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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
DCP
2001
DELISTED
DCP Midstream, LP
DCP
$383K ﹤0.01%
6,724
– –
CNR
2002
DELISTED
Cornerstone Building Brands, Inc.
CNR
$383K ﹤0.01%
19,736
-20,000
-50% -$341K
ADAT
2003
DELISTED
AUTHENTIDATE HOLDING CORP COM STK (DE)
ADAT
$383K ﹤0.01%
64,416
– –
CFNL
2004
DELISTED
Cardinal Financial Corp
CFNL
$383K ﹤0.01%
20,764
-111,736
-84% -$1.96M
CNA icon
2005
CNA Financial
CNA
$14.1B
$377K ﹤0.01%
+9,337
New +$383K
WTS icon
2006
Watts Water Technologies
WTS
$13.1B
$377K ﹤0.01%
6,100
-1,700
-22% -$97.7K
PLUS icon
2007
ePlus
PLUS
$2.34B
$376K ﹤0.01%
25,868
-800
-3% -$11.1K
LNW
2008
DELISTED
Light & Wonder
LNW
$374K ﹤0.01%
33,655
-40,600
-55% -$438K
OXM icon
2009
Oxford Industries
OXM
$552M
$373K ﹤0.01%
5,600
– –
SFY
2010
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
$370K ﹤0.01%
29,018
– –
AGD
2011
abrdn Global Dynamic Dividend Fund
AGD
$320M
$369K ﹤0.01%
35,114
+5,155
+17% +$52.5K
AEM icon
2012
Agnico Eagle Mines
AEM
$90.5B
$368K ﹤0.01%
9,600
-9,700
-50% -$310K
ROIQW
2013
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$368K ﹤0.01%
1,050,000
– –
TRS icon
2014
TriMas Corp
TRS
$1.44B
$367K ﹤0.01%
12,064
-5,397
-31% -$150K
FCRD
2015
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$367K ﹤0.01%
26,180
-193,900
-88% -$2.62M
EXAR
2016
DELISTED
Exar Corporation
EXAR
$367K ﹤0.01%
32,500
– –
LMOS
2017
DELISTED
Lumos Networks Corp
LMOS
$366K ﹤0.01%
25,293
-4,200
-14% -$57.7K
MHF
2018
Western Asset Municipal High Income Fund
MHF
$153M
$364K ﹤0.01%
49,343
-10,223
-17% -$74.3K
ATSG
2019
DELISTED
Air Transport Services Group
ATSG
$364K ﹤0.01%
43,477
-15,825
-27% -$133K
VTNR
2020
DELISTED
Vertex Energy, Inc
VTNR
$364K ﹤0.01%
+37,500
New +$321K
RPRX
2021
DELISTED
Repros Therapeutics Inc.
RPRX
$364K ﹤0.01%
21,059
-7,100
-25% -$116K
CRAI icon
2022
CRA International
CRAI
$1.06B
$362K ﹤0.01%
15,708
+400
+3% +$8.66K
HOV icon
2023
Hovnanian Enterprises
HOV
$807M
$361K ﹤0.01%
2,803
-12,740
-82% -$1.46M
NAN icon
2024
Nuveen New York Quality Municipal Income Fund
NAN
$373M
$361K ﹤0.01%
26,260
+8,624
+49% +$116K
WTSL
2025
DELISTED
WET SEAL INC CL-A
WTSL
$359K ﹤0.01%
395,020
-839,600
-68% -$850K
79 80
81
82 83

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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.