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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
BLW icon
2001
BlackRock Limited Duration Income Trust
BLW
$493M
$347K ﹤0.01%
+21,449
New +$361K
TVTX icon
2002
Travere Therapeutics
TVTX
$5.78B
$347K ﹤0.01%
+38,500
New +$453K
HEP
2003
DELISTED
Holly Energy Partners, L.P.
HEP
$347K ﹤0.01%
9,530
– –
AAWW
2004
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$347K ﹤0.01%
10,513
– –
BDC icon
2005
Belden
BDC
$5.19B
$346K ﹤0.01%
5,400
+2,800
+108% +$203K
EXPD icon
2006
Expeditors International
EXPD
$23.2B
$345K ﹤0.01%
8,500
-17,000
-67% -$724K
APEI icon
2007
American Public Education
APEI
$940M
$344K ﹤0.01%
12,758
– –
SLH
2008
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$344K ﹤0.01%
6,100
-900
-13% -$56.9K
DIN icon
2009
Dine Brands
DIN
$452M
$343K ﹤0.01%
+4,199
New +$341K
OXM icon
2010
Oxford Industries
OXM
$552M
$342K ﹤0.01%
5,600
– –
EVF
2011
Eaton Vance Senior Income Trust
EVF
$90.5M
$341K ﹤0.01%
+52,368
New +$350K
OKS
2012
DELISTED
Oneok Partners LP
OKS
$340K ﹤0.01%
6,078
– –
FRNK
2013
DELISTED
FRANKLIN FINL CORP VA COM STK (VA)
FRNK
$339K ﹤0.01%
+18,234
New +$369K
AUTO
2014
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$338K ﹤0.01%
39,376
– –
MJI
2015
DELISTED
BLACKROCK MUNIYLD NJ QUALITY FUND INC COM STK (USA)
MJI
$338K ﹤0.01%
24,195
+8,992
+59% +$127K
GERN icon
2016
Geron
GERN
$949M
$337K ﹤0.01%
168,270
-9,760
-5% -$24.1K
NSP icon
2017
Insperity
NSP
$2.01B
$337K ﹤0.01%
24,630
-26,200
-52% -$399K
WSFS icon
2018
WSFS Financial
WSFS
$4.15B
$336K ﹤0.01%
14,064
– –
GLBR
2019
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
$336K ﹤0.01%
2,120
-156
-7% -$22.2K
NX icon
2020
Quanex
NX
$1.01B
$335K ﹤0.01%
18,522
– –
TCRT icon
2021
Alaunos Therapeutics
TCRT
$4.86M
$335K ﹤0.01%
847
+14
+2% +$6.75K
MYJ
2022
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$334K ﹤0.01%
22,997
+7,955
+53% +$116K
ECYT
2023
DELISTED
Endocyte, Inc. Common Stock
ECYT
$334K ﹤0.01%
54,900
+2,700
+5% +$18.4K
MYI icon
2024
BlackRock MuniYield Quality Fund III
MYI
$721M
$333K ﹤0.01%
24,254
– –
OXSQ icon
2025
Oxford Square Capital
OXSQ
$157M
$333K ﹤0.01%
37,711
-24,800
-40% -$238K
79 80
81
82 83

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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.