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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
SEMG
2026
DELISTED
SEMGROUP CORPORATION
SEMG
$333K ﹤0.01%
4,000
+1,362
+52% +$112K
CEMP
2027
DELISTED
Cempra, Inc.
CEMP
$329K ﹤0.01%
30,059
-8,300
-22% -$81.7K
CHH icon
2028
Choice Hotels
CHH
$4.8B
$327K ﹤0.01%
+6,283
New +$317K
ADEP
2029
DELISTED
Adept Technology Inc
ADEP
$327K ﹤0.01%
38,883
– –
ABAX
2030
DELISTED
Abaxis Inc
ABAX
$327K ﹤0.01%
6,457
– –
RFI
2031
Cohen & Steers Total Return Realty Fund
RFI
$310M
$326K ﹤0.01%
27,316
– –
AIMC
2032
DELISTED
Altra Industrial Motion Corp
AIMC
$326K ﹤0.01%
11,169
+600
+6% +$20.1K
DZSI
2033
DELISTED
DZS Inc. Common Stock
DZSI
$325K ﹤0.01%
24,039
-4,740
-16% -$76.3K
HSII
2034
DELISTED
Heidrick & Struggles
HSII
$323K ﹤0.01%
15,704
– –
KGC icon
2035
Kinross Gold
KGC
$32.8B
$323K ﹤0.01%
97,900
-8,500
-8% -$33.4K
EHTH icon
2036
eHealth
EHTH
$43.9M
$322K ﹤0.01%
13,349
-5,500
-29% -$150K
VOYA icon
2037
Voya Financial
VOYA
$9.19B
$321K ﹤0.01%
8,200
-4,200
-34% -$159K
HAYN
2038
DELISTED
Haynes International, Inc.
HAYN
$321K ﹤0.01%
6,975
-1,300
-16% -$66.5K
BBQ
2039
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$320K ﹤0.01%
11,900
– –
ALR
2040
DELISTED
Alere Inc
ALR
$319K ﹤0.01%
8,236
-500
-6% -$18.7K
AROC icon
2041
Archrock
AROC
$5.8B
$318K ﹤0.01%
7,180
-613,471
-99% -$26.9M
KMT icon
2042
Kennametal
KMT
$2.52B
$318K ﹤0.01%
7,700
-8,600
-53% -$378K
CMCO icon
2043
Columbus McKinnon
CMCO
$584M
$317K ﹤0.01%
14,403
– –
ATSG
2044
DELISTED
Air Transport Services Group
ATSG
$317K ﹤0.01%
43,477
– –
ELNK
2045
DELISTED
EarthLink Holdings Corp.
ELNK
$317K ﹤0.01%
92,706
+12,100
+15% +$47.5K
TTI icon
2046
TETRA Technologies
TTI
$1.26B
$316K ﹤0.01%
29,200
-7,000
-19% -$79.7K
RSE
2047
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$315K ﹤0.01%
19,500
-27,200
-58% -$469K
CFFN icon
2048
Capitol Federal Financial
CFFN
$1.1B
$314K ﹤0.01%
26,600
– –
BCIC
2049
BCP Investment Corp
BCIC
$92.9M
$314K ﹤0.01%
3,780
– –
GHY
2050
PGIM Global High Yield Fund
GHY
$483M
$313K ﹤0.01%
+18,992
New +$327K
80 81
82
83 84

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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.