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AQR Capital Management

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
Cap. Flow
-$2.61B
Cap. Flow %
-7.18%
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
GILD icon
Gilead Sciences
GILD
+$127M
3
INTC icon
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
CNX icon
1851
CNX Resources
CNX
$5.27B
$481K ﹤0.01%
15,240
-31,200
-67% -$1.05M
IBTX
1852
DELISTED
Independent Bank Group, Inc.
IBTX
$479K ﹤0.01%
10,100
+2,600
+35% +$130K
PRLB icon
1853
Protolabs
PRLB
$2.12B
$476K ﹤0.01%
6,900
-2,468
-26% -$193K
LKFN icon
1854
Lakeland Financial Corp
LKFN
$1.51B
$475K ﹤0.01%
18,984
-3,450
-15% -$87.6K
PAA icon
1855
Plains All American Pipeline
PAA
$16.1B
$474K ﹤0.01%
8,056
– –
PHK
1856
PIMCO High Income Fund
PHK
$880M
$471K ﹤0.01%
+40,400
New +$522K
ARAY icon
1857
Accuray
ARAY
$35.2M
$470K ﹤0.01%
64,800
– –
TXRH icon
1858
Texas Roadhouse
TXRH
$13.9B
$470K ﹤0.01%
16,900
-5,300
-24% -$138K
CDI
1859
DELISTED
CDI Corp.
CDI
$470K ﹤0.01%
20,943
– –
NAC icon
1860
Nuveen California Quality Municipal Income Fund
NAC
$1.85B
$469K ﹤0.01%
+32,935
New +$462K
MCF
1861
DELISTED
Contango Oil & Gas Co.
MCF
$469K ﹤0.01%
14,100
+6,500
+86% +$254K
HILL
1862
DELISTED
DOT HILL SYSTEMS CORP
HILL
$467K ﹤0.01%
123,600
– –
AMCX icon
1863
AMC Global Media
AMCX
$483M
$465K ﹤0.01%
7,962
-3,800
-32% -$234K
NQM
1864
DELISTED
NUVEEN INVESTMENT QLTY MUNI FD
NQM
$465K ﹤0.01%
31,299
-646
-2% -$9.48K
PXLW icon
1865
Pixelworks
PXLW
$41.8M
$463K ﹤0.01%
5,975
-1,125
-16% -$96K
SBSI icon
1866
Southside Bancshares
SBSI
$957M
$463K ﹤0.01%
15,734
+678
+5% +$18.6K
PAI
1867
Western Asset Investment Grade Income Fund
PAI
$114M
$462K ﹤0.01%
34,496
-2,300
-6% -$31.3K
PCN
1868
PIMCO Corporate & Income Strategy Fund
PCN
$887M
$462K ﹤0.01%
+29,267
New +$484K
SOR
1869
Source Capital
SOR
$382M
$462K ﹤0.01%
+7,105
New +$483K
CONN
1870
DELISTED
Conn's Inc.
CONN
$462K ﹤0.01%
15,253
– –
BREW
1871
DELISTED
Craft Brew Alliance, Inc.
BREW
$462K ﹤0.01%
32,106
-2,900
-8% -$35.7K
VNDA icon
1872
Vanda Pharmaceuticals
VNDA
$300M
$460K ﹤0.01%
44,313
– –
IIM icon
1873
Invesco Value Municipal Income Trust
IIM
$598M
$458K ﹤0.01%
30,181
– –
FBRC
1874
DELISTED
FBR & Co. Common Stock
FBRC
$458K ﹤0.01%
16,635
– –
PNK
1875
DELISTED
Pinnacle Entertainment Inc.
PNK
$456K ﹤0.01%
18,190
+500
+3% +$12.3K
73 74
75
76 77

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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.