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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 | |
|---|---|---|---|---|---|---|
|
VRNT
1026
DELISTED
Verint Systems
VRNT
| $2.73M | 0.01% |
96,187
-19,826
| -17% | -$508K |
|
1027
Otter Tail
OTTR
$3.94B
| $2.72M | 0.01% |
101,866
-53,900
| -35% | -$1.52M |
|
|
MWV
1028
DELISTED
MEADWESTVACO CORP
MWV
| $2.7M | 0.01% |
65,900
-8,950
| -12% | -$383K |
|
1029
Mueller Industries
MLI
$15.2B
| $2.69M | 0.01% |
376,780
-69,352
| -16% | -$503K |
|
|
CERN
1030
DELISTED
Cerner Corp
CERN
| $2.68M | 0.01% |
45,010
-73,200
| -62% | -$4.11M |
|
1031
ANI Pharmaceuticals
ANIP
$1.78B
| $2.67M | 0.01% |
+94,400
| New | +$2.83M |
|
|
NOVB
1032
DELISTED
NORTH VALLEY BANCORP-COM
NOVB
| $2.67M | 0.01% |
123,643
-22,541
| -15% | -$486K |
|
1033
Toronto Dominion Bank
TD
$200B
| $2.67M | 0.01% |
54,000
+16,400
| +44% | +$851K |
|
1034
Korn Ferry
KFY
$4.28B
| $2.65M | 0.01% |
106,535
-66,800
| -39% | -$1.96M |
|
|
CCMP
1035
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $2.65M | 0.01% |
64,000
-9,800
| -13% | -$418K |
|
1036
LCI Industries
LCII
$2.65B
| $2.65M | 0.01% |
62,800
-3,100
| -5% | -$140K |
|
|
LLTC
1037
DELISTED
Linear Technology Corp
LLTC
| $2.65M | 0.01% |
59,666
-33,400
| -36% | -$1.52M |
|
1038
John Wiley & Sons Class A
WLY
$2.66B
| $2.65M | 0.01% |
47,200
+25,700
| +120% | +$1.53M |
|
|
ITC
1039
DELISTED
ITC HOLDINGS CORP
ITC
| $2.64M | 0.01% |
74,000
+24,200
| +49% | +$880K |
|
1040
Tanger
SKT
$4.52B
| $2.63M | 0.01% |
80,408
+7,600
| +10% | +$263K |
|
|
KEY.PRG
1041
DELISTED
KeyCorp Pfd
KEY.PRG
| $2.63M | 0.01% |
20,000
| – | – |
|
1042
Cato Corp
CATO
$66.1M
| $2.62M | 0.01% |
75,970
-10,800
| -12% | -$360K |
|
|
RGC
1043
DELISTED
Regal Entertainment Group
RGC
| $2.62M | 0.01% |
131,700
-1,900
| -1% | -$38.9K |
|
|
BAS
1044
DELISTED
Basis Energy Services, Inc.
BAS
| $2.61M | 0.01% |
211
-144
| -41% | -$2.04M |
|
1045
Enovis
ENOV
$1.53B
| $2.61M | 0.01% |
26,617
+15,512
| +140% | +$1.74M |
|
|
JOY
1046
DELISTED
Joy Global Inc
JOY
| $2.61M | 0.01% |
47,800
+27,900
| +140% | +$1.69M |
|
|
SPWR
1047
DELISTED
SunPower Corporation Common Stock
SPWR
| $2.6M | 0.01% |
117,368
-427,137
| -78% | -$10.4M |
|
|
QLTI
1048
DELISTED
QLT Inc
QLTI
| $2.6M | 0.01% |
575,080
+161,723
| +39% | +$913K |
|
|
VAR
1049
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.6M | 0.01% |
36,948
+13,798
| +60% | +$1.02M |
|
|
WCN
1050
Waste Connections
WCN
$42B
| $2.58M | 0.01% |
79,866
-1,350
| -2% | -$43.8K |
|
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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.