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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
VNO icon
351
Vornado Realty Trust
VNO
$7.38B
$22M 0.06%
300,841
+119,974
+66% +$9.25M
OMC icon
352
Omnicom Group
OMC
$23.4B
$22M 0.06%
318,828
+16,728
+6% +$1.19M
PLD icon
353
Prologis
PLD
$133B
$21.9M 0.06%
580,075
+74,212
+15% +$3.01M
BLK icon
354
Blackrock
BLK
$176B
$21.6M 0.06%
65,934
-100
-0.2% -$32.2K
DOC icon
355
Healthpeak Properties
DOC
$14.8B
$21.5M 0.06%
594,599
-25,627
-4% -$972K
WELL icon
356
Welltower
WELL
$171B
$21.4M 0.06%
343,838
-81,258
-19% -$5.24M
GT icon
357
Goodyear
GT
$1.85B
$21.3M 0.06%
942,688
-544,262
-37% -$14M
LNC icon
358
Lincoln National
LNC
$8.81B
$21.3M 0.06%
397,289
-81,500
-17% -$4.33M
WDR
359
DELISTED
Waddell & Reed Financial, Inc.
WDR
$21.2M 0.06%
410,026
+26,636
+7% +$1.48M
CHS
360
DELISTED
Chicos FAS, Inc.
CHS
$21.1M 0.06%
1,431,033
+431,033
+43% +$6.8M
SO icon
361
Southern Company
SO
$107B
$21.1M 0.06%
484,015
-34,100
-7% -$1.5M
TMO icon
362
Thermo Fisher Scientific
TMO
$220B
$20.6M 0.06%
169,534
-79,940
-32% -$9.72M
BCR
363
DELISTED
CR Bard Inc.
BCR
$20.6M 0.06%
144,404
+53,300
+59% +$7.87M
KBR icon
364
KBR
KBR
$4.8B
$20.6M 0.06%
1,092,960
+157,800
+17% +$3.43M
ARRS
365
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$20.5M 0.06%
721,663
+318,101
+79% +$9.94M
L icon
366
Loews
L
$23.6B
$20.4M 0.06%
490,880
-114,664
-19% -$4.93M
SYY icon
367
Sysco
SYY
$40.3B
$20.3M 0.06%
536,111
+55,000
+11% +$2.05M
MS icon
368
Morgan Stanley
MS
$340B
$20.3M 0.06%
587,886
+108,373
+23% +$3.61M
COR icon
369
Cencora
COR
$61.2B
$20.1M 0.06%
259,751
-116,589
-31% -$8.86M
FCX icon
370
Freeport-McMoran
FCX
$97.5B
$19.8M 0.05%
606,486
+119,500
+25% +$4.34M
TACO
371
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$19.7M 0.05%
2,025,000
-225,000
-10% -$2.19M
MUR icon
372
Murphy Oil
MUR
$4.78B
$19.7M 0.05%
345,844
-316,926
-48% -$19.6M
LNT icon
373
Alliant Energy
LNT
$18B
$19.6M 0.05%
707,100
+78,666
+13% +$2.27M
HRC
374
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$19.5M 0.05%
469,785
-703
-0.1% -$29.5K
VTR icon
375
Ventas
VTR
$47.9B
$19.3M 0.05%
273,203
-28,899
-10% -$2.11M
13 14
15
16 17

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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.