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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
CTIC
2101
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$289K ﹤0.01%
11,960
– –
KAI icon
2102
Kadant
KAI
$3.99B
$288K ﹤0.01%
7,370
– –
MGRC icon
2103
McGrath RentCorp
MGRC
$2.92B
$287K ﹤0.01%
8,383
– –
ESND
2104
DELISTED
Essendant Inc.
ESND
$286K ﹤0.01%
7,620
– –
ALIM
2105
DELISTED
Alimera Sciences
ALIM
$285K ﹤0.01%
3,500
– –
PZN
2106
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$285K ﹤0.01%
29,800
– –
GOV
2107
DELISTED
Government Properties Income Trust
GOV
$285K ﹤0.01%
13,000
-6,300
-33% -$150K
BBN icon
2108
BlackRock Taxable Municipal Bond Trust
BBN
$986M
$284K ﹤0.01%
13,528
-63,644
-82% -$1.37M
ACH
2109
DELISTED
Alum Corp of China Ltd
ACH
$284K ﹤0.01%
28,100
-100
-0.4% -$1.08K
BWEN icon
2110
Broadwind
BWEN
$109M
$282K ﹤0.01%
37,675
– –
OLED icon
2111
Universal Display
OLED
$4.19B
$282K ﹤0.01%
8,641
– –
OSIR
2112
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
$282K ﹤0.01%
22,372
– –
PLAB icon
2113
Photronics
PLAB
$1.93B
$281K ﹤0.01%
34,964
-12,900
-27% -$109K
BBW icon
2114
Build-A-Bear
BBW
$462M
$280K ﹤0.01%
21,400
+4,400
+26% +$54.3K
GSAT icon
2115
Globalstar
GSAT
$10.8B
$280K ﹤0.01%
+5,093
New +$304K
SSB icon
2116
SouthState Bank Corp
SSB
$10.5B
$280K ﹤0.01%
+5,000
New +$295K
CMLP
2117
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$280K ﹤0.01%
12,341
– –
CCJ icon
2118
Cameco
CCJ
$42.4B
$279K ﹤0.01%
15,800
+1,100
+7% +$21.6K
IQV icon
2119
IQVIA
IQV
$39.3B
$279K ﹤0.01%
+5,000
New +$279K
AGM icon
2120
Federal Agricultural Mortgage
AGM
$2.56B
$277K ﹤0.01%
8,631
-700
-8% -$22K
ACAT
2121
DELISTED
Arctic Cat Inc
ACAT
$277K ﹤0.01%
7,966
– –
WWD icon
2122
Woodward
WWD
$21.4B
$276K ﹤0.01%
+5,800
New +$293K
MXWL
2123
DELISTED
Maxwell Technologies Inc
MXWL
$276K ﹤0.01%
31,700
-8,700
-22% -$92.7K
IPGP icon
2124
IPG Photonics
IPGP
$3.84B
$271K ﹤0.01%
3,933
-300
-7% -$20.2K
THR
2125
DELISTED
Thermon Group Holdings
THR
$271K ﹤0.01%
11,117
+300
+3% +$7.72K
83 84
85
86 87

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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.