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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
MCA
1551
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$1.02M ﹤0.01%
66,800
-6,999
-9% -$104K
FR icon
1552
First Industrial Realty Trust
FR
$8.36B
$1.01M ﹤0.01%
49,400
-36,914
-43% -$711K
MTG icon
1553
MGIC Investment
MTG
$6.21B
$1.01M ﹤0.01%
108,900
-54,428
-33% -$478K
VKI icon
1554
Invesco Advantage Municipal Income Trust II
VKI
$399M
$1.01M ﹤0.01%
87,487
-4,984
-5% -$57.4K
KRFT
1555
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$1.01M ﹤0.01%
16,196
-19,305
-54% -$1.13M
CDNS icon
1556
Cadence Design Systems
CDNS
$91.4B
$1.01M ﹤0.01%
53,300
-784
-1% -$14.1K
REGI
1557
DELISTED
Renewable Energy Group, Inc.
REGI
$1.01M ﹤0.01%
103,726
-71,203
-41% -$710K
KLXI
1558
DELISTED
KLX Inc.
KLXI
$1M ﹤0.01%
+28,838
New +$1.01M
EPD icon
1559
Enterprise Products Partners
EPD
$82.2B
$999K ﹤0.01%
27,660
– –
MUJ icon
1560
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$656M
$999K ﹤0.01%
69,073
+6,363
+10% +$91.1K
HTS
1561
DELISTED
HATTERAS FINANCIAL CORP
HTS
$999K ﹤0.01%
54,200
-4,062
-7% -$76.7K
ARII
1562
DELISTED
American Railcar Industries, Inc.
ARII
$998K ﹤0.01%
19,379
-7,703
-28% -$472K
AHD
1563
DELISTED
ATLAS ENERGY L P COM UNITS REPSTG LTD PARTNER INT (DE)
AHD
$985K ﹤0.01%
31,631
– –
STRA icon
1564
Strategic Education
STRA
$1.84B
$984K ﹤0.01%
13,246
+8,100
+157% +$573K
MHY
1565
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$983K ﹤0.01%
192,365
+63,774
+50% +$340K
EGBN icon
1566
Eagle Bancorp
EGBN
$843M
$980K ﹤0.01%
27,589
-1,500
-5% -$51.7K
AAIC
1567
DELISTED
Arlington Asset Investment Corp.
AAIC
$979K ﹤0.01%
36,800
+5,900
+19% +$159K
FINL
1568
DELISTED
Finish Line
FINL
$976K ﹤0.01%
40,147
-57,854
-59% -$1.52M
CSGP icon
1569
CoStar Group
CSGP
$12.8B
$975K ﹤0.01%
53,110
-184,890
-78% -$2.99M
NVAX icon
1570
Novavax
NVAX
$1.3B
$974K ﹤0.01%
8,210
-2,650
-24% -$277K
COVS
1571
DELISTED
Covisint Corporation
COVS
$970K ﹤0.01%
+366,151
New +$1.05M
NNC
1572
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$969K ﹤0.01%
74,412
+7,441
+11% +$97.1K
CASY icon
1573
Casey's General Stores
CASY
$31.6B
$967K ﹤0.01%
10,700
– –
HUBG icon
1574
HUB Group
HUBG
$2.9B
$967K ﹤0.01%
50,800
+16,400
+48% +$305K
CADE
1575
DELISTED
Cadence Bank
CADE
$965K ﹤0.01%
42,907
-79,193
-65% -$1.72M
61 62
63
64 65

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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.