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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
+6.33%
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
$37.1B
AUM Growth
+$3.97B
Cap. Flow
+$592M
Cap. Flow %
1.59%
Top 10 Hldgs %
8.58%
Holding
2,714
New
178
Increased
1,030
Reduced
953
Closed
205

Top Buys

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$143M
2
WNR
Western Refining Inc
WNR
+$142M
3
DTV
DIRECTV COM STK (DE)
DTV
+$137M
4
BHI
Baker Hughes
BHI
+$135M
5
POM
PEPCO HOLDINGS, INC.
POM
+$113M

Top Sells

Rank Stock Value
1
BEAM
BEAM INC COM STK (DE)
BEAM
+$215M
2
LSI
LSI CORPORATION
LSI
+$185M
3
OMC icon
Omnicom Group
OMC
+$165M
4
BRE
BRE PROPERTIES INC CL A
BRE
+$95M
5
JOSB
JOS A BANK CLOTHIERS INC
JOSB
+$83M

Sector Composition

Rank Sector Weight
1 Healthcare 14.43%
2 Technology 12.54%
3 Financials 10.16%
4 Energy 9.99%
5 Industrials 8.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALSN icon
1526
Allison Transmission
ALSN
$9.82B
$1.05M ﹤0.01%
33,700
+26,100
+343% +$788K
NPP
1527
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$1.05M ﹤0.01%
71,504
-7,336
-9% -$107K
EVV
1528
Eaton Vance Limited Duration Income Fund
EVV
$1.07B
$1.05M ﹤0.01%
67,128
+4,827
+8% +$74.5K
KOP icon
1529
Koppers
KOP
$969M
$1.04M ﹤0.01%
27,317
-25,671
-48% -$1.01M
MSCI icon
1530
MSCI
MSCI
$40.9B
$1.04M ﹤0.01%
22,800
+6,800
+43% +$293K
UEIC icon
1531
Universal Electronics
UEIC
$61.3M
$1.04M ﹤0.01%
21,359
+2,200
+11% +$90.8K
PEB icon
1532
Pebblebrook Hotel Trust
PEB
$2.05B
$1.04M ﹤0.01%
28,200
+14,800
+110% +$519K
APH icon
1533
Amphenol
APH
$209B
$1.04M ﹤0.01%
86,400
-110,400
-56% -$1.32M
SAM icon
1534
Boston Beer
SAM
$1.92B
$1.04M ﹤0.01%
4,643
– –
FOF icon
1535
Cohen & Steers Closed End Opportunity Fund
FOF
$380M
$1.04M ﹤0.01%
76,609
-233
-0.3% -$3.1K
PAY
1536
DELISTED
Verifone Systems Inc
PAY
$1.04M ﹤0.01%
28,200
+15,400
+120% +$525K
SRCI
1537
DELISTED
SRC Energy Inc
SRCI
$1.03M ﹤0.01%
77,962
+2,500
+3% +$28.9K
NTRI
1538
DELISTED
NutriSystem, Inc.
NTRI
$1.03M ﹤0.01%
60,306
-113,400
-65% -$1.81M
DCT
1539
DELISTED
DCT Industrial Trust Inc.
DCT
$1.03M ﹤0.01%
31,418
-6,925
-18% -$219K
VGM icon
1540
Invesco Trust Investment Grade Municipals
VGM
$564M
$1.03M ﹤0.01%
79,121
– –
KNGT
1541
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$1.03M ﹤0.01%
+43,200
New +$1.03M
EIG icon
1542
Employers Holdings
EIG
$889M
$1.02M ﹤0.01%
48,400
-84,538
-64% -$1.77M
COLM icon
1543
Columbia Sportswear
COLM
$2.94B
$1.02M ﹤0.01%
24,728
-3,754
-13% -$157K
TUES
1544
DELISTED
Tuesday Morning Corp
TUES
$1.02M ﹤0.01%
57,122
+600
+1% +$9.37K
HWC icon
1545
Hancock Whitney
HWC
$6.24B
$1.02M ﹤0.01%
+28,792
New +$994K
ASNA
1546
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.01M ﹤0.01%
2,954
-715
-19% -$244K
SWBI icon
1547
Smith & Wesson
SWBI
$637M
$1.01M ﹤0.01%
90,244
-67,912
-43% -$802K
MHGC
1548
DELISTED
Morgans Hotel Group Co.
MHGC
$1.01M ﹤0.01%
127,259
– –
DMND
1549
DELISTED
DIAMOND FOODS, INC.
DMND
$1.01M ﹤0.01%
35,701
+9,300
+35% +$285K
LTM
1550
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$1M ﹤0.01%
+74,900
New +$1.1M
60 61
62
63 64

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AQR Capital Management's Q2 2014 Portfolio in Review

As of Q2 2014, AQR Capital Management held 2,714 positions worth $37.1B, up 12% from $33.1B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.

AQR Capital Management's Q2 2014 filing shows 178 new, 1,030 increased, 953 reduced and 205 closed positions. Its largest new stake was AstraZeneca: 1,186,418 shares worth $88.2M. The largest sale was BEAM INC COM STK (DE), an estimated $215M.

By sector, the portfolio is most concentrated in Healthcare at 14% of assets, up from 14% a quarter earlier, followed by Technology and Financials.

  • AQR Capital Management's largest Q2 2014 buy was AstraZeneca: 1,186,418 shares worth $88.2M.
  • AQR Capital Management added most to EOG Resources in Q2 2014, an estimated $143M increase.
  • AQR Capital Management's biggest Q2 2014 reduction was Omnicom Group, cutting an estimated $165M.
  • AQR Capital Management fully exited BEAM INC COM STK (DE) in Q2 2014, selling an estimated $215M.
  • AQR Capital Management's ten largest holdings make up 8.6% of its $37.1B portfolio in Q2 2014.
  • AQR Capital Management opened 178 new positions and closed 205 in Q2 2014.
  • AQR Capital Management's portfolio value rose 12% quarter-over-quarter to $37.1B.

Based on AQR Capital Management's 13F filing for Q2 2014, filed 14 Aug 2014.