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
CPWR
2651
DELISTED
COMPUWARE CORP
CPWR
– –
-9,795,963
Closed -$99.8M
PSMI
2652
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
– –
-667,546
Closed -$8.26M
BKW
2653
DELISTED
BURGER KING WORLDWIDE
BKW
– –
-32,300
Closed -$958K
THI
2654
DELISTED
TIM HORTONS INC COM, CANADA
THI
– –
-9,300
Closed -$733K
CNVR
2655
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-3,413,792
Closed -$117M
TIBX
2656
DELISTED
TIBCO SOFTWARE INC
TIBX
– –
-2,383,136
Closed -$56.3M
KOG
2657
DELISTED
KODIAK OIL & GAS CORP
KOG
– –
-7,220,558
Closed -$98M
SMA
2658
DELISTED
SYMMETRY MEDICAL INC
SMA
– –
-210,000
Closed -$2.12M
BCF
2659
DELISTED
BLACKROCK REAL ASSET EQUITY TRUST
BCF
– –
-304,523
Closed -$2.58M
CNQR
2660
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
– –
-801,000
Closed -$102M
FRF
2661
DELISTED
FORTEGRA FINL CORP COM STK (DE)
FRF
– –
-387,782
Closed -$3.83M
KMP
2662
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
– –
-7,451
Closed -$695K
EPB
2663
DELISTED
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
– –
-7,402
Closed -$297K
BYI
2664
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
– –
-997,907
Closed -$80.5M
LPDX
2665
DELISTED
LIPOSCIENCE INC COM
LPDX
– –
-594,625
Closed -$3.08M
VVTV
2666
DELISTED
VALUEVISION MEDIA INC
VVTV
– –
-39,423
Closed -$202K
BOLT
2667
DELISTED
BOLT TECHNOLOGY CORPORATION
BOLT
– –
-314,077
Closed -$6.89M
DRTX
2668
DELISTED
DURATA THERAPEUTICS INC COM STK (DE)
DRTX
– –
-42,100
Closed -$534K
ATHL
2669
DELISTED
ATHLON ENERGY INC COM
ATHL
– –
-886,469
Closed -$51.6M
EDMC
2670
DELISTED
EDUCATION MGMT CORP NEW COM STK (PA)
EDMC
– –
-20,800
Closed -$23K
AMBI
2671
DELISTED
Ambit Biosciences Corp
AMBI
– –
-160,924
Closed -$2.48M
BNA
2672
DELISTED
BLACKROCK INCOME OPPORTUNITY TRUST INC
BNA
– –
-277,220
Closed -$2.87M
NNJ
2673
DELISTED
NUVEEN (NJ)PREM INCM MUNI FUND
NNJ
– –
-41,593
Closed -$567K
NQJ
2674
DELISTED
NUVEEN NJ INVT QUALITY MUNI FD
NQJ
– –
-74,887
Closed -$997K
BAGL
2675
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
– –
-792,597
Closed -$16M
105 106
107
108 109

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.