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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 | |
|---|---|---|---|---|---|---|
576
United Rentals
URI
$72.4B
| $8.82M | 0.02% |
79,429
-188,560
| -70% | -$21.2M |
|
577
DaVita
DVA
$11.7B
| $8.77M | 0.02% |
119,863
+80,825
| +207% | +$5.92M |
|
|
ITG
578
DELISTED
Investment Technology Group Inc
ITG
| $8.74M | 0.02% |
554,799
-99,200
| -15% | -$1.73M |
|
|
SE
579
DELISTED
Spectra Energy Corp Wi
SE
| $8.74M | 0.02% |
222,659
+103,000
| +86% | +$4.24M |
|
580
AGCO
AGCO
$7.2B
| $8.66M | 0.02% |
190,513
-247,431
| -56% | -$12.3M |
|
581
VF Corp
VFC
$5.89B
| $8.62M | 0.02% |
138,695
-18,160
| -12% | -$1.09M |
|
582
First Interstate BancSystem
FIBK
$3.58B
| $8.6M | 0.02% |
323,689
-23,000
| -7% | -$617K |
|
583
Caterpillar
CAT
$387B
| $8.56M | 0.02% |
86,448
+81,048
| +1,501% | +$8.59M |
|
|
GAS
584
DELISTED
AGL Resources Inc
GAS
| $8.55M | 0.02% |
166,470
+17,539
| +12% | +$925K |
|
|
SGY
585
DELISTED
Stone Energy
SGY
| $8.54M | 0.02% |
4,791
-1,908
| -28% | -$3.93M |
|
586
Regions Financial
RF
$26.8B
| $8.53M | 0.02% |
849,871
-549,151
| -39% | -$5.61M |
|
587
Cooper Companies
COO
$14.5B
| $8.39M | 0.02% |
215,380
-227,192
| -51% | -$8.94M |
|
588
CME Group
CME
$94.8B
| $8.37M | 0.02% |
104,710
-19,600
| -16% | -$1.48M |
|
589
WEC Energy
WEC
$35.1B
| $8.36M | 0.02% |
194,455
-75,900
| -28% | -$3.37M |
|
590
Take-Two Interactive
TTWO
$46.1B
| $8.34M | 0.02% |
361,507
+175,900
| +95% | +$3.99M |
|
591
Cousins Properties
CUZ
$4.88B
| $8.33M | 0.02% |
246,820
-5,952
| -2% | -$212K |
|
|
DCUC
592
DELISTED
Dominion Energy, Inc.
DCUC
| $8.31M | 0.02% |
+166,450
| New | +$8.47M |
|
593
Jack Henry & Associates
JKHY
$11.1B
| $8.31M | 0.02% |
149,296
+27,400
| +22% | +$1.6M |
|
594
Helix Energy Solutions
HLX
$1.41B
| $8.29M | 0.02% |
375,856
-174,298
| -32% | -$4.45M |
|
595
Rayonier Advanced Materials
RYAM
$610M
| $8.27M | 0.02% |
+251,299
| New | +$8.82M |
|
|
PSMI
596
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
| $8.26M | 0.02% |
+667,546
| New | +$6.19M |
|
|
ASRT
597
DELISTED
Assertio
ASRT
| $8.26M | 0.02% |
9,058
-1,180
| -12% | -$948K |
|
598
RLJ Lodging Trust
RLJ
$1.69B
| $8.25M | 0.02% |
289,800
-24,600
| -8% | -$718K |
|
599
Hyster-Yale Materials Handling
HY
$665M
| $8.23M | 0.02% |
114,914
-5,000
| -4% | -$398K |
|
600
Ambev
ABEV
$46.4B
| $8.23M | 0.02% |
1,255,900
+1,102,800
| +720% | +$7.77M |
|
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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.