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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
LULU icon
2451
lululemon athletica
LULU
$14.6B
– –
-50,300
Closed -$2.04M
MBWM icon
2452
Mercantile Bank Corp
MBWM
$1.05B
– –
-62,665
Closed -$1.43M
MFIC icon
2453
MidCap Financial Investment
MFIC
$804M
– –
-44,219
Closed -$1.14M
MGEE icon
2454
MGE Energy Inc
MGEE
$3.08B
– –
-11,267
Closed -$445K
MIND icon
2455
MIND Technology
MIND
$46.2M
– –
-1,110
Closed -$155K
MLM icon
2456
Martin Marietta Materials
MLM
$33B
– –
-4,600
Closed -$607K
NAN icon
2457
Nuveen New York Quality Municipal Income Fund
NAN
$373M
– –
-26,260
Closed -$361K
NRG icon
2458
NRG Energy
NRG
$24.8B
– –
-32,500
Closed -$1.21M
NVG icon
2459
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.7B
– –
-105,402
Closed -$1.49M
NWBI icon
2460
Northwest Bancshares
NWBI
$2.28B
– –
-15,400
Closed -$209K
OMEX icon
2461
Odyssey Marine Exploration
OMEX
$51.8M
– –
-2,008
Closed -$40K
ONB icon
2462
Old National Bancorp
ONB
$10.2B
– –
-106,306
Closed -$1.52M
OUT icon
2463
CALL
Outfront Media
OUT
$5.5B
– –
-1,763
Closed -$1.77M
PANL icon
2464
Pangaea Logistics
PANL
$485M
– –
-1,080,000
Closed -$10.9M
PARA
2465
CALL
DELISTED
Paramount Global Class B
PARA
– –
-1,500
Closed -$2.71M
PNNT
2466
Pennant Park Investment Corp
PNNT
$241M
– –
-18,500
Closed -$212K
PRO
2467
DELISTED
PROS Holdings
PRO
– –
-9,300
Closed -$246K
PSEC icon
2468
Prospect Capital
PSEC
$1.17B
– –
-648,800
Closed -$6.89M
QDEL icon
2469
QuidelOrtho
QDEL
$838M
– –
-15,003
Closed -$332K
QMCO icon
2470
Quantum Corp
QMCO
$474M
– –
-91
Closed -$18K
RITM icon
2471
Rithm Capital
RITM
$5.69B
– –
-1,419,533
Closed -$17.9M
SNV
2472
DELISTED
Synovus
SNV
– –
-51,852
Closed -$1.26M
SRDX
2473
DELISTED
Surmodics
SRDX
– –
-26,200
Closed -$561K
NSLR
2474
Neostellar Capital Corp
NSLR
$254M
– –
-20,539
Closed -$141K
TBBK icon
2475
The Bancorp
TBBK
$2.84B
– –
-27,000
Closed -$322K
97 98
99
100 101

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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.