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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 | |
|---|---|---|---|---|---|---|
|
PXD
626
DELISTED
Pioneer Natural Resource Co.
PXD
| $7.49M | 0.02% |
38,004
-9,500
| -20% | -$2.01M |
|
627
Applied Materials
AMAT
$428B
| $7.48M | 0.02% |
346,307
-583,200
| -63% | -$12.9M |
|
|
MENT
628
DELISTED
Mentor Graphics Corp
MENT
| $7.45M | 0.02% |
363,384
-12,745
| -3% | -$272K |
|
629
Constellation Brands
STZ
$23.2B
| $7.42M | 0.02% |
85,122
+1,900
| +2% | +$165K |
|
630
Wabtec
WAB
$49.3B
| $7.41M | 0.02% |
91,488
+5,268
| +6% | +$435K |
|
631
Ashland
ASH
$3.5B
| $7.38M | 0.02% |
144,967
-142,828
| -50% | -$7.44M |
|
632
Henry Schein
HSIC
$9.82B
| $7.34M | 0.02% |
160,747
-78,591
| -33% | -$3.64M |
|
633
CenterPoint Energy
CNP
$26.8B
| $7.33M | 0.02% |
299,749
-73,772
| -20% | -$1.81M |
|
634
Jefferies Financial Group
JEF
$13.1B
| $7.31M | 0.02% |
342,749
-537,154
| -61% | -$12.1M |
|
635
F5
FFIV
$22.7B
| $7.3M | 0.02% |
61,465
+9,500
| +18% | +$1.12M |
|
|
LCI
636
DELISTED
Lannett Company, Inc.
LCI
| $7.27M | 0.02% |
39,801
+23,875
| +150% | +$3.82M |
|
637
Vishay Intertechnology
VSH
$5.43B
| $7.25M | 0.02% |
507,537
-125,710
| -20% | -$1.93M |
|
|
CEO
638
DELISTED
CNOOC Limited
CEO
| $7.21M | 0.02% |
41,800
+13,600
| +48% | +$2.51M |
|
|
IRC
639
DELISTED
INLAND REAL ESTATE CORP
IRC
| $7.2M | 0.02% |
726,666
-208,100
| -22% | -$2.16M |
|
640
Sasol
SSL
$7.1B
| $7.18M | 0.02% |
131,699
+6,900
| +6% | +$400K |
|
641
ArcBest
ARCB
$3.08B
| $7.16M | 0.02% |
191,972
-47,000
| -20% | -$1.78M |
|
|
AXAS
642
DELISTED
Abraxas Petroleum Corp
AXAS
| $7.16M | 0.02% |
67,794
+50,410
| +290% | +$5.63M |
|
|
MOVE
643
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $7.15M | 0.02% |
341,051
+326,051
| +2,174% | +$4.9M |
|
644
Mohawk Industries
MHK
$9.22B
| $7.13M | 0.02% |
52,920
-11,700
| -18% | -$1.61M |
|
|
BEAV
645
DELISTED
B/E Aerospace Inc
BEAV
| $7.13M | 0.02% |
117,346
-14,145
| -11% | -$895K |
|
646
Amkor Technology
AMKR
$13.7B
| $7.11M | 0.02% |
845,195
-5,939,185
| -88% | -$58.7M |
|
647
PG&E
PCG
$38.5B
| $7.08M | 0.02% |
157,205
-96,800
| -38% | -$4.45M |
|
|
RPT
648
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $7.07M | 0.02% |
434,824
-112,200
| -21% | -$1.88M |
|
|
FOE
649
DELISTED
Ferro Corporation
FOE
| $7.05M | 0.02% |
486,600
+36,600
| +8% | +$488K |
|
650
Addus HomeCare
ADUS
$2.23B
| $7.04M | 0.02% |
359,401
-84,800
| -19% | -$1.83M |
|
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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.