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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
SCMP
2601
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-13,000
Closed -$85K
CVO
2602
DELISTED
Cenevo, Inc.
CVO
– –
-2,151
Closed -$42K
BKMU
2603
DELISTED
Bank Mutual Corp
BKMU
– –
-15,931
Closed -$189K
SNAK
2604
DELISTED
Inventure Foods, Inc.
SNAK
– –
-11,100
Closed -$144K
CDI
2605
DELISTED
CDI Corp.
CDI
– –
-20,943
Closed -$470K
XXIA
2606
DELISTED
Ixia
XXIA
– –
-18,325
Closed -$167K
BEAV
2607
DELISTED
B/E Aerospace Inc
BEAV
– –
-117,346
Closed -$7.13M
LOCK
2608
DELISTED
LifeLock, Inc.
LOCK
– –
-44,864
Closed -$641K
IL
2609
DELISTED
IntraLinks Holdings Inc.
IL
– –
-15,608
Closed -$126K
CSI
2610
DELISTED
Cutwater Select Income Fund
CSI
– –
-17,693
Closed -$349K
QLTI
2611
DELISTED
QLT Inc
QLTI
– –
-575,080
Closed -$2.6M
HNR
2612
DELISTED
Harvest Natural Resources
HNR
– –
-3,645
Closed -$54K
FMD
2613
DELISTED
FIRST MARBLEHEAD CORP COM STK NEW (DE)
FMD
– –
-28,435
Closed -$87K
MESG
2614
DELISTED
XURA INC COM (DE)
MESG
– –
-26,900
Closed -$601K
FMER
2615
DELISTED
FIRSTMERIT CORP
FMER
– –
-45,682
Closed -$804K
TUMI
2616
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-45,000
Closed -$916K
FNFG
2617
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-60,060
Closed -$500K
RSE
2618
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
– –
-19,500
Closed -$315K
UNTD
2619
DELISTED
UNITED ONLINE INC COM NEW
UNTD
– –
-159,764
Closed -$1.75M
HERO
2620
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-11,395
Closed -$25K
FSYS
2621
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
– –
-20,000
Closed -$178K
CKP
2622
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-10,100
Closed -$124K
UNIS
2623
DELISTED
Unilife Corporation
UNIS
– –
-3,330
Closed -$76K
POWR
2624
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-63,777
Closed -$611K
ARO
2625
DELISTED
Aeropostale Inc
ARO
– –
-50,647
Closed -$167K
103 104
105
106 107

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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.