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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
GORO icon
2126
Goldgroup Mining Inc.
GORO
$191M
$269K ﹤0.01%
52,600
+12,500
+31% +$68.8K
PLOW icon
2127
Douglas Dynamics
PLOW
$1.02B
$267K ﹤0.01%
+13,700
New +$257K
AFT
2128
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$267K ﹤0.01%
+15,620
New +$275K
GIFI
2129
DELISTED
Gulf Island Fabrication
GIFI
$265K ﹤0.01%
15,390
– –
MILL
2130
DELISTED
MILLER ENERGY RESOURCES, INC COM STK
MILL
$263K ﹤0.01%
59,741
-25,100
-30% -$126K
HPTX
2131
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
$263K ﹤0.01%
10,409
– –
NWBO
2132
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$262K ﹤0.01%
52,100
-1,300
-2% -$7.99K
FNV icon
2133
Franco-Nevada
FNV
$46B
$259K ﹤0.01%
+5,300
New +$295K
BNCN
2134
DELISTED
BNC Bancorp
BNCN
$257K ﹤0.01%
16,400
+100
+0.6% +$1.67K
PAG icon
2135
Penske Automotive Group
PAG
$14.2B
$256K ﹤0.01%
6,315
-200
-3% -$9.39K
MG icon
2136
Mistras Group
MG
$512M
$255K ﹤0.01%
12,500
– –
SMC
2137
Summit Midstream
SMC
$419M
$254K ﹤0.01%
333
– –
HZO icon
2138
MarineMax
HZO
$788M
$253K ﹤0.01%
15,000
– –
SHEN icon
2139
Shenandoah Telecom
SHEN
$746M
$253K ﹤0.01%
20,408
– –
FLO icon
2140
Flowers Foods
FLO
$1.57B
$251K ﹤0.01%
13,651
-14,100
-51% -$275K
MFA
2141
MFA Financial
MFA
$933M
$251K ﹤0.01%
8,079
– –
KAMN
2142
DELISTED
Kaman Corp
KAMN
$251K ﹤0.01%
6,393
+200
+3% +$8.18K
EXAR
2143
DELISTED
Exar Corporation
EXAR
$251K ﹤0.01%
28,000
-4,500
-14% -$44.2K
DALN
2144
DELISTED
DallasNews
DALN
$250K ﹤0.01%
5,850
– –
SEVN
2145
Seven Hills Realty Trust
SEVN
$174M
$250K ﹤0.01%
+13,841
New +$264K
WTS icon
2146
Watts Water Technologies
WTS
$13.1B
$250K ﹤0.01%
4,300
-1,800
-30% -$110K
NGS icon
2147
Natural Gas Services Group
NGS
$477M
$248K ﹤0.01%
10,300
– –
RRMS
2148
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$248K ﹤0.01%
4,199
– –
AJRD
2149
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$247K ﹤0.01%
15,468
-36,700
-70% -$660K
NNVC icon
2150
NanoViricides
NNVC
$36.2M
$246K ﹤0.01%
4,105
– –
84 85
86
87 88

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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.