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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
KWR icon
1751
Quaker Houghton
KWR
$2.96B
$658K ﹤0.01%
7,141
-8,100
-53% -$653K
TAHO
1752
DELISTED
Tahoe Resources Inc
TAHO
$657K ﹤0.01%
+47,100
New +$793K
HXL icon
1753
Hexcel
HXL
$7.63B
$653K ﹤0.01%
15,750
+50
+0.3% +$2.06K
CYS
1754
DELISTED
CYS Investments Inc.
CYS
$651K ﹤0.01%
74,700
– –
BAF
1755
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$648K ﹤0.01%
45,223
+2,086
+5% +$29.9K
RDN icon
1756
Radian Group
RDN
$4.87B
$647K ﹤0.01%
38,672
+28,300
+273% +$456K
EVM
1757
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$645K ﹤0.01%
+54,792
New +$639K
HL icon
1758
Hecla Mining
HL
$11.8B
$641K ﹤0.01%
229,900
-39,900
-15% -$98.7K
HOUS
1759
DELISTED
Anywhere Real Estate
HOUS
$641K ﹤0.01%
14,400
+1,400
+11% +$58.2K
AMRI
1760
DELISTED
Albany Molecular Research Inc
AMRI
$640K ﹤0.01%
39,320
-18,442
-32% -$338K
AROC icon
1761
Archrock
AROC
$5.81B
$639K ﹤0.01%
19,600
+12,420
+173% +$444K
GPI icon
1762
Group 1 Automotive
GPI
$3.16B
$639K ﹤0.01%
7,131
-3,648
-34% -$306K
TYL icon
1763
Tyler Technologies
TYL
$13B
$638K ﹤0.01%
5,837
-8,800
-60% -$929K
SAFT icon
1764
Safety Insurance
SAFT
$1.52B
$636K ﹤0.01%
9,929
+1,669
+20% +$100K
INFN
1765
DELISTED
Infinera Corporation Common Stock
INFN
$636K ﹤0.01%
+43,200
New +$572K
PKT
1766
DELISTED
PROCERA NETWORKS INC NEW COM STK (DE)
PKT
$635K ﹤0.01%
+88,400
New +$632K
BYM
1767
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$634K ﹤0.01%
44,080
+13,313
+43% +$187K
PKY
1768
DELISTED
Parkway, Inc.
PKY
$634K ﹤0.01%
34,500
-3,686
-10% -$70.3K
ACTA
1769
DELISTED
Actua Corp
ACTA
$632K ﹤0.01%
34,200
-12,100
-26% -$206K
NPT
1770
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$632K ﹤0.01%
47,633
-7,556
-14% -$99.5K
WTM icon
1771
White Mountains Insurance
WTM
$5.04B
$630K ﹤0.01%
+1,000
New +$636K
MPA icon
1772
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$144M
$628K ﹤0.01%
43,824
-1,141
-3% -$16.2K
RIT
1773
DELISTED
LMP REAL ESTATE INCOME FUND INC. COM
RIT
$627K ﹤0.01%
+49,945
New +$597K
CPRX
1774
DELISTED
Catalyst Pharmaceutical
CPRX
$626K ﹤0.01%
210,882
-29,400
-12% -$80.7K
AIT icon
1775
Applied Industrial Technologies
AIT
$13.2B
$623K ﹤0.01%
13,664
-4,800
-26% -$224K
69 70
71
72 73

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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.