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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
CELG
76
DELISTED
Celgene Corp
CELG
$105M 0.29%
1,110,329
-1,179,489
-52% -$106M
AIZ icon
77
Assurant
AIZ
$14.3B
$104M 0.28%
1,609,990
-98,917
-6% -$6.47M
CF icon
78
CF Industries
CF
$17.3B
$103M 0.28%
1,844,865
+794,430
+76% +$40.3M
KEY icon
79
KeyCorp
KEY
$24.4B
$103M 0.28%
7,701,501
-2,122,011
-22% -$29M
CNQR
80
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$102M 0.28%
801,000
+793,500
+10,580% +$80.5M
MRO
81
DELISTED
Marathon Oil Corporation
MRO
$101M 0.28%
2,690,866
-20,339
-0.8% -$807K
TSM icon
82
TSMC
TSM
$2.18T
$100M 0.28%
4,960,782
-509,800
-9% -$10.6M
NTAP icon
83
NetApp
NTAP
$37.2B
$100M 0.28%
2,329,079
+410,130
+21% +$16.4M
CPWR
84
DELISTED
COMPUWARE CORP
CPWR
$99.8M 0.27%
9,795,963
+8,648,542
+754% +$81.4M
GE icon
85
GE Aerospace
GE
$384B
$99.8M 0.27%
812,585
-234,640
-22% -$29.2M
DIS icon
86
Walt Disney
DIS
$181B
$99.5M 0.27%
1,118,127
+7,235
+0.7% +$638K
POM
87
DELISTED
PEPCO HOLDINGS, INC.
POM
$99M 0.27%
3,699,788
-744,970
-17% -$20.3M
FIS icon
88
Fidelity National Information Services
FIS
$22.1B
$98.9M 0.27%
1,756,446
-62,054
-3% -$3.51M
GAP
89
The Gap Inc
GAP
$7.37B
$98.7M 0.27%
2,368,280
-77,974
-3% -$3.31M
MA icon
90
Mastercard
MA
$493B
$98.1M 0.27%
1,327,736
-787,104
-37% -$59.9M
KOG
91
DELISTED
KODIAK OIL & GAS CORP
KOG
$98M 0.27%
7,220,558
+6,739,596
+1,401% +$101M
ORCL icon
92
Oracle
ORCL
$423B
$96.3M 0.26%
2,516,751
+829,426
+49% +$33.6M
IRF
93
DELISTED
INTL RECTIFIER CORP
IRF
$96M 0.26%
2,446,870
+2,145,173
+711% +$69.7M
BKNG icon
94
Booking.com
BKNG
$161B
$95.8M 0.26%
2,068,200
+431,700
+26% +$21.3M
LMT icon
95
Lockheed Martin
LMT
$136B
$95.4M 0.26%
521,757
+163,545
+46% +$27.8M
LLY icon
96
Eli Lilly
LLY
$1.06T
$94.5M 0.26%
1,457,726
-461,233
-24% -$29.2M
APA icon
97
APA Corp
APA
$13.3B
$93.8M 0.26%
999,509
+472,786
+90% +$46.8M
URS
98
DELISTED
URS CORP
URS
$93.8M 0.26%
1,627,743
+1,460,352
+872% +$84.8M
UNM icon
99
Unum
UNM
$14.3B
$93.7M 0.26%
2,726,122
-146,538
-5% -$5.15M
FL
100
DELISTED
Foot Locker
FL
$93.2M 0.26%
1,674,417
+347,961
+26% +$18.3M
2 3
4
5 6

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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.