We are live on ! Find out more
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
PSUN
2626
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
– –
-44,697
Closed -$80K
BTU
2627
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-7,920
Closed -$1.47M
ADAT
2628
DELISTED
AUTHENTIDATE HOLDING CORP COM STK (DE)
ADAT
– –
-64,416
Closed -$394K
WPP
2629
DELISTED
WAUSAU PAPER CORP.
WPP
– –
-24,497
Closed -$194K
BDBD
2630
DELISTED
BOULDER BRANDS INC
BDBD
– –
-21,662
Closed -$295K
GDP
2631
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
– –
-29,700
Closed -$440K
ACI
2632
DELISTED
ARCH COAL, INC.
ACI
– –
-1,530
Closed -$32K
ALTR
2633
DELISTED
Altera Corp
ALTR
– –
-13,549
Closed -$485K
SFY
2634
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
– –
-29,018
Closed -$370K
AWAY
2635
DELISTED
HOMEAWAY INC COM
AWAY
– –
-35,700
Closed -$1.27M
HSP
2636
DELISTED
HOSPIRA INC
HSP
– –
-6,000
Closed -$312K
GTI
2637
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-91,283
Closed -$418K
ROSE
2638
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-24,140
Closed -$1.08M
MIG
2639
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-17,099
Closed -$100K
ZGNX
2640
DELISTED
Zogenix, Inc.
ZGNX
– –
-15,250
Closed -$140K
AOI
2641
DELISTED
Alliance One International
AOI
– –
-1,224
Closed -$62K
HPTX
2642
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
– –
-10,409
Closed -$263K
RCPI
2643
DELISTED
ROCK CREEK PHARMACEUTICALS INC COM STK (DE)
RCPI
– –
-1,216
Closed -$9K
RSH
2644
DELISTED
RADIOSHACK CORP
RSH
– –
-28,013
Closed -$28K
WTSL
2645
DELISTED
WET SEAL INC CL-A
WTSL
– –
-41,920
Closed -$22K
MWRX
2646
DELISTED
MEDWORTH RX CORP COM STK (DE)
MWRX
– –
-798,700
Closed -$6.67M
PIKE
2647
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
– –
-555,246
Closed -$6.6M
MGAM
2648
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
– –
-1,584,872
Closed -$57.1M
OABC
2649
DELISTED
OMNIAMERICAN BANCORP INC COM STK (TX)
OABC
– –
-200,614
Closed -$5.21M
FST
2650
DELISTED
FOREST OIL CORPORATION
FST
– –
-569,808
Closed -$667K
104 105
106
107 108

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.