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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
CMO
2176
DELISTED
Capstead Mortgage Corp.
CMO
$238K ﹤0.01%
19,468
– –
BMI icon
2177
Badger Meter
BMI
$4.03B
$237K ﹤0.01%
9,400
– –
RAVN
2178
DELISTED
Raven Industries Inc
RAVN
$237K ﹤0.01%
9,700
– –
CPSS icon
2179
Consumer Portfolio Services
CPSS
$206M
$235K ﹤0.01%
36,600
– –
MCHX icon
2180
Marchex
MCHX
$79.7M
$235K ﹤0.01%
56,647
– –
KONA
2181
DELISTED
Kona Grill, Inc.
KONA
$235K ﹤0.01%
11,900
+200
+2% +$3.67K
NYNY
2182
DELISTED
Empire Resorts, Inc.
NYNY
$234K ﹤0.01%
6,980
+500
+8% +$13.1K
VLP
2183
DELISTED
Valero Energy Partners LP
VLP
$234K ﹤0.01%
5,246
– –
CVC
2184
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$233K ﹤0.01%
+13,300
New +$246K
HTGC icon
2185
Hercules Capital
HTGC
$3.23B
$231K ﹤0.01%
15,970
+600
+4% +$9.5K
PCM
2186
PCM Fund
PCM
$70.1M
$231K ﹤0.01%
+20,821
New +$244K
ORBC
2187
DELISTED
ORBCOMM, Inc.
ORBC
$231K ﹤0.01%
40,100
– –
BLDR icon
2188
Builders FirstSource
BLDR
$8.04B
$230K ﹤0.01%
42,200
-22,059
-34% -$144K
FELE icon
2189
Franklin Electric
FELE
$4.84B
$229K ﹤0.01%
6,602
-5,300
-45% -$200K
TEP
2190
DELISTED
Tallgrass Energy Partners, LP
TEP
$229K ﹤0.01%
+5,052
New +$214K
CORT icon
2191
Corcept Therapeutics
CORT
$12B
$228K ﹤0.01%
85,200
– –
QEPM
2192
DELISTED
QEP MIDSTREAM PARTNERS LP UIT REPSTG LTD PARTSP INT (DE)
QEPM
$227K ﹤0.01%
9,585
– –
JSD
2193
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$224K ﹤0.01%
+13,076
New +$234K
GBAB
2194
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
GBAB
$389M
$223K ﹤0.01%
10,443
-464
-4% -$10K
PZC
2195
DELISTED
PIMCO California Municipal Income Fund III
PZC
$223K ﹤0.01%
+21,418
New +$224K
AZUR
2196
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$223K ﹤0.01%
10,437
– –
PGI
2197
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$222K ﹤0.01%
18,532
-15,278
-45% -$199K
TISI icon
2198
Team
TISI
$77.7M
$220K ﹤0.01%
580
-220
-28% -$88.8K
SAAS
2199
DELISTED
inContact, Inc.
SAAS
$220K ﹤0.01%
25,300
-6,900
-21% -$60.9K
TBRG
2200
DELISTED
TruBridge
TBRG
$218K ﹤0.01%
+3,800
New +$237K
86 87
88
89 90

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VGA
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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.