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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
PM icon
101
Philip Morris
PM
$295B
$93.1M 0.26%
1,116,751
+917,908
+462% +$77.6M
SLB icon
102
SLB Ltd
SLB
$76.2B
$92.2M 0.25%
906,369
+222,615
+33% +$24.3M
DD icon
103
DuPont de Nemours
DD
$19.6B
$92.1M 0.25%
693,668
+350,290
+102% +$46.7M
TQNT
104
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
$89.6M 0.25%
4,699,128
+2,522,918
+116% +$46.8M
VIAB
105
DELISTED
Viacom Inc. Class B
VIAB
$88.8M 0.24%
1,153,574
-3,608
-0.3% -$297K
PPLI
106
People Inc
PPLI
$3.18B
$88.1M 0.24%
7,477,216
+230,553
+3% +$2.79M
MDT icon
107
Medtronic
MDT
$110B
$86.6M 0.24%
1,397,998
-1,468,127
-51% -$93.3M
IBM icon
108
IBM
IBM
$222B
$86.5M 0.24%
476,868
+22,342
+5% +$4.07M
DDS icon
109
Dillards
DDS
$9.57B
$86.4M 0.24%
793,203
-91,223
-10% -$10.6M
SPG icon
110
Simon Property Group
SPG
$72.2B
$85.6M 0.24%
520,499
+98,446
+23% +$16.6M
CFN
111
DELISTED
CAREFUSION CORPORATION
CFN
$83.8M 0.23%
1,852,576
-167,278
-8% -$7.53M
HNT
112
DELISTED
HEALTH NET INC
HNT
$83.4M 0.23%
1,809,200
+498,200
+38% +$22.1M
M icon
113
Macy's
M
$6.62B
$83.3M 0.23%
1,432,077
-132,184
-8% -$7.84M
HD icon
114
Home Depot
HD
$351B
$82.1M 0.23%
895,003
-916,633
-51% -$78.6M
NAVI icon
115
Navient
NAVI
$839M
$81.8M 0.22%
4,620,689
-98,786
-2% -$1.74M
UNP icon
116
Union Pacific
UNP
$176B
$80.6M 0.22%
743,513
-122,945
-14% -$12.7M
BYI
117
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
$80.5M 0.22%
+997,907
New +$72.7M
INFY icon
118
Infosys
INFY
$50.4B
$79.9M 0.22%
10,569,720
+1,176,800
+13% +$8.47M
MAN icon
119
ManpowerGroup
MAN
$2.65B
$79.3M 0.22%
1,131,022
-64,547
-5% -$5.05M
WBA
120
DELISTED
Walgreens Boots Alliance
WBA
$78.9M 0.22%
1,331,994
-5,782
-0.4% -$379K
HCT
121
DELISTED
AMRICAN RLTY CAP HEALTHCARE TRUST INC. COMMON STOCK
HCT
$78.4M 0.22%
7,478,182
+205,800
+3% +$2.21M
MO icon
122
Altria Group
MO
$114B
$77.6M 0.21%
1,689,161
+773,267
+84% +$33.1M
COF icon
123
Capital One
COF
$133B
$75.3M 0.21%
922,924
+253,927
+38% +$20.8M
VRTX icon
124
Vertex Pharmaceuticals
VRTX
$124B
$75.2M 0.21%
669,776
+185,598
+38% +$17.7M
NVDA icon
125
NVIDIA
NVDA
$5.42T
$74.3M 0.2%
161,192,040
-94,208,960
-37% -$44.4M
3 4
5
6 7

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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.