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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
FAF icon
1801
First American
FAF
$7.35B
$590K ﹤0.01%
+17,400
New +$533K
DMC
1802
Del Monte Corp
DMC
$1.43B
$590K ﹤0.01%
+17,600
New +$573K
ARR
1803
Armour Residential REIT
ARR
$2.33B
$589K ﹤0.01%
4,003
– –
GRP.U
1804
DELISTED
Granite Real Estate Investment Trust
GRP.U
$588K ﹤0.01%
+16,500
New +$580K
AIRM
1805
DELISTED
Air Methods Corp
AIRM
$586K ﹤0.01%
13,300
-20,195
-60% -$945K
CAB
1806
DELISTED
Cabela's Inc
CAB
$585K ﹤0.01%
11,102
– –
LMNX
1807
DELISTED
Luminex Corp
LMNX
$583K ﹤0.01%
+31,100
New +$591K
HNI icon
1808
HNI Corp
HNI
$3.53B
$582K ﹤0.01%
11,400
+348
+3% +$15.7K
VIVS
1809
VivoSim Labs
VIVS
$1.24M
$581K ﹤0.01%
334
– –
KALU icon
1810
Kaiser Aluminum
KALU
$3.05B
$579K ﹤0.01%
8,100
-4,254
-34% -$307K
WCIC
1811
DELISTED
WCI Communities, Inc.
WCIC
$578K ﹤0.01%
+29,516
New +$549K
HTH icon
1812
Hilltop Holdings
HTH
$2.22B
$577K ﹤0.01%
28,899
-87,738
-75% -$1.8M
ASEI
1813
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$572K ﹤0.01%
11,027
-18,873
-63% -$943K
AFT
1814
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$570K ﹤0.01%
34,315
+18,695
+120% +$317K
CVA
1815
DELISTED
Covanta Holding Corporation
CVA
$570K ﹤0.01%
+25,894
New +$583K
WES
1816
DELISTED
Western Gas Partners Lp
WES
$568K ﹤0.01%
7,781
– –
MW
1817
DELISTED
THE MENS WAREHOUSE INC
MW
$565K ﹤0.01%
12,800
-28,400
-69% -$1.28M
NHS
1818
Neuberger High Yield Strategies Fund Inc
NHS
$254M
$564K ﹤0.01%
45,830
+15,927
+53% +$201K
PRFT
1819
DELISTED
Perficient Inc
PRFT
$563K ﹤0.01%
30,246
-16,600
-35% -$276K
LCM
1820
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$563K ﹤0.01%
63,290
+429
+0.7% +$3.94K
MFM
1821
Aberdeen Municipal Income Fund
MFM
$222M
$562K ﹤0.01%
84,604
+28,856
+52% +$190K
TPLM
1822
DELISTED
Triangle Petroleum Corporation
TPLM
$561K ﹤0.01%
117,228
-63,372
-35% -$424K
CQP icon
1823
Cheniere Energy
CQP
$32.3B
$559K ﹤0.01%
17,460
– –
EQIX icon
1824
Equinix
EQIX
$103B
$559K ﹤0.01%
2,467
-152,251
-98% -$32.9M
MPLX icon
1825
MPLX
MPLX
$59.3B
$557K ﹤0.01%
7,579
+4,059
+115% +$258K
71 72
73
74 75

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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.