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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 | |
|---|---|---|---|---|---|---|
201
Colgate-Palmolive
CL
$74.4B
| $46.3M | 0.13% |
709,474
-140,600
| -17% | -$9.27M |
|
202
Itaú Unibanco
ITUB
$87.5B
| $45.9M | 0.13% |
8,241,122
-191,269
| -2% | -$1.22M |
|
203
Emerson Electric
EMR
$88.3B
| $45.9M | 0.13% |
732,752
+16,951
| +2% | +$1.1M |
|
|
CMA
204
DELISTED
Comerica
CMA
| $45.6M | 0.13% |
914,532
-276,016
| -23% | -$13.8M |
|
205
Timken Company
TKR
$9.03B
| $45.2M | 0.12% |
1,066,193
-133,151
| -11% | -$6.13M |
|
|
TFCF
206
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $44.7M | 0.12% |
1,342,769
+86,313
| +7% | +$2.91M |
|
207
Akamai
AKAM
$16.1B
| $44.5M | 0.12% |
744,601
-900,310
| -55% | -$54.1M |
|
208
Televisa
TV
$1.49B
| $44.5M | 0.12% |
1,312,753
+217,600
| +20% | +$7.74M |
|
209
Jabil
JBL
$35.8B
| $43.5M | 0.12% |
2,159,146
+91,827
| +4% | +$1.92M |
|
210
Dover
DOV
$28.4B
| $43.5M | 0.12% |
669,658
+86,943
| +15% | +$6.12M |
|
|
NFX
211
DELISTED
Newfield Exploration
NFX
| $43.2M | 0.12% |
1,164,969
+351,399
| +43% | +$14.6M |
|
|
APOL
212
DELISTED
Apollo Education Group Inc Class A
APOL
| $42.6M | 0.12% |
1,693,763
+349,282
| +26% | +$9.72M |
|
|
SIAL
213
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $42.6M | 0.12% |
312,983
+299,435
| +2,210% | +$31.8M |
|
214
Steel Dynamics
STLD
$37.6B
| $42.6M | 0.12% |
1,882,299
-602,121
| -24% | -$13.2M |
|
|
ATVI
215
DELISTED
Activision Blizzard
ATVI
| $42.2M | 0.12% |
2,030,448
-1,474,802
| -42% | -$33.5M |
|
|
FISV
216
Fiserv Inc
FISV
$27.9B
| $42.2M | 0.12% |
1,305,096
+254,400
| +24% | +$8.04M |
|
217
O-I Glass
OI
$1.08B
| $42M | 0.12% |
1,613,141
+20,738
| +1% | +$651K |
|
218
American Financial Group
AFG
$12.1B
| $41.9M | 0.12% |
723,768
-15,006
| -2% | -$878K |
|
|
RDS.A
219
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $41.8M | 0.11% |
587,889
+260,002
| +79% | +$19.5M |
|
|
LXK
220
DELISTED
Lexmark Intl Inc
LXK
| $41.8M | 0.11% |
983,129
-45,500
| -4% | -$2.2M |
|
221
Oil States International
OIS
$491M
| $41.7M | 0.11% |
674,027
+306,196
| +83% | +$19.2M |
|
|
DRC
222
DELISTED
DRESSER-RAND GROUP INC
DRC
| $41.1M | 0.11% |
500,000
+448,834
| +877% | +$30.2M |
|
223
Boeing
BA
$185B
| $41.1M | 0.11% |
322,372
-478,368
| -60% | -$60.3M |
|
|
PLCM
224
DELISTED
POLYCOM INC
PLCM
| $40.9M | 0.11% |
3,326,922
+204,422
| +7% | +$2.65M |
|
|
HBI
225
DELISTED
Hanesbrands
HBI
| $40.8M | 0.11% |
1,520,496
+92,524
| +6% | +$2.35M |
|
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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.