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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
UTL icon
2226
Unitil
UTL
$980M
$205K ﹤0.01%
6,594
– –
S
2227
DELISTED
Sprint Corporation
S
$205K ﹤0.01%
32,300
+20,221
+167% +$138K
CZR
2228
DELISTED
Caesars Entertainment Corporation
CZR
$204K ﹤0.01%
16,228
+700
+5% +$10.2K
COWN
2229
DELISTED
Cowen Inc. Class A Common Stock
COWN
$203K ﹤0.01%
13,501
– –
ALG icon
2230
Alamo Group
ALG
$2.05B
$202K ﹤0.01%
+4,924
New +$237K
MMSI icon
2231
Merit Medical Systems
MMSI
$5.32B
$202K ﹤0.01%
16,990
– –
VVTV
2232
DELISTED
VALUEVISION MEDIA INC
VVTV
$202K ﹤0.01%
39,423
-45,400
-54% -$221K
DORM icon
2233
Dorman Products
DORM
$4.18B
$201K ﹤0.01%
5,016
-25,464
-84% -$1.14M
WAIR
2234
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$200K ﹤0.01%
11,500
-16,239
-59% -$302K
RSO
2235
DELISTED
Resource Capital Corp.
RSO
$200K ﹤0.01%
10,244
– –
SWS
2236
DELISTED
SWS GROUP INC
SWS
$199K ﹤0.01%
13,118
-86,084
-87% -$623K
ACIW icon
2237
ACI Worldwide
ACIW
$5.42B
$198K ﹤0.01%
+10,541
New +$198K
GFI icon
2238
Gold Fields
GFI
$36.5B
$197K ﹤0.01%
50,632
+17,000
+51% +$70.3K
FLWS icon
2239
1-800-Flowers.com
FLWS
$258M
$195K ﹤0.01%
27,077
-2,600
-9% -$15.1K
MQT
2240
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$195K ﹤0.01%
15,261
+4,788
+46% +$61.1K
SZMK
2241
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$194K ﹤0.01%
25,000
-4,400
-15% -$39.3K
WPP
2242
DELISTED
WAUSAU PAPER CORP.
WPP
$194K ﹤0.01%
24,497
– –
HYB
2243
DELISTED
New America High Income Fund, Inc.
HYB
$193K ﹤0.01%
20,490
+5,894
+40% +$57.3K
DXYN
2244
DELISTED
Dixie Group Inc
DXYN
$193K ﹤0.01%
22,302
-6,300
-22% -$56.7K
NPBC
2245
DELISTED
NATL PENN BANCSHARES INC
NPBC
$193K ﹤0.01%
19,880
-114,900
-85% -$1.17M
RTK
2246
DELISTED
Rentech, Inc.
RTK
$193K ﹤0.01%
11,283
+2,520
+29% +$54.7K
VIRX
2247
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$191K ﹤0.01%
128
– –
MCRI icon
2248
Monarch Casino & Resort
MCRI
$2.23B
$190K ﹤0.01%
15,949
-1,900
-11% -$25.1K
MNP
2249
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$190K ﹤0.01%
12,786
-1,230
-9% -$18.3K
FRP
2250
DELISTED
Fairpoint Communications, Inc.
FRP
$190K ﹤0.01%
12,500
– –
88 89
90
91 92

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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.