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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
TRIP icon
226
TripAdvisor
TRIP
$1.26B
$40.4M 0.11%
442,002
+333,473
+307% +$33M
AXP icon
227
American Express
AXP
$230B
$40.1M 0.11%
457,930
+259,133
+130% +$23.3M
XRX icon
228
Xerox
XRX
$425M
$40.1M 0.11%
1,149,007
-309,402
-21% -$10.8M
HON icon
229
Honeywell
HON
$78B
$39.7M 0.11%
474,063
-151,496
-24% -$12.9M
AA.PRB
230
DELISTED
Alcoa Inc
AA.PRB
$39.4M 0.11%
+788,350
New +$39.2M
TNL icon
231
Travel + Leisure Co
TNL
$4.7B
$39.3M 0.11%
1,072,454
-62,304
-5% -$2.22M
BRSL
232
Brightstar Lottery PLC
BRSL
$2.03B
$39.3M 0.11%
2,327,430
+2,225,630
+2,186% +$37M
HAR
233
DELISTED
Harman International Industries
HAR
$39.1M 0.11%
398,968
+62,283
+18% +$6.95M
DECK icon
234
Deckers Outdoor
DECK
$13.3B
$38.8M 0.11%
2,397,948
+128,400
+6% +$1.96M
RGA icon
235
Reinsurance Group of America
RGA
$16.1B
$38.6M 0.11%
481,107
+13,769
+3% +$1.12M
AU icon
236
AngloGold Ashanti
AU
$48.7B
$38.4M 0.11%
3,198,244
+1,123,200
+54% +$18.3M
PARA
237
DELISTED
Paramount Global Class B
PARA
$38.3M 0.11%
715,025
-470,437
-40% -$27.7M
KLAC icon
238
KLA
KLAC
$259B
$38.2M 0.11%
4,852,150
-2,387,350
-33% -$18M
ADSK icon
239
Autodesk
ADSK
$52.6B
$38.2M 0.11%
693,514
-60,802
-8% -$3.33M
GD icon
240
General Dynamics
GD
$106B
$37.8M 0.1%
297,151
+55,300
+23% +$6.71M
CPAY icon
241
Corpay
CPAY
$25.7B
$37.5M 0.1%
263,795
+21,800
+9% +$3M
AGN
242
DELISTED
Allergan Inc
AGN
$36.9M 0.1%
207,018
-434,466
-68% -$72.2M
CMG icon
243
Chipotle Mexican Grill
CMG
$41.5B
$36.9M 0.1%
2,766,050
-489,000
-15% -$6.41M
SPXC icon
244
SPX Corp
SPXC
$10.8B
$36.8M 0.1%
1,556,354
+96,773
+7% +$2.51M
TRN icon
245
Trinity Industries
TRN
$2.38B
$36.2M 0.1%
1,076,872
+466,287
+76% +$15.5M
R icon
246
Ryder
R
$10.1B
$36.2M 0.1%
402,336
-7,869
-2% -$706K
IPG
247
DELISTED
Interpublic Group of Companies
IPG
$36.1M 0.1%
1,971,487
-1,725,756
-47% -$33.5M
CTAS icon
248
Cintas
CTAS
$81.3B
$36.1M 0.1%
2,042,932
+399,664
+24% +$6.51M
CTSH icon
249
Cognizant
CTSH
$26B
$36M 0.1%
803,623
+107,383
+15% +$5.05M
CMCSA icon
250
Comcast
CMCSA
$90B
$35.8M 0.1%
1,331,704
-851,282
-39% -$23.3M
8 9
10
11 12

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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.