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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
TWX
26
DELISTED
Time Warner Inc
TWX
$239M 0.5%
2,802,339
+592,587
+27% +$47.2M
AMX icon
27
America Movil
AMX
$72.1B
$239M 0.5%
10,783,787
+2,957,355
+38% +$68.9M
META icon
28
Meta Platforms (Facebook)
META
$1.5T
$237M 0.5%
3,040,526
-1,117,876
-27% -$85.5M
DAL icon
29
Delta Air Lines
DAL
$61.3B
$237M 0.5%
4,814,358
+1,608,479
+50% +$67.7M
TWC
30
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$230M 0.48%
1,511,011
-81,308
-5% -$11.7M
BRK.B icon
31
Berkshire Hathaway Class B
BRK.B
$1.12T
$228M 0.48%
1,517,370
+532,149
+54% +$76.8M
KMB icon
32
Kimberly-Clark
KMB
$37.3B
$227M 0.48%
1,963,236
+314,061
+19% +$34.9M
JPM icon
33
JPMorgan Chase
JPM
$955B
$223M 0.47%
3,565,841
+1,044,703
+41% +$62.9M
UNP icon
34
Union Pacific
UNP
$176B
$222M 0.46%
1,863,225
+1,119,712
+151% +$129M
SPY icon
35
State Street SPDR S&P 500 ETF Trust
SPY
$819B
$218M 0.46%
+1,059,465
New +$213M
PEP icon
36
PepsiCo
PEP
$189B
$207M 0.43%
2,190,655
+767,858
+54% +$73.6M
PEG icon
37
Public Service Enterprise Group
PEG
$37.6B
$204M 0.43%
4,920,017
+2,966,631
+152% +$119M
PG icon
38
Procter & Gamble
PG
$342B
$194M 0.41%
2,130,806
+782,796
+58% +$68.9M
LOW icon
39
Lowe's Companies
LOW
$123B
$191M 0.4%
2,774,841
+1,472,413
+113% +$88.2M
CAH icon
40
Cardinal Health
CAH
$56B
$189M 0.4%
2,342,788
+255,025
+12% +$20.1M
TEL icon
41
TE Connectivity
TEL
$63.2B
$188M 0.39%
+2,972,643
New +$179M
BRCD
42
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$186M 0.39%
15,684,278
+1,027,547
+7% +$11.2M
ETR icon
43
Entergy
ETR
$49.9B
$185M 0.39%
4,236,314
+2,794,454
+194% +$116M
PPG icon
44
PPG Industries
PPG
$26.5B
$184M 0.39%
1,593,544
+205,856
+15% +$21.3M
MPC icon
45
Marathon Petroleum
MPC
$86.9B
$183M 0.38%
4,050,682
+1,310,360
+48% +$57.7M
RTN
46
DELISTED
Raytheon Company
RTN
$182M 0.38%
1,686,393
+143,324
+9% +$14.8M
INFY icon
47
Infosys
INFY
$50.5B
$182M 0.38%
23,077,320
+12,507,600
+118% +$101M
LMT icon
48
Lockheed Martin
LMT
$133B
$181M 0.38%
940,088
+418,331
+80% +$77.6M
HCBK
49
DELISTED
HUDSON CITY BANCORP INC
HCBK
$180M 0.38%
17,769,040
+1,723,375
+11% +$16.6M
DTE icon
50
DTE Energy
DTE
$29.1B
$180M 0.38%
2,442,783
+694,154
+40% +$48.2M
1
2
3 4 5

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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.