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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
(-1.9%)
Cap. Flow
-$2.61B
Cap. Flow
% of AUM
-7.18%
Top 10 Holdings %
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 |
Gilead Sciences
GILD
|
+$127M |
| 3 |
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 | |
|---|---|---|---|---|---|---|
301
Worthington Enterprises
WOR
$2.86B
| $27.9M | 0.08% |
1,216,322
-81,383
| -6% | -$2.02M |
|
|
AHT
302
Ashford Hospitality Trust
AHT
$21M
| $27.7M | 0.08% |
2,906
+884
| +44% | +$9.46M |
|
|
TIME
303
DELISTED
Time Inc.
TIME
| $27.7M | 0.08% |
1,180,580
+785,246
| +199% | +$18.9M |
|
304
M&T Bank
MTB
$36.2B
| $27.4M | 0.08% |
222,585
-100,687
| -31% | -$12.4M |
|
305
United Parcel Service
UPS
$88.9B
| $27.1M | 0.07% |
275,731
-15,108
| -5% | -$1.5M |
|
|
CTXS
306
DELISTED
Citrix Systems Inc
CTXS
| $27.1M | 0.07% |
476,849
-694,269
| -59% | -$37.8M |
|
307
Aecom
ACM
$9.75B
| $27.1M | 0.07% |
802,355
-401,836
| -33% | -$14.3M |
|
|
VALE.P
308
DELISTED
Vale S A
VALE.P
| $27M | 0.07% |
2,781,799
+168,400
| +6% | +$2M |
|
309
American Airlines Group
AAL
$10.6B
| $26.6M | 0.07% |
750,648
+476,000
| +173% | +$18.7M |
|
310
Equity Residential
EQR
$25.1B
| $26.5M | 0.07% |
429,824
+57,372
| +15% | +$3.71M |
|
311
Rockwell Automation
ROK
$49B
| $26.1M | 0.07% |
237,583
+4,529
| +2% | +$532K |
|
|
DST
312
DELISTED
DST Systems Inc.
DST
| $26M | 0.07% |
619,800
+87,600
| +16% | +$3.98M |
|
|
CHL
313
DELISTED
China Mobile Limited
CHL
| $25.8M | 0.07% |
439,332
+62,100
| +16% | +$3.57M |
|
314
SEI Investments
SEIC
$12.6B
| $25.6M | 0.07% |
708,805
+2,692
| +0.4% | +$95.9K |
|
315
Ameren
AEE
$30.1B
| $25.6M | 0.07% |
667,186
+76,000
| +13% | +$2.97M |
|
|
LLL
316
DELISTED
L3 Technologies, Inc.
LLL
| $25.5M | 0.07% |
214,558
-2,900
| -1% | -$329K |
|
317
Becton Dickinson
BDX
$48.2B
| $25.2M | 0.07% |
226,948
+19,670
| +9% | +$2.24M |
|
318
Knowles
KN
$3.34B
| $24.9M | 0.07% |
940,909
+115,729
| +14% | +$3.53M |
|
|
JNPR
319
DELISTED
Juniper Networks
JNPR
| $24.9M | 0.07% |
1,121,996
-250,104
| -18% | -$5.86M |
|
|
ANN
320
DELISTED
ANN INC
ANN
| $24.8M | 0.07% |
603,609
+244,905
| +68% | +$9.67M |
|
321
Church & Dwight Co
CHD
$24.5B
| $24.8M | 0.07% |
707,512
+2,600
| +0.4% | +$88.5K |
|
322
Intuit
INTU
$89B
| $24.8M | 0.07% |
282,695
+87,100
| +45% | +$7.24M |
|
323
Banco Santander Chile
BSAC
$16.6B
| $24.7M | 0.07% |
1,118,958
+282,305
| +34% | +$6.99M |
|
324
O'Reilly Automotive
ORLY
$76.3B
| $24.7M | 0.07% |
2,465,325
-1,426,770
| -37% | -$14.6M |
|
325
Avnet
AVT
$7.92B
| $24.7M | 0.07% |
594,863
-141,991
| -19% | -$6.19M |
|
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VGA
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.