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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
(+31%)
Cap. Flow
+$7.61B
Cap. Flow
% of AUM
15.94%
Top 10 Holdings %
Top 10 Hldgs %
9.33%
Holding
2,816
New
319
Increased
937
Reduced
1,037
Closed
310
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
LyondellBasell Industries
LYB
|
+$320M |
| 2 |
Gilead Sciences
GILD
|
+$266M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$213M |
| 4 |
TE Connectivity
TEL
|
+$179M |
| 5 |
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 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 | |
|---|---|---|---|---|---|---|
76
Cigna
CI
$74B
| $150M | 0.31% |
1,453,191
+64,140
| +5% | +$6.32M |
|
|
LO
77
DELISTED
LORILLARD INC COM STK
LO
| $148M | 0.31% |
2,349,601
+434,154
| +23% | +$26.9M |
|
78
Amgen
AMGN
$220B
| $148M | 0.31% |
927,741
+489,761
| +112% | +$76.3M |
|
79
CF Industries
CF
$17.2B
| $148M | 0.31% |
2,708,840
+863,975
| +47% | +$45.6M |
|
|
ROC
80
DELISTED
ROCKWOOD HLDGS INC
ROC
| $145M | 0.3% |
1,840,683
+422,040
| +30% | +$32.5M |
|
81
Flex
FLEX
$44.5B
| $144M | 0.3% |
+17,111,162
| New | +$135M |
|
82
Eli Lilly
LLY
$1.06T
| $143M | 0.3% |
2,068,047
+610,321
| +42% | +$41.2M |
|
|
DRC
83
DELISTED
DRESSER-RAND GROUP INC
DRC
| $143M | 0.3% |
1,744,083
+1,244,083
| +249% | +$101M |
|
|
CSC
84
DELISTED
Computer Sciences
CSC
| $142M | 0.3% |
5,341,576
-139,207
| -3% | -$3.58M |
|
85
Marvell Technology
MRVL
$187B
| $138M | 0.29% |
+9,497,548
| New | +$129M |
|
86
Unum
UNM
$14.1B
| $137M | 0.29% |
3,916,675
+1,190,553
| +44% | +$40.2M |
|
|
ALXN
87
DELISTED
Alexion Pharmaceuticals
ALXN
| $136M | 0.29% |
736,729
-17,332
| -2% | -$3.21M |
|
|
DTV
88
DELISTED
DIRECTV COM STK (DE)
DTV
| $136M | 0.28% |
1,563,910
-185,697
| -11% | -$16M |
|
89
Ameriprise Financial
AMP
$49.1B
| $135M | 0.28% |
1,018,650
+165,378
| +19% | +$20.9M |
|
90
Skyworks Solutions
SWKS
$10.2B
| $135M | 0.28% |
1,851,558
-23,134
| -1% | -$1.44M |
|
91
Bank of America
BAC
$440B
| $133M | 0.28% |
7,461,425
+595,220
| +9% | +$10.2M |
|
|
TRW
92
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $132M | 0.28% |
1,284,808
-21,856
| -2% | -$2.23M |
|
93
Edison International
EIX
$26.1B
| $132M | 0.28% |
2,012,030
+747,193
| +59% | +$46.4M |
|
|
CELG
94
DELISTED
Celgene Corp
CELG
| $132M | 0.28% |
1,175,753
+65,424
| +6% | +$6.9M |
|
|
PL
95
DELISTED
PROTECTIVE LIFE CORP
PL
| $130M | 0.27% |
1,869,877
+148,484
| +9% | +$10.3M |
|
96
Allstate
ALL
$67.9B
| $129M | 0.27% |
1,842,583
+909,689
| +98% | +$59.9M |
|
97
Assurant
AIZ
$14.6B
| $128M | 0.27% |
1,867,505
+257,515
| +16% | +$17.1M |
|
98
Keurig Dr Pepper
KDP
$40.7B
| $127M | 0.27% |
1,771,568
+799,146
| +82% | +$55.4M |
|
99
Corning
GLW
$141B
| $127M | 0.27% |
5,520,761
+2,478,355
| +81% | +$50.5M |
|
100
Best Buy
BBY
$17.2B
| $127M | 0.27% |
3,247,021
+1,371,584
| +73% | +$48.2M |
|
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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.