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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
+6.57%
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
$47.8B
AUM Growth
+$11.4B
Cap. Flow
+$7.61B
Cap. Flow %
15.94%
Top 10 Hldgs %
9.33%
Holding
2,816
New
319
Increased
937
Reduced
1,037
Closed
310

Top Buys

Rank Stock Value
1
LYB icon
LyondellBasell Industries
LYB
+$320M
2
GILD icon
Gilead Sciences
GILD
+$266M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$213M
4
TEL icon
TE Connectivity
TEL
+$179M
5
MRK icon
Merck
MRK
+$179M

Top Sells

Rank Stock Value
1
SHPG
Shire pic
SHPG
+$211M
2
CNVR
CONVERSANT INC COM STK (DE)
CNVR
+$117M
3
EOG icon
EOG Resources
EOG
+$106M
4
CNQR
CONCUR TECHNOLOGIES INC
CNQR
+$102M
5
CPWR
COMPUWARE CORP
CPWR
+$99.8M

Sector Composition

Rank Sector Weight
1 Healthcare 15.14%
2 Technology 13.98%
3 Financials 11.82%
4 Industrials 9.05%
5 Consumer Discretionary 7.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CSII
2551
DELISTED
Cardiovascular Systems, Inc.
CSII
– –
-42,611
Closed -$1.01M
EXD
2552
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
– –
-36,301
Closed -$513K
VIVO
2553
DELISTED
Meridian Bioscience Inc
VIVO
– –
-13,540
Closed -$240K
ECOM
2554
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-14,900
Closed -$244K
ZVO
2555
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-12,331
Closed -$138K
MIC
2556
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-4,400
Closed -$293K
COHR
2557
DELISTED
Coherent Inc
COHR
– –
-11,951
Closed -$733K
NUAN
2558
DELISTED
Nuance Communications, Inc.
NUAN
– –
-130,463
Closed -$1.74M
RAVN
2559
DELISTED
Raven Industries Inc
RAVN
– –
-9,700
Closed -$237K
JTD
2560
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
– –
-13,992
Closed -$216K
GPX
2561
DELISTED
GP Strategies Corp.
GPX
– –
-7,552
Closed -$217K
SPRT
2562
DELISTED
support.com, Inc.
SPRT
– –
-4,767
Closed -$31K
CUB
2563
DELISTED
Cubic Corporation
CUB
– –
-25,127
Closed -$1.18M
GNMK
2564
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-12,094
Closed -$108K
VAR
2565
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-36,948
Closed -$2.6M
ANH
2566
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-11,242
Closed -$73K
QEP
2567
DELISTED
QEP RESOURCES, INC.
QEP
– –
-28,700
Closed -$883K
CXO
2568
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-18,500
Closed -$2.32M
TIF
2569
DELISTED
Tiffany & Co.
TIF
– –
-16,700
Closed -$1.61M
DNKN
2570
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-23,400
Closed -$1.05M
DNR
2571
DELISTED
Denbury Resources, Inc.
DNR
– –
-62,900
Closed -$945K
SAEX
2572
DELISTED
SAExploration Holdings, Inc.
SAEX
– –
-9
Closed -$211K
STML
2573
DELISTED
Stemline Therapeutics, Inc.
STML
– –
-10,400
Closed -$130K
SSI
2574
DELISTED
Stage Stores Inc
SSI
– –
-20,721
Closed -$355K
RRTS
2575
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-632
Closed -$360K
101 102
103
104 105

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AQR Capital Management's Q4 2014 Portfolio in Review

As of Q4 2014, AQR Capital Management held 2,816 positions worth $47.8B, up 31% from $36.4B the previous quarter. Its ten largest holdings account for 9.3% of the portfolio.

AQR Capital Management deployed $7.61B of net new capital in Q4 2014, opening 319 new positions and adding to 937 existing holdings. Its largest new stake was LyondellBasell Industries: 3,695,296 shares worth $293M.

By sector, the portfolio is most concentrated in Healthcare at 15% of assets, up from 14% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was EOG Resources, an estimated $106M trimmed.

  • AQR Capital Management's largest Q4 2014 buy was LyondellBasell Industries: 3,695,296 shares worth $293M.
  • AQR Capital Management added most to Gilead Sciences in Q4 2014, an estimated $266M increase.
  • AQR Capital Management's biggest Q4 2014 reduction was EOG Resources, cutting an estimated $106M.
  • AQR Capital Management fully exited Shire pic in Q4 2014, selling an estimated $211M.
  • AQR Capital Management's ten largest holdings make up 9.3% of its $47.8B portfolio in Q4 2014.
  • AQR Capital Management opened 319 new positions and closed 310 in Q4 2014.
  • AQR Capital Management's portfolio value rose 31% quarter-over-quarter to $47.8B.

Based on AQR Capital Management's 13F filing for Q4 2014, filed 17 Feb 2015.