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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
IRD
2276
Opus Genetics
IRD
$302M
$173K ﹤0.01%
446
– –
EYPT icon
2277
EyePoint Inc
EYPT
$1.2B
$171K ﹤0.01%
3,870
– –
PML
2278
PIMCO Municipal Income Fund II
PML
$493M
$168K ﹤0.01%
+14,400
New +$169K
DRRX
2279
DELISTED
DURECT Corp
DRRX
$167K ﹤0.01%
11,370
-450
-4% -$6.98K
XXIA
2280
DELISTED
Ixia
XXIA
$167K ﹤0.01%
18,325
-8,800
-32% -$88.4K
ARO
2281
DELISTED
Aeropostale Inc
ARO
$167K ﹤0.01%
+50,647
New +$179K
MSO
2282
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$167K ﹤0.01%
46,400
– –
MUA icon
2283
BlackRock MuniAssets Fund
MUA
$522M
$166K ﹤0.01%
12,664
-22,494
-64% -$293K
OCLR
2284
DELISTED
Oclaro Inc.
OCLR
$165K ﹤0.01%
115,600
– –
KELYA icon
2285
Kelly Services Class A
KELYA
$528M
$164K ﹤0.01%
10,437
-54,500
-84% -$902K
SQBG
2286
DELISTED
Sequential Brands Group, Inc.
SQBG
$163K ﹤0.01%
+325
New +$174K
TRAK icon
2287
ReposiTrak
TRAK
$159M
$162K ﹤0.01%
16,400
– –
DTLK
2288
DELISTED
Datalink Corp
DTLK
$161K ﹤0.01%
15,100
-2,300
-13% -$25.8K
GLDD
2289
DELISTED
Great Lakes Dredge & Dock
GLDD
$158K ﹤0.01%
25,500
-8,000
-24% -$59.1K
RPRX
2290
DELISTED
Repros Therapeutics Inc.
RPRX
$156K ﹤0.01%
15,759
-5,300
-25% -$78.5K
RXII
2291
DELISTED
GALENA BIOPHARMA INC COM
RXII
$155K ﹤0.01%
+75,000
New +$155K
KLIC icon
2292
Kulicke & Soffa
KLIC
$4.78B
$153K ﹤0.01%
10,735
– –
MFIN icon
2293
Medallion Financial
MFIN
$250M
$152K ﹤0.01%
12,995
– –
MNR
2294
DELISTED
Monmouth Real Estate Investment Corp
MNR
$152K ﹤0.01%
15,035
– –
GTT
2295
DELISTED
GTT Communications, Inc.
GTT
$150K ﹤0.01%
+12,600
New +$145K
BTA
2296
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$149K ﹤0.01%
+13,266
New +$148K
RDN icon
2297
Radian Group
RDN
$4.93B
$148K ﹤0.01%
10,372
-43,902
-81% -$614K
PRCP
2298
DELISTED
Perceptron Inc
PRCP
$145K ﹤0.01%
14,800
– –
WSTL
2299
DELISTED
Westell Technologies Inc
WSTL
$145K ﹤0.01%
19,700
-3,025
-13% -$23.6K
ENT
2300
DELISTED
Global Eagle Entertainment Inc.
ENT
$144K ﹤0.01%
512
-896
-64% -$260K
90 91
92
93 94

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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.