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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
NEE icon
501
NextEra Energy
NEE
$177B
$11.9M 0.03%
507,220
-94,624
-16% -$2.28M
DLX icon
502
Deluxe
DLX
$1.15B
$11.8M 0.03%
213,008
+19,800
+10% +$1.14M
BEE
503
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$11.7M 0.03%
1,005,723
+34,100
+4% +$402K
ATO icon
504
Atmos Energy
ATO
$28.8B
$11.7M 0.03%
244,589
+116,150
+90% +$5.8M
HHH icon
505
Howard Hughes
HHH
$4.03B
$11.6M 0.03%
81,360
+31,365
+63% +$4.59M
GGB icon
506
Gerdau
GGB
$9.7B
$11.6M 0.03%
3,047,940
-759,654
-20% -$3.48M
DBI icon
507
Designer Brands
DBI
$333M
$11.6M 0.03%
385,130
-124,000
-24% -$3.55M
LVS icon
508
Las Vegas Sands
LVS
$29.6B
$11.6M 0.03%
185,695
-62,487
-25% -$4.29M
LECO icon
509
Lincoln Electric
LECO
$15.4B
$11.5M 0.03%
166,610
-13,796
-8% -$960K
C icon
510
Citigroup
C
$226B
$11.5M 0.03%
221,139
-220,101
-50% -$11.1M
TLK icon
511
Telkom Indonesia
TLK
$14.9B
$11.4M 0.03%
474,278
-2,400
-0.5% -$55.5K
PBI icon
512
Pitney Bowes
PBI
$2.39B
$11.4M 0.03%
456,339
+86,800
+23% +$2.32M
CLGX
513
DELISTED
Corelogic, Inc.
CLGX
$11.4M 0.03%
420,806
-123,394
-23% -$3.48M
PKG icon
514
Packaging Corp of America
PKG
$22.8B
$11.3M 0.03%
177,559
-125,954
-41% -$8.46M
DNY
515
DELISTED
DONNELLEY R R & SONS CO
DNY
$11.2M 0.03%
682,470
-538,900
-44% -$8.87M
SANM icon
516
Sanmina
SANM
$10.9B
$11.2M 0.03%
535,909
+134,200
+33% +$3.12M
TEVA icon
517
Teva Pharmaceuticals
TEVA
$41.2B
$11.1M 0.03%
206,919
+103,108
+99% +$5.46M
RMD icon
518
ResMed
RMD
$30.7B
$11.1M 0.03%
224,888
-172,700
-43% -$8.8M
VIAV icon
519
Viavi Solutions
VIAV
$9.66B
$11.1M 0.03%
1,519,527
-211,878
-12% -$1.46M
ADP icon
520
Automatic Data Processing
ADP
$108B
$11M 0.03%
150,510
+11,614
+8% +$839K
MRSH
521
Marsh
MRSH
$91.5B
$10.9M 0.03%
208,836
-143
-0.1% -$7.46K
TESO
522
DELISTED
Tesco Corp
TESO
$10.9M 0.03%
548,402
-44,700
-8% -$918K
UGI icon
523
UGI
UGI
$7.33B
$10.9M 0.03%
319,264
+45,479
+17% +$1.55M
AJG icon
524
Arthur J. Gallagher & Co
AJG
$63.6B
$10.9M 0.03%
239,700
+166,100
+226% +$7.64M
MEI icon
525
Methode Electronics
MEI
$592M
$10.8M 0.03%
293,546
-95,600
-25% -$3.39M
19 20
21
22 23

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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.