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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
HOV icon
2351
Hovnanian Enterprises
HOV
$807M
$88K ﹤0.01%
963
-1,840
-66% -$194K
GST
2352
DELISTED
Gastar Exploration Inc.
GST
$88K ﹤0.01%
14,997
-43,700
-74% -$321K
REFR icon
2353
Research Frontiers
REFR
$17M
$87K ﹤0.01%
15,100
– –
FMD
2354
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
$87K ﹤0.01%
28,435
– –
CGRN
2355
DELISTED
Capstone Green Energy Corporation Common Stock
CGRN
$86K ﹤0.01%
401
-1,799
-82% -$460K
SCMP
2356
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$85K ﹤0.01%
13,000
– –
MITK icon
2357
Mitek Systems
MITK
$834M
$81K ﹤0.01%
33,603
-9,600
-22% -$27.8K
NTWK icon
2358
NetSol Technologies
NTWK
$50.6M
$81K ﹤0.01%
21,900
-4,500
-17% -$16K
PSUN
2359
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
$80K ﹤0.01%
44,697
-19,800
-31% -$41.2K
MRGE
2360
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$79K ﹤0.01%
35,946
– –
BSIN
2361
Big Sky Industrial
BSIN
$63.3M
$77K ﹤0.01%
403
– –
UNIS
2362
DELISTED
Unilife Corporation
UNIS
$76K ﹤0.01%
3,330
-4,860
-59% -$123K
APPS icon
2363
Digital Turbine
APPS
$1.74B
$75K ﹤0.01%
+16,400
New +$72.8K
ANH
2364
DELISTED
Anworth Mortgage Asset Corporation
ANH
$73K ﹤0.01%
11,242
– –
SRNE
2365
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$71K ﹤0.01%
15,800
-800
-5% -$4.3K
PFIE
2366
DELISTED
Profire Energy, Inc
PFIE
$67K ﹤0.01%
+16,200
New +$68.1K
CBR
2367
DELISTED
CIBER Inc.
CBR
$65K ﹤0.01%
19,080
– –
NWY
2368
DELISTED
New York & Co Inc
NWY
$64K ﹤0.01%
21,100
-5,700
-21% -$19.2K
AOI
2369
DELISTED
Alliance One International
AOI
$62K ﹤0.01%
1,224
– –
UQM
2370
DELISTED
UQM Technologies, Inc.
UQM
$61K ﹤0.01%
43,600
– –
NUWE icon
2371
Nuwellis
NUWE
$543K
– –
0
– –
OPTT icon
2372
Ocean Power Technologies
OPTT
$49.9M
$56K ﹤0.01%
237
-22
-8% -$5.73K
HNR
2373
DELISTED
Harvest Natural Resources
HNR
$54K ﹤0.01%
3,645
– –
NEO icon
2374
NeoGenomics
NEO
$2.13B
$53K ﹤0.01%
+10,200
New +$52.4K
URG
2375
Ur-Energy
URG
$556M
$51K ﹤0.01%
49,600
– –
93 94
95
96 97

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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.