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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
HPQ icon
26
HP
HPQ
$25.6B
$208M 0.57%
12,941,106
+1,713,339
+15% +$27.8M
AMX icon
27
America Movil
AMX
$71.7B
$197M 0.54%
7,826,432
+643,100
+9% +$15.5M
VLO icon
28
Valero Energy
VLO
$87.2B
$187M 0.51%
4,034,244
+1,826,642
+83% +$92.2M
BHI
29
DELISTED
Baker Hughes
BHI
$172M 0.47%
2,645,158
+477,558
+22% +$33.3M
KMB icon
30
Kimberly-Clark
KMB
$36.3B
$170M 0.47%
1,649,175
+60,256
+4% +$6.27M
YHOO
31
DELISTED
Yahoo Inc
YHOO
$170M 0.47%
4,161,466
-2,242,356
-35% -$84.1M
TWX
32
DELISTED
Time Warner Inc
TWX
$166M 0.46%
2,209,752
+1,445,291
+189% +$112M
HES
33
DELISTED
Hess
HES
$164M 0.45%
1,740,997
-150,949
-8% -$14.9M
T icon
34
AT&T
T
$161B
$160M 0.44%
6,028,655
-305,021
-5% -$8.11M
BRCD
35
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$159M 0.44%
14,656,731
-230,676
-2% -$2.25M
BRCM
36
DELISTED
BROADCOM CORP CL-A
BRCM
$159M 0.44%
3,921,856
+1,779,057
+83% +$69.1M
RTN
37
DELISTED
Raytheon Company
RTN
$157M 0.43%
1,543,069
+161,503
+12% +$15.5M
VZ icon
38
Verizon
VZ
$194B
$157M 0.43%
3,135,508
-156,704
-5% -$7.79M
CAH icon
39
Cardinal Health
CAH
$55B
$156M 0.43%
2,087,763
+124,434
+6% +$9.05M
HCBK
40
DELISTED
HUDSON CITY BANCORP INC
HCBK
$156M 0.43%
16,045,665
-4,103,298
-20% -$40.3M
COP icon
41
ConocoPhillips
COP
$142B
$152M 0.42%
1,988,588
+56,397
+3% +$4.61M
JPM icon
42
JPMorgan Chase
JPM
$948B
$152M 0.42%
2,521,138
-51,849
-2% -$3.03M
DTV
43
DELISTED
DIRECTV COM STK (DE)
DTV
$151M 0.42%
1,749,607
-401,623
-19% -$34.5M
ABBV icon
44
AbbVie
ABBV
$431B
$145M 0.4%
2,506,875
-773,075
-24% -$42.9M
CVX icon
45
Chevron
CVX
$372B
$143M 0.39%
1,200,541
-234,564
-16% -$29.9M
DFS
46
DELISTED
Discover Financial Services
DFS
$142M 0.39%
2,198,966
-502,987
-19% -$31.5M
CSC
47
DELISTED
Computer Sciences
CSC
$141M 0.39%
5,480,783
-624,163
-10% -$16.1M
AET
48
DELISTED
Aetna Inc
AET
$141M 0.39%
1,738,561
+685,308
+65% +$55.8M
PPG icon
49
PPG Industries
PPG
$26.3B
$137M 0.38%
1,387,688
+98,978
+8% +$10.1M
KO icon
50
Coca-Cola
KO
$373B
$136M 0.37%
3,196,560
+21,114
+0.7% +$873K
1
2
3 4 5

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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.