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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
BRK.B icon
51
Berkshire Hathaway Class B
BRK.B
$1.13T
$136M 0.37%
985,221
-1,800
-0.2% -$240K
PEP icon
52
PepsiCo
PEP
$189B
$132M 0.36%
1,422,797
-7,952
-0.6% -$726K
TRW
53
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$132M 0.36%
1,306,664
+1,039,080
+388% +$104M
AEP icon
54
American Electric Power
AEP
$68.2B
$132M 0.36%
2,530,997
+1,017,535
+67% +$53.8M
GRT
55
DELISTED
GLIMCHER REALTY TRUST
GRT
$131M 0.36%
9,641,975
+9,574,735
+14,240% +$110M
CI icon
56
Cigna
CI
$72.7B
$126M 0.35%
1,389,051
-11,442
-0.8% -$1.07M
ALXN
57
DELISTED
Alexion Pharmaceuticals
ALXN
$125M 0.34%
754,061
+200,981
+36% +$33M
PL
58
DELISTED
PROTECTIVE LIFE CORP
PL
$119M 0.33%
1,721,393
+126,384
+8% +$8.77M
BAC icon
59
Bank of America
BAC
$441B
$117M 0.32%
6,866,205
-1,423,739
-17% -$22.7M
CNVR
60
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$117M 0.32%
3,413,792
+2,669,856
+359% +$72.8M
MPC icon
61
Marathon Petroleum
MPC
$84B
$116M 0.32%
2,740,322
+787,478
+40% +$33.4M
DAL icon
62
Delta Air Lines
DAL
$60.5B
$116M 0.32%
3,205,879
+829,682
+35% +$31.7M
TRV icon
63
Travelers Companies
TRV
$80.5B
$115M 0.32%
1,228,744
+15,489
+1% +$1.44M
LO
64
DELISTED
LORILLARD INC COM STK
LO
$115M 0.32%
1,915,447
+1,864,994
+3,696% +$113M
DTE icon
65
DTE Energy
DTE
$29.1B
$113M 0.31%
1,748,629
+136,947
+8% +$8.87M
PG icon
66
Procter & Gamble
PG
$342B
$113M 0.31%
1,348,010
-695,262
-34% -$57M
MMM icon
67
3M
MMM
$93.2B
$110M 0.3%
927,143
+39,248
+4% +$4.72M
LUV icon
68
Southwest Airlines
LUV
$23B
$110M 0.3%
3,250,211
+299,875
+10% +$9.16M
EA
69
DELISTED
Electronic Arts
EA
$109M 0.3%
3,063,613
+1,599,315
+109% +$58.3M
SWKS icon
70
Skyworks Solutions
SWKS
$10.1B
$109M 0.3%
1,874,692
+261,365
+16% +$13.9M
ROC
71
DELISTED
ROCKWOOD HLDGS INC
ROC
$108M 0.3%
1,418,643
+1,276,416
+897% +$102M
PNC icon
72
PNC Financial Services
PNC
$101B
$108M 0.3%
1,265,761
+29,280
+2% +$2.49M
XEC
73
DELISTED
CIMAREX ENERGY CO
XEC
$108M 0.3%
852,270
-16,881
-2% -$2.33M
TTM
74
DELISTED
Tata Motors Limited
TTM
$106M 0.29%
2,414,913
+339,400
+16% +$14.8M
AMP icon
75
Ameriprise Financial
AMP
$49.5B
$105M 0.29%
853,272
-3,904
-0.5% -$479K
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.