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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
LII icon
451
Lennox International
LII
$15.2B
$14.3M 0.04%
185,903
+19,400
+12% +$1.64M
NWL icon
452
Newell Brands
NWL
$2.56B
$14.3M 0.04%
414,306
-163,367
-28% -$5.4M
HAWK
453
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$14.2M 0.04%
439,665
+103,678
+31% +$2.92M
EGY icon
454
Vaalco Energy
EGY
$594M
$14.2M 0.04%
1,667,788
+301,040
+22% +$2.43M
STE icon
455
Steris
STE
$23.1B
$14.1M 0.04%
262,162
-39,181
-13% -$2.13M
AA icon
456
Alcoa
AA
$13.2B
$14.1M 0.04%
364,752
-54,183
-13% -$2.12M
TUP
457
DELISTED
Tupperware Brands Corporation
TUP
$14.1M 0.04%
204,131
-128,429
-39% -$9.76M
LPLA icon
458
LPL Financial
LPLA
$28.6B
$14.1M 0.04%
305,609
+8,809
+3% +$424K
XLS
459
DELISTED
EXELIS INC COM STK
XLS
$14.1M 0.04%
849,712
-62,472
-7% -$1.02M
K
460
DELISTED
Kellanova
K
$14M 0.04%
241,728
+67,737
+39% +$4.09M
FITB
461
Fifth Third Bancorp
FITB
$51.8B
$13.8M 0.04%
689,014
-792,809
-54% -$16.3M
SYK icon
462
Stryker
SYK
$130B
$13.7M 0.04%
170,248
-9,200
-5% -$757K
XEL icon
463
Xcel Energy
XEL
$48.8B
$13.7M 0.04%
451,539
+60,400
+15% +$1.89M
ZAIS
464
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
$13.6M 0.04%
1,309,327
-147,403
-10% -$1.52M
OCR
465
DELISTED
OMNICARE INC
OCR
$13.6M 0.04%
217,670
-110,200
-34% -$7M
SPR
466
DELISTED
Spirit AeroSystems
SPR
$13.5M 0.04%
354,606
+146,169
+70% +$5.34M
SHLD
467
DELISTED
Sears Holding Corporation
SHLD
$13.5M 0.04%
574,112
+275,758
+92% +$9.01M
GGP
468
DELISTED
GGP Inc.
GGP
$13.4M 0.04%
568,023
+47,884
+9% +$1.15M
XLNX
469
DELISTED
Xilinx Inc
XLNX
$13.4M 0.04%
315,244
-563,100
-64% -$24.6M
CVG
470
DELISTED
Convergys
CVG
$13.3M 0.04%
748,955
-225,691
-23% -$4.38M
MAS icon
471
Masco
MAS
$15.3B
$13.3M 0.04%
634,527
+251,839
+66% +$4.98M
PTR
472
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$13.3M 0.04%
103,576
+10,600
+11% +$1.44M
CHK
473
DELISTED
Chesapeake Energy Corporation
CHK
$13.3M 0.04%
2,882
+1,758
+156% +$9.26M
OII icon
474
Oceaneering
OII
$4.77B
$13.2M 0.04%
202,813
-210,541
-51% -$14.5M
UFS
475
DELISTED
DOMTAR CORPORATION (New)
UFS
$13.1M 0.04%
373,967
+108,667
+41% +$4.14M
17 18
19
20 21

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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.