.6M
$365K ﹤0.01%
20,433
+300
+1% +$6.9K
MFM
1978
Aberdeen Municipal Income Fund
MFM
$224M
$365K ﹤0.01%
55,748
+36,990
+197% +$239K
MTH icon
1979
Meritage Homes
MTH
$4.86B
$365K ﹤0.01%
20,564
-2,000
-9% -$40.1K
III icon
1980
Information Services Group
III
$251M
$364K ﹤0.01%
95,761
-3,800
-4% -$16.3K
SCL icon
1981
Stepan Co
SCL
$1.48B
$364K ﹤0.01%
8,200
– –
MDCO
1982
DELISTED
Medicines Co
MDCO
$362K ﹤0.01%
16,235
+100
+0.6% +$2.54K
FDI
1983
DELISTED
FORT DEARBORN INCOME SECS
FDI
$362K ﹤0.01%
24,984
-7,454
-23% -$109K
ATLC icon
1984
Atlanticus Holdings
ATLC
$1.52B
$360K ﹤0.01%
191,430
– –
STC icon
1985
Stewart Information Services
STC
$2.08B
$360K ﹤0.01%
12,266
-3,500
-22% -$109K
RRTS
1986
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$360K ﹤0.01%
632
– –
EEP
1987
DELISTED
Enbridge Energy Partners
EEP
$360K ﹤0.01%
9,277
– –
MSA icon
1988
Mine Safety
MSA
$7.49B
$359K ﹤0.01%
7,261
-2,400
-25% -$133K
MUE
1989
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$358K ﹤0.01%
+26,925
New +$352K
PLUS icon
1990
ePlus
PLUS
$2.34B
$358K ﹤0.01%
25,560
-308
-1% -$4.37K
ABMD
1991
DELISTED
Abiomed Inc
ABMD
$358K ﹤0.01%
14,435
-18,000
-55% -$456K
NKG
1992
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$357K ﹤0.01%
+28,039
New +$354K
KHI
1993
DELISTED
Deutsche High Income Trust
KHI
$357K ﹤0.01%
39,908
+27,698
+227% +$253K
LMOS
1994
DELISTED
Lumos Networks Corp
LMOS
$356K ﹤0.01%
21,893
-3,400
-13% -$50.3K
CNA icon
1995
CNA Financial
CNA
$14.1B
$355K ﹤0.01%
9,337
– –
SSI
1996
DELISTED
Stage Stores Inc
SSI
$355K ﹤0.01%
20,721
– –
RCS
1997
PIMCO Strategic Income Fund
RCS
$250M
$353K ﹤0.01%
+35,828
New +$372K
AEM icon
1998
Agnico Eagle Mines
AEM
$90.5B
$351K ﹤0.01%
12,100
+2,500
+26% +$93K
CSI
1999
DELISTED
Cutwater Select Income Fund
CSI
$349K ﹤0.01%
17,693
-6,247
-26% -$122K
FORR icon
2000
Forrester Research
FORR
$224M
$348K ﹤0.01%
9,443
-3,396
-26% -$130K
78 79
80
81 82

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Jones Financial Companies
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BNP Paribas Financial Markets
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VGA
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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.