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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
PH icon
176
Parker-Hannifin
PH
$135B
$52.8M 0.15%
462,543
+31,640
+7% +$3.73M
NEE.PRO
177
DELISTED
NEXTERA ENERGY INC UNITS EXPIRING 09/01/2015 (FL)
NEE.PRO
$52.6M 0.14%
877,600
+610,875
+229% +$37.7M
HRL icon
178
Hormel Foods
HRL
$13.8B
$51.9M 0.14%
2,018,162
-98,172
-5% -$2.4M
GME icon
179
GameStop
GME
$8.6B
$51.8M 0.14%
5,029,456
-8,388,684
-63% -$89.2M
ATHL
180
DELISTED
ATHLON ENERGY INC COM
ATHL
$51.6M 0.14%
+886,469
New +$41.1M
IM
181
DELISTED
Ingram Micro
IM
$51.3M 0.14%
1,987,099
-124,440
-6% -$3.53M
RS icon
182
Reliance Steel & Aluminium
RS
$21.6B
$51.1M 0.14%
747,327
-23,400
-3% -$1.66M
DNB
183
DELISTED
Dun & Bradstreet
DNB
$50.8M 0.14%
432,622
-130,769
-23% -$15M
TIMB icon
184
TIM SA
TIMB
$8.8B
$50.2M 0.14%
1,915,535
+344,000
+22% +$9.3M
WMT icon
185
Walmart Inc
WMT
$890B
$50.2M 0.14%
1,968,015
-954,015
-33% -$24.1M
SBUX icon
186
Starbucks
SBUX
$120B
$50M 0.14%
1,325,136
-886,424
-40% -$34.3M
MYGN icon
187
Myriad Genetics
MYGN
$312M
$49.5M 0.14%
1,283,600
-131,120
-9% -$4.89M
MNST icon
188
Monster Beverage
MNST
$88.4B
$49.3M 0.14%
3,224,760
-976,458
-23% -$12.8M
LEA icon
189
Lear
LEA
$8.18B
$49.1M 0.14%
568,654
+176,700
+45% +$17.1M
AMT icon
190
American Tower
AMT
$80.4B
$49M 0.13%
523,425
+94,025
+22% +$8.95M
WBC
191
DELISTED
WABCO HOLDINGS INC.
WBC
$48.9M 0.13%
537,373
+46,700
+10% +$4.71M
DISH
192
DELISTED
DISH Network Corp.
DISH
$48.8M 0.13%
756,064
-134,500
-15% -$8.68M
DLTR icon
193
Dollar Tree
DLTR
$25.2B
$48.7M 0.13%
867,694
+139,320
+19% +$7.68M
CA
194
DELISTED
CA, Inc.
CA
$48.3M 0.13%
1,728,310
-238,862
-12% -$6.82M
DUK icon
195
Duke Energy
DUK
$97.3B
$48M 0.13%
641,429
-45,304
-7% -$3.31M
SPN
196
DELISTED
Superior Energy Services, Inc.
SPN
$47.8M 0.13%
145,319
-10,144
-7% -$3.51M
RTX icon
197
RTX Corp
RTX
$301B
$47.1M 0.13%
708,602
-122,572
-15% -$8.41M
NEE.PRP
198
DELISTED
NEXTERA ENERGY INC EQUITY UNIT
NEE.PRP
$46.6M 0.13%
852,100
+39,325
+5% +$2.16M
ENIA
199
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$46.5M 0.13%
5,465,004
+1,112
+0% +$10.2K
NSC icon
200
Norfolk Southern
NSC
$75.1B
$46.3M 0.13%
415,123
+230,562
+125% +$24.5M
6 7
8
9 10

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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.