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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
TCBI icon
2476
Texas Capital Bancshares
TCBI
$4.32B
– –
-30,308
Closed -$1.64M
TCPC icon
2477
BlackRock TCP Capital
TCPC
$345M
– –
-13,600
Closed -$248K
TGI
2478
DELISTED
Triumph Group
TGI
– –
-8,927
Closed -$623K
TLPH icon
2479
Talphera
TLPH
$74.2M
– –
-3,173
Closed -$650K
TOL icon
2480
Toll Brothers
TOL
$14.5B
– –
-24,766
Closed -$914K
TRNO icon
2481
Terreno Realty
TRNO
$7.49B
– –
-36,476
Closed -$705K
TRS icon
2482
TriMas Corp
TRS
$1.44B
– –
-12,064
Closed -$367K
TWO
2483
Two Harbors Investment
TWO
$1.27B
– –
-8,388
Closed -$703K
UHT
2484
Universal Health Realty Income Trust
UHT
$594M
– –
-5,063
Closed -$220K
VNCE icon
2485
Vince Holding Corp
VNCE
$86.8M
– –
-4,500
Closed -$1.65M
VOD icon
2486
Vodafone
VOD
$37.4B
– –
-9,000
Closed -$301K
VSEC icon
2487
VSE Corp
VSEC
$6.12B
– –
-6,200
Closed -$218K
VSTM icon
2488
Verastem
VSTM
$610M
– –
-850
Closed -$92K
WEN icon
2489
Wendy's
WEN
$1.46B
– –
-163,700
Closed -$1.4M
WGO icon
2490
Winnebago Industries
WGO
$909M
– –
-9,904
Closed -$249K
WMK icon
2491
Weis Markets
WMK
$1.86B
– –
-4,676
Closed -$214K
WOLF icon
2492
Wolfspeed
WOLF
$1.71B
– –
-36,678
Closed -$1.83M
XOMA
2493
DELISTED
Xoma
XOMA
– –
-2,077
Closed -$191K
ZTS icon
2494
Zoetis
ZTS
$30B
– –
-43,573
Closed -$1.41M
PRSU
2495
Pursuit Attractions and Hospitality Inc
PRSU
$1.25B
– –
-9,600
Closed -$229K
QVCGA
2496
DELISTED
QVC Group Inc Series A
QVCGA
– –
-1,787
Closed -$2.15M
VOXX
2497
DELISTED
VOXX International Corporation Class A
VOXX
– –
-18,378
Closed -$173K
B
2498
DELISTED
Barnes Group Inc.
B
– –
-18,124
Closed -$698K
MDC
2499
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-10,201
Closed -$222K
BKCC
2500
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-15,200
Closed -$138K
98 99
100
101 102

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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.