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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
VRTX icon
176
Vertex Pharmaceuticals
VRTX
$124B
$74.5M 0.16%
627,402
-42,374
-6% -$4.77M
DCUA
177
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$74M 0.15%
1,227,325
– –
CL icon
178
Colgate-Palmolive
CL
$74.2B
$72M 0.15%
1,040,325
+330,851
+47% +$22.3M
DHR icon
179
Danaher
DHR
$142B
$71.7M 0.15%
1,244,531
+545,531
+78% +$29.6M
XEC
180
DELISTED
CIMAREX ENERGY CO
XEC
$71.6M 0.15%
675,239
-177,031
-21% -$19.6M
PETM
181
DELISTED
PETSMART INC
PETM
$71.5M 0.15%
879,640
+608,766
+225% +$45.1M
RCL icon
182
Royal Caribbean
RCL
$85.6B
$71.3M 0.15%
+864,800
New +$60.7M
RDY icon
183
Dr. Reddy's Laboratories
RDY
$10.2B
$70.8M 0.15%
7,018,400
+3,970,175
+130% +$41.8M
LEA icon
184
Lear
LEA
$8.15B
$70.6M 0.15%
720,005
+151,351
+27% +$13.9M
ABT icon
185
Abbott
ABT
$186B
$70.6M 0.15%
1,567,369
-126,057
-7% -$5.49M
GAP
186
The Gap Inc
GAP
$7.39B
$69.9M 0.15%
1,659,489
-708,791
-30% -$27.8M
ZBH icon
187
Zimmer Biomet
ZBH
$18.4B
$69.3M 0.15%
629,647
-99,979
-14% -$10.5M
ENIA
188
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$69.2M 0.14%
8,004,743
+2,539,739
+46% +$21.8M
DLTR icon
189
Dollar Tree
DLTR
$24.9B
$69.1M 0.14%
982,271
+114,577
+13% +$7.22M
CMI icon
190
Cummins
CMI
$88.1B
$68.5M 0.14%
475,295
+73,741
+18% +$10.4M
KEY icon
191
KeyCorp
KEY
$24.4B
$68.5M 0.14%
4,929,450
-2,772,051
-36% -$36.9M
RAD
192
DELISTED
Rite Aid Corporation
RAD
$67.2M 0.14%
446,625
+123,461
+38% +$13.7M
PPC icon
193
Pilgrim's Pride
PPC
$6.54B
$67M 0.14%
2,042,439
+1,067,722
+110% +$33.8M
RTX icon
194
RTX Corp
RTX
$298B
$66.9M 0.14%
924,285
+215,683
+30% +$14.7M
APOL
195
DELISTED
Apollo Education Group Inc Class A
APOL
$66.9M 0.14%
1,960,528
+266,765
+16% +$7.86M
NSC icon
196
Norfolk Southern
NSC
$76B
$66.7M 0.14%
608,694
+193,571
+47% +$21.2M
AVNR
197
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
$66.1M 0.14%
3,898,656
+3,820,856
+4,911% +$53.8M
FISV
198
Fiserv Inc
FISV
$27.7B
$64.8M 0.14%
1,826,132
+521,036
+40% +$17.8M
AVY icon
199
Avery Dennison
AVY
$13.3B
$64.5M 0.14%
1,243,229
-260,293
-17% -$12.4M
CNL
200
DELISTED
CLECO CRP (HOLDING CO)
CNL
$63.6M 0.13%
1,166,069
+978,459
+522% +$51.7M
6 7
8
9 10

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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.