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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
SKYW icon
2076
Skywest
SKYW
$4.34B
$300K ﹤0.01%
38,544
– –
ORIT
2077
DELISTED
Oritani Financial Corp. New
ORIT
$300K ﹤0.01%
21,260
-15,900
-43% -$236K
BBOX
2078
DELISTED
Black Box Corp
BBOX
$300K ﹤0.01%
12,860
– –
CMLS
2079
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$297K ﹤0.01%
9,216
-18,162
-66% -$720K
TRQ
2080
DELISTED
Turquoise Hill Resources Ltd
TRQ
$297K ﹤0.01%
7,930
+780
+11% +$27.5K
OME
2081
DELISTED
Omega Protein
OME
$297K ﹤0.01%
23,734
– –
MTSN
2082
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$297K ﹤0.01%
120,168
-35,000
-23% -$81.3K
EPB
2083
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
$297K ﹤0.01%
7,402
– –
QUIK icon
2084
QuickLogic
QUIK
$257M
$296K ﹤0.01%
7,064
– –
PKO
2085
DELISTED
Pimco Income Opportunity Fund
PKO
$296K ﹤0.01%
+10,743
New +$308K
CNOB icon
2086
Center Bancorp
CNOB
$1.78B
$295K ﹤0.01%
+15,500
New +$299K
FONR
2087
DELISTED
Fonar
FONR
$295K ﹤0.01%
26,837
+200
+0.8% +$2.37K
WSTC
2088
DELISTED
West Corporation
WSTC
$295K ﹤0.01%
+10,000
New +$281K
BDBD
2089
DELISTED
BOULDER BRANDS INC
BDBD
$295K ﹤0.01%
21,662
-26,000
-55% -$344K
HOLX
2090
DELISTED
Hologic
HOLX
$294K ﹤0.01%
+12,100
New +$306K
PFBC icon
2091
Preferred Bank
PFBC
$1.25B
$294K ﹤0.01%
13,052
– –
BWP
2092
DELISTED
Boardwalk Pipeline Partners
BWP
$294K ﹤0.01%
15,712
– –
MIC
2093
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$293K ﹤0.01%
+4,400
New +$306K
BEAT
2094
DELISTED
BioTelemetry, Inc.
BEAT
$293K ﹤0.01%
43,671
-24,000
-35% -$168K
MNTX
2095
DELISTED
Manitex International, Inc.
MNTX
$293K ﹤0.01%
25,978
+1,000
+4% +$13.7K
BBDC icon
2096
Barings BDC
BBDC
$965M
$292K ﹤0.01%
11,524
-100
-0.9% -$2.71K
PMF
2097
DELISTED
PIMCO Municipal Income Fund
PMF
$292K ﹤0.01%
+21,288
New +$300K
SMRT
2098
DELISTED
Stein Mart Inc
SMRT
$292K ﹤0.01%
25,289
-9,900
-28% -$128K
CASH icon
2099
Pathward Financial
CASH
$1.8B
$291K ﹤0.01%
24,762
+2,100
+9% +$26.2K
TTPH
2100
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$291K ﹤0.01%
730
– –
82 83
84
85 86

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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.