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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
TSRO
726
DELISTED
TESARO, Inc.
TSRO
$5.56M 0.02%
206,445
+143,889
+230% +$4.23M
FUBC
727
DELISTED
1st United Bancorp (Florida)
FUBC
$5.52M 0.02%
648,328
-536,081
-45% -$4.61M
VRSN icon
728
VeriSign
VRSN
$26.6B
$5.52M 0.02%
100,200
-21,500
-18% -$1.16M
YUM icon
729
Yum! Brands
YUM
$41.1B
$5.52M 0.02%
106,598
+5,842
+6% +$311K
TPC
730
Tutor Perini Cor
TPC
$5.21B
$5.51M 0.02%
208,646
-3,600
-2% -$105K
CALX icon
731
Calix
CALX
$2.39B
$5.5M 0.02%
574,400
-222,500
-28% -$2.07M
FWONK icon
732
Liberty Media Series C
FWONK
$25.8B
$5.44M 0.02%
+216,506
New +$5.54M
DO
733
DELISTED
Diamond Offshore Drilling
DO
$5.43M 0.01%
158,580
+28,180
+22% +$1.25M
VAL
734
DELISTED
Valspar
VAL
$5.42M 0.01%
68,612
-33,176
-33% -$2.6M
ESS icon
735
Essex Property Trust
ESS
$18.5B
$5.4M 0.01%
30,188
-37,339
-55% -$7.04M
UCB
736
United Community Banks
UCB
$4.28B
$5.37M 0.01%
326,471
-104,200
-24% -$1.73M
AKS
737
DELISTED
AK Steel Holding Corp
AKS
$5.34M 0.01%
666,400
+274,200
+70% +$2.55M
GL icon
738
Globe Life
GL
$14.3B
$5.34M 0.01%
101,918
-15,327
-13% -$827K
ADI icon
739
Analog Devices
ADI
$190B
$5.32M 0.01%
107,522
-143,338
-57% -$7.35M
MSGS icon
740
Madison Square Garden
MSGS
$9.39B
$5.32M 0.01%
112,788
+35,611
+46% +$1.61M
MD icon
741
Pediatrix Medical
MD
$2.2B
$5.3M 0.01%
96,600
+28,600
+42% +$1.62M
CRR
742
DELISTED
Carbo Ceramics Inc.
CRR
$5.29M 0.01%
89,357
+49,700
+125% +$5.67M
TPR icon
743
Tapestry
TPR
$32.8B
$5.24M 0.01%
147,166
+4,511
+3% +$162K
MKSI icon
744
MKS Inc
MKSI
$20.6B
$5.22M 0.01%
156,335
-107,343
-41% -$3.51M
OABC
745
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
$5.21M 0.01%
200,614
-364,624
-65% -$9.17M
HIG icon
746
Hartford Financial Services
HIG
$39.3B
$5.18M 0.01%
139,064
-92,500
-40% -$3.35M
OWW
747
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$5.17M 0.01%
657,099
-4,914
-0.7% -$42.1K
SUI icon
748
Sun Communities
SUI
$14.7B
$5.17M 0.01%
102,300
+85,300
+502% +$4.47M
WSM icon
749
Williams-Sonoma
WSM
$29.6B
$5.15M 0.01%
154,694
-127,496
-45% -$4.42M
PDCO
750
DELISTED
Patterson Companies, Inc.
PDCO
$5.14M 0.01%
123,965
-97,135
-44% -$3.88M
28 29
30
31 32

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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.