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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 | |
|---|---|---|---|---|---|---|
|
SHLM
551
DELISTED
Schulman (A.) Inc
SHLM
| $9.82M | 0.03% |
271,489
-38,900
| -13% | -$1.54M |
|
|
TSS
552
DELISTED
Total System Services, Inc.
TSS
| $9.74M | 0.03% |
314,493
-37,000
| -11% | -$1.17M |
|
|
LM
553
DELISTED
Legg Mason, Inc.
LM
| $9.71M | 0.03% |
189,868
-26,500
| -12% | -$1.31M |
|
554
CONMED
CNMD
$1.47B
| $9.7M | 0.03% |
263,329
+7,100
| +3% | +$282K |
|
555
Diamondrock Hospitality Co
DRH
$2.56B
| $9.69M | 0.03% |
764,096
+138,500
| +22% | +$1.8M |
|
556
Manhattan Associates
MANH
$11.4B
| $9.68M | 0.03% |
289,685
-23,100
| -7% | -$722K |
|
557
BlackRock Credit Allocation Income Trust
BTZ
$956M
| $9.67M | 0.03% |
726,483
-16,566
| -2% | -$224K |
|
558
Rayonier
RYN
$6.55B
| $9.67M | 0.03% |
342,124
+286,021
| +510% | +$8.78M |
|
|
TXNM
559
TXNM Energy Inc
TXNM
$5.94B
| $9.66M | 0.03% |
387,779
+64,700
| +20% | +$1.72M |
|
560
American International
AIG
$41.3B
| $9.6M | 0.03% |
177,675
-84,808
| -32% | -$4.63M |
|
561
Telephone and Data Systems
TDS
$3.75B
| $9.52M | 0.03% |
397,285
-158,374
| -29% | -$4.02M |
|
|
VIAS
562
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
| $9.43M | 0.03% |
+600,800
| New | +$6.78M |
|
|
CIE
563
DELISTED
Cobalt International Energy, Inc
CIE
| $9.42M | 0.03% |
46,196
+3,443
| +8% | +$799K |
|
564
Franklin Resources
BEN
$17.2B
| $9.4M | 0.03% |
172,117
-22,100
| -11% | -$1.24M |
|
|
MXIM
565
DELISTED
Maxim Integrated Products
MXIM
| $9.38M | 0.03% |
310,331
-224,469
| -42% | -$7.06M |
|
|
SFR
566
DELISTED
Starwood Waypoint Homes
SFR
| $9.36M | 0.03% |
359,993
+234,412
| +187% | +$6.25M |
|
567
Clorox
CLX
$12.7B
| $9.31M | 0.03% |
96,979
-10,700
| -10% | -$968K |
|
|
GDEF
568
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
| $9.3M | 0.03% |
895,500
| – | – |
|
569
CVR Energy
CVI
$3.13B
| $9.29M | 0.03% |
207,628
-18,426
| -8% | -$886K |
|
570
Nelnet
NNI
$4.7B
| $9.13M | 0.03% |
211,779
-27,500
| -11% | -$1.18M |
|
|
CNL
571
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $9.03M | 0.02% |
187,610
+87,708
| +88% | +$4.86M |
|
|
ISIL
572
DELISTED
Intersil Corp
ISIL
| $8.97M | 0.02% |
631,050
-116,862
| -16% | -$1.7M |
|
573
Sherwin-Williams
SHW
$89.8B
| $8.9M | 0.02% |
121,908
-102,594
| -46% | -$7.28M |
|
574
Blue Bird Corp
BLBD
$2.18B
| $8.89M | 0.02% |
900,000
| – | – |
|
575
LiveRamp
RAMP
$2.3B
| $8.83M | 0.02% |
533,274
+5,239
| +1% | +$98.5K |
|
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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.