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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 | |
|---|---|---|---|---|---|---|
|
AXE
601
DELISTED
Anixter International Inc
AXE
| $8.21M | 0.02% |
96,800
| – | – |
|
602
American Water Works
AWK
$26.9B
| $8.18M | 0.02% |
169,695
+31,441
| +23% | +$1.54M |
|
603
PENN Entertainment
PENN
$2.71B
| $8.14M | 0.02% |
726,021
-806,930
| -53% | -$9.1M |
|
|
CBF
604
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $8.13M | 0.02% |
340,500
-6,300
| -2% | -$150K |
|
605
BorgWarner
BWA
$13.9B
| $8.1M | 0.02% |
174,930
+111,668
| +177% | +$6.12M |
|
|
THOR
606
DELISTED
THORATEC CORPORATION
THOR
| $8.09M | 0.02% |
302,600
-230,000
| -43% | -$6.53M |
|
607
Valmont Industries
VMI
$9.53B
| $8.08M | 0.02% |
59,911
-16,372
| -21% | -$2.35M |
|
608
Annaly Capital Management
NLY
$17.4B
| $8.03M | 0.02% |
187,990
+7,254
| +4% | +$331K |
|
|
SKX
609
DELISTED
Skechers
SKX
| $8M | 0.02% |
450,402
-220,500
| -33% | -$4.03M |
|
610
American States Water
AWR
$3.46B
| $7.96M | 0.02% |
261,800
-12,000
| -4% | -$377K |
|
611
Moog Inc Class A
MOG.A
$12.8B
| $7.95M | 0.02% |
116,268
+8,400
| +8% | +$583K |
|
612
Illinois Tool Works
ITW
$84.5B
| $7.95M | 0.02% |
94,120
+22,445
| +31% | +$1.94M |
|
|
HUB.B
613
DELISTED
HUBBELL INC CL-B
HUB.B
| $7.91M | 0.02% |
65,588
-39,131
| -37% | -$4.73M |
|
614
State Street
STT
$50.7B
| $7.88M | 0.02% |
107,105
-66,500
| -38% | -$4.73M |
|
615
CSX Corp
CSX
$93.1B
| $7.87M | 0.02% |
735,921
+155,916
| +27% | +$1.61M |
|
616
Cheesecake Factory
CAKE
$5.33B
| $7.86M | 0.02% |
172,828
-13,201
| -7% | -$592K |
|
617
Williams Companies
WMB
$86.1B
| $7.8M | 0.02% |
140,969
+74,529
| +112% | +$4.28M |
|
|
ARIA
618
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $7.8M | 0.02% |
1,443,714
-2,439,116
| -63% | -$14.2M |
|
619
Agilent Technologies
A
$41.2B
| $7.76M | 0.02% |
190,387
-443,725
| -70% | -$18.1M |
|
620
Republic Services
RSG
$65.7B
| $7.76M | 0.02% |
198,860
+26,600
| +15% | +$1.02M |
|
621
Sabra Healthcare REIT
SBRA
$5.37B
| $7.69M | 0.02% |
316,050
+59,400
| +23% | +$1.65M |
|
622
RPM International
RPM
$15B
| $7.68M | 0.02% |
167,756
+7,500
| +5% | +$344K |
|
623
Cinemark Holdings
CNK
$4.32B
| $7.66M | 0.02% |
225,026
+108,100
| +92% | +$3.75M |
|
624
Standex International
SXI
$4.12B
| $7.66M | 0.02% |
103,273
+24,000
| +30% | +$1.74M |
|
|
LTRPA
625
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $7.59M | 0.02% |
+223,816
| New | +$7.81M |
|
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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.