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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
WLL
151
DELISTED
Whiting Petroleum Corporation
WLL
$60.3M 0.17%
2,590
-1,367
-35% -$34.8M
TEG
152
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$60.2M 0.17%
928,569
+418,828
+82% +$28.2M
LRCX icon
153
Lam Research
LRCX
$390B
$60.1M 0.17%
8,044,560
-213,430
-3% -$1.52M
PTEN icon
154
Patterson-UTI
PTEN
$3.76B
$60M 0.16%
1,843,548
+253,000
+16% +$8.59M
SWY
155
DELISTED
SAFEWAY INC
SWY
$59.9M 0.16%
1,745,196
-316,708
-15% -$10.9M
QCOM icon
156
Qualcomm
QCOM
$176B
$59.7M 0.16%
797,875
-42,016
-5% -$3.21M
EBAY icon
157
eBay
EBAY
$49.7B
$59M 0.16%
2,475,671
+507,160
+26% +$11.3M
GLW icon
158
Corning
GLW
$143B
$58.8M 0.16%
3,042,406
+50,265
+2% +$1.05M
BMY icon
159
Bristol-Myers Squibb
BMY
$132B
$58.1M 0.16%
1,135,254
+137,868
+14% +$6.89M
PHM icon
160
Pultegroup
PHM
$25.3B
$58.1M 0.16%
3,289,238
+646,216
+24% +$12.2M
HCA icon
161
HCA Healthcare
HCA
$89.5B
$58M 0.16%
822,875
+659,347
+403% +$43.6M
TWTC
162
DELISTED
TW TELECOM INC CL A COM
TWTC
$57.9M 0.16%
1,391,019
+1,146,946
+470% +$46.7M
BSX icon
163
Boston Scientific
BSX
$71.5B
$57.7M 0.16%
4,886,916
-6,794,995
-58% -$85.6M
NOV icon
164
NOV
NOV
$7B
$57.3M 0.16%
752,569
-155,654
-17% -$12.9M
ALL icon
165
Allstate
ALL
$67.5B
$57.3M 0.16%
932,894
-164,742
-15% -$9.89M
MGAM
166
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
$57.1M 0.16%
1,584,872
+1,548,411
+4,247% +$46.6M
TW
167
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$56.6M 0.16%
568,374
+35,068
+7% +$3.7M
TIBX
168
DELISTED
TIBCO SOFTWARE INC
TIBX
$56.3M 0.15%
2,383,136
+1,967,910
+474% +$40.2M
MUSA icon
169
Murphy USA
MUSA
$9.61B
$55.9M 0.15%
1,052,905
+110,158
+12% +$5.7M
GEN icon
170
Gen Digital
GEN
$17.5B
$55.8M 0.15%
2,371,794
-552,925
-19% -$13.2M
ETR icon
171
Entergy
ETR
$50B
$55.8M 0.15%
1,441,860
+499,000
+53% +$18.9M
CSCO icon
172
Cisco
CSCO
$479B
$55.2M 0.15%
2,192,180
-3,019,588
-58% -$76M
ITT icon
173
ITT
ITT
$19.1B
$54.1M 0.15%
1,202,897
-5,600
-0.5% -$266K
BBD icon
174
Banco Bradesco
BBD
$36.7B
$54M 0.15%
9,667,930
+1,696,957
+21% +$10.6M
CMI icon
175
Cummins
CMI
$88.7B
$53M 0.15%
401,554
-142,714
-26% -$20.6M
5 6
7
8 9

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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.