We are live on ! Find out more
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
ACAS
426
DELISTED
American Capital Ltd
ACAS
$16M 0.04%
1,130,912
-1,769,651
-61% -$27M
BAGL
427
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
$16M 0.04%
+792,597
New +$11.7M
VC icon
428
Visteon
VC
$2.78B
$16M 0.04%
164,148
+36,400
+28% +$3.64M
SAIC icon
429
Saic
SAIC
$5.35B
$15.9M 0.04%
360,101
+193,047
+116% +$8.5M
P
430
DELISTED
Pandora Media Inc
P
$15.8M 0.04%
653,015
-875,346
-57% -$23.2M
WYNN icon
431
Wynn Resorts
WYNN
$10.6B
$15.7M 0.04%
83,955
-54,600
-39% -$10.8M
BBBY
432
DELISTED
Bed Bath & Beyond Inc
BBBY
$15.7M 0.04%
238,590
-538,200
-69% -$33.8M
AVB icon
433
AvalonBay Communities
AVB
$26.8B
$15.7M 0.04%
111,343
-32,914
-23% -$4.88M
MKC icon
434
McCormick & Company Non-Voting
MKC
$14.2B
$15.7M 0.04%
468,960
+72,200
+18% +$2.48M
IP icon
435
International Paper
IP
$22B
$15.5M 0.04%
343,627
-47,602
-12% -$2.19M
CAMB
436
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$15.4M 0.04%
1,584,000
-176,000
-10% -$1.72M
WCG
437
DELISTED
Wellcare Health Plans, Inc.
WCG
$15.3M 0.04%
254,175
-176,213
-41% -$11.7M
CACG
438
DELISTED
CHART ACQUISITION CORP COM
CACG
$15.2M 0.04%
1,402,950
-74,625
-5% -$744K
F icon
439
Ford
F
$55.7B
$15.2M 0.04%
1,024,506
-717,984
-41% -$12.3M
HRB icon
440
H&R Block
HRB
$5.86B
$15.1M 0.04%
485,805
+53,585
+12% +$1.75M
CB
441
DELISTED
CHUBB CORPORATION
CB
$15M 0.04%
164,804
-40,688
-20% -$3.71M
OSK icon
442
Oshkosh
OSK
$9.59B
$15M 0.04%
339,941
-65,956
-16% -$3.28M
HRI icon
443
Herc Holdings
HRI
$5.61B
$15M 0.04%
196,641
+133,434
+211% +$11.4M
GRA
444
DELISTED
W.R. Grace & Co.
GRA
$14.7M 0.04%
161,734
-102,274
-39% -$9.8M
EGN
445
DELISTED
Energen
EGN
$14.6M 0.04%
201,932
+73,656
+57% +$5.89M
IT icon
446
Gartner
IT
$11.7B
$14.6M 0.04%
198,373
-23,900
-11% -$1.74M
PBR.A icon
447
Petrobras Class A
PBR.A
$103B
$14.5M 0.04%
976,967
+525,900
+117% +$9.36M
DE icon
448
Deere & Co
DE
$168B
$14.5M 0.04%
176,772
-34,951
-17% -$2.99M
USB icon
449
US Bancorp
USB
$99.6B
$14.4M 0.04%
343,202
+17,515
+5% +$740K
JRN
450
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$14.3M 0.04%
1,700,290
+1,660,004
+4,121% +$15.9M
16 17
18
19 20

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.