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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
KWK
1601
DELISTED
QUICKSILVER RESOURCES INC
KWK
$904K ﹤0.01%
338,600
-56,300
-14% -$153K
ENTA icon
1602
Enanta Pharmaceuticals
ENTA
$400M
$900K ﹤0.01%
+20,900
New +$797K
ININ
1603
DELISTED
Interactive Intelligence Group, inc.
ININ
$899K ﹤0.01%
16,016
-900
-5% -$51.5K
GM.WS.C
1604
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$895K ﹤0.01%
356,485
-573,815
-62% -$1.42M
KALU icon
1605
Kaiser Aluminum
KALU
$3.02B
$893K ﹤0.01%
12,254
+800
+7% +$56.6K
MPWR icon
1606
Monolithic Power Systems
MPWR
$68.9B
$891K ﹤0.01%
21,043
– –
CAM
1607
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$891K ﹤0.01%
13,159
-44,400
-77% -$2.86M
SQM icon
1608
Sociedad Química y Minera de Chile
SQM
$20.6B
$887K ﹤0.01%
31,096
-58,681
-65% -$1.75M
FNGN
1609
DELISTED
Financial Engines, Inc.
FNGN
$880K ﹤0.01%
19,438
-100
-0.5% -$4.47K
SBW
1610
DELISTED
Western Asset Worldwide Income
SBW
$879K ﹤0.01%
66,868
-4,071
-6% -$52.1K
PRFT
1611
DELISTED
Perficient Inc
PRFT
$877K ﹤0.01%
45,046
+300
+0.7% +$5.43K
IQI icon
1612
Invesco Quality Municipal Securities
IQI
$534M
$874K ﹤0.01%
71,138
+1,518
+2% +$18.4K
H icon
1613
Hyatt Hotels
H
$16.7B
$872K ﹤0.01%
14,300
-1,500
-9% -$86.5K
GATX icon
1614
GATX Corp
GATX
$6.27B
$871K ﹤0.01%
+13,013
New +$851K
SPSC icon
1615
SPS Commerce
SPSC
$2.64B
$871K ﹤0.01%
27,554
-2,600
-9% -$72.7K
PDM
1616
Piedmont Realty Trust
PDM
$1.19B
$867K ﹤0.01%
45,800
-2,400
-5% -$44K
CRAY
1617
DELISTED
Cray, Inc.
CRAY
$867K ﹤0.01%
32,606
-2,300
-7% -$66.4K
SRC
1618
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$866K ﹤0.01%
16,993
+3,122
+23% +$155K
CYS
1619
DELISTED
CYS Investments Inc.
CYS
$865K ﹤0.01%
95,900
– –
FIX icon
1620
Comfort Systems
FIX
$59.6B
$863K ﹤0.01%
54,640
+400
+0.7% +$6.25K
AVNR
1621
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$862K ﹤0.01%
152,800
-6,200
-4% -$28.6K
B
1622
Barrick Mining
B
$73.2B
$860K ﹤0.01%
47,000
-300
-0.6% -$5.2K
MIY icon
1623
BlackRock MuniYield Michigan Quality Fund
MIY
$353M
$860K ﹤0.01%
61,460
-1,265
-2% -$17.3K
AWP
1624
abrdn Global Premier Properties Fund
AWP
$367M
$859K ﹤0.01%
38,499
+16,481
+75% +$358K
IBKR icon
1625
Interactive Brokers
IBKR
$39.8B
$859K ﹤0.01%
147,600
– –
63 64
65
66 67

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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.