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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
BKMU
2251
DELISTED
Bank Mutual Corp
BKMU
$189K ﹤0.01%
15,931
– –
ONTO icon
2252
Onto Innovation
ONTO
$15.3B
$188K ﹤0.01%
12,425
– –
ISSI
2253
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$188K ﹤0.01%
13,683
– –
IPHI
2254
DELISTED
INPHI CORPORATION
IPHI
$187K ﹤0.01%
13,000
+1,900
+17% +$27.6K
CYTR
2255
DELISTED
CytRx Corp
CYTR
$187K ﹤0.01%
12,267
– –
NAZ icon
2256
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$185K ﹤0.01%
13,558
-6,169
-31% -$84.6K
ROIC
2257
DELISTED
Retail Opportunity Investments Corp.
ROIC
$185K ﹤0.01%
12,600
-214,936
-94% -$3.36M
EAC
2258
DELISTED
Erickson Incorporated
EAC
$185K ﹤0.01%
14,237
-10,500
-42% -$150K
FRA icon
2259
BlackRock Floating Rate Income Strategies Fund
FRA
$385M
$184K ﹤0.01%
+13,066
New +$186K
EGHT icon
2260
8x8 Inc
EGHT
$332M
$183K ﹤0.01%
27,402
-69,800
-72% -$536K
ICAD
2261
DELISTED
iCAD Inc
ICAD
$183K ﹤0.01%
18,600
-1,200
-6% -$11.2K
FRM
2262
DELISTED
FURMANITE CORPORATION COM
FRM
$183K ﹤0.01%
27,000
– –
CCRN
2263
DELISTED
Cross Country Healthcare
CCRN
$182K ﹤0.01%
19,600
-2,400
-11% -$18.4K
MRCY icon
2264
Mercury Systems
MRCY
$6.52B
$182K ﹤0.01%
16,500
– –
RAS
2265
DELISTED
RAIT Financial Trust
RAS
$182K ﹤0.01%
24,530
-853
-3% -$6.74K
PCO
2266
DELISTED
Pendrell Corporation - Class A
PCO
$180K ﹤0.01%
134
-17
-11% -$26.3K
FPO
2267
DELISTED
First Potomac Realty Trust
FPO
$180K ﹤0.01%
15,298
+300
+2% +$3.89K
REI icon
2268
Ring Energy
REI
$339M
$178K ﹤0.01%
12,100
– –
SRGA
2269
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$178K ﹤0.01%
1,238
– –
FSYS
2270
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
$178K ﹤0.01%
20,000
-51,800
-72% -$534K
ALTO icon
2271
Alto Ingredients
ALTO
$340M
$177K ﹤0.01%
12,700
– –
CPF icon
2272
Central Pacific Financial
CPF
$1B
$177K ﹤0.01%
25,664
– –
DXLG icon
2273
Destination XL Group
DXLG
$35.4M
$177K ﹤0.01%
37,534
– –
IMMU
2274
DELISTED
Immunomedics Inc
IMMU
$177K ﹤0.01%
47,700
-36,500
-43% -$123K
DVR
2275
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$174K ﹤0.01%
178,948
-8
-0% -$8
89 90
91
92 93

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VGA
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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.