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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
AAPL icon
1
Apple
AAPL
$4.89T
$544M 1.5%
21,599,116
+1,815,464
+9% +$44.6M
JNJ icon
2
Johnson & Johnson
JNJ
$635B
$372M 1.02%
3,490,742
-154,106
-4% -$16M
BIIB icon
3
Biogen
BIIB
$29.9B
$367M 1.01%
1,107,999
+316,275
+40% +$104M
GOOG icon
4
Alphabet (Google) Class C
GOOG
$3.9T
$343M 0.94%
11,771,089
+479,553
+4% +$13.9M
META icon
5
Meta Platforms (Facebook)
META
$1.51T
$329M 0.9%
4,158,402
-127,557
-3% -$9.36M
PFE icon
6
Pfizer
PFE
$140B
$309M 0.85%
11,019,973
+63,330
+0.6% +$1.78M
MSFT icon
7
Microsoft
MSFT
$2.84T
$297M 0.82%
6,415,622
+148,413
+2% +$6.62M
WFC icon
8
Wells Fargo
WFC
$261B
$292M 0.8%
5,628,140
-167,788
-3% -$8.63M
ADM icon
9
Archer Daniels Midland
ADM
$41.4B
$287M 0.79%
5,615,112
+446,124
+9% +$21.9M
INTC icon
10
Intel
INTC
$466B
$264M 0.72%
7,568,138
+3,381,500
+81% +$114M
MRK icon
11
Merck
MRK
$324B
$262M 0.72%
4,634,669
+1,068,661
+30% +$60M
XOM icon
12
ExxonMobil
XOM
$651B
$254M 0.7%
2,698,942
-50,592
-2% -$5.04M
CVS icon
13
CVS Health
CVS
$137B
$250M 0.69%
3,142,064
+97,088
+3% +$7.65M
WDC icon
14
Western Digital
WDC
$179B
$249M 0.68%
3,379,348
-675,175
-17% -$50.7M
PSX icon
15
Phillips 66
PSX
$82.9B
$245M 0.67%
3,015,130
+588,454
+24% +$49M
GILD icon
16
Gilead Sciences
GILD
$161B
$241M 0.66%
2,261,483
+1,292,298
+133% +$127M
ELV icon
17
Elevance Health
ELV
$81.9B
$237M 0.65%
1,978,797
+32,158
+2% +$3.69M
HUM icon
18
Humana
HUM
$46.7B
$236M 0.65%
1,813,453
+36,064
+2% +$4.58M
NOC icon
19
Northrop Grumman
NOC
$77B
$233M 0.64%
1,772,153
-21,365
-1% -$2.7M
EOG icon
20
EOG Resources
EOG
$78B
$229M 0.63%
2,309,658
+36,314
+2% +$3.95M
TWC
21
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$228M 0.63%
1,592,319
-357,442
-18% -$53.1M
TSN icon
22
Tyson Foods
TSN
$20.2B
$212M 0.58%
5,380,835
+232,477
+5% +$8.89M
SHPG
23
DELISTED
Shire pic
SHPG
$211M 0.58%
816,116
+592,164
+264% +$147M
MCK icon
24
McKesson
MCK
$98.5B
$210M 0.58%
1,076,885
-175,148
-14% -$33.7M
HAL icon
25
Halliburton
HAL
$27.9B
$209M 0.57%
3,238,462
+493,368
+18% +$33.8M
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.