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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
COKE icon
1976
Coca-Cola Consolidated
COKE
$12.6B
$396K ﹤0.01%
+45,000
New +$388K
XRM
1977
DELISTED
Xerium Technologies Inc (new)
XRM
$394K ﹤0.01%
24,953
-1,900
-7% -$27.6K
ETP
1978
DELISTED
Energy Transfer Partners L.p.
ETP
$393K ﹤0.01%
6,042
– –
CDMO
1979
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$391K ﹤0.01%
40,184
– –
ISBC
1980
DELISTED
Investors Bancorp, Inc.
ISBC
$391K ﹤0.01%
34,837
-39,350
-53% -$418K
HLT icon
1981
Hilton Worldwide
HLT
$70.8B
$389K ﹤0.01%
4,967
-32,600
-87% -$2.44M
HTD
1982
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$903M
$388K ﹤0.01%
17,405
-67,500
-80% -$1.45M
PDLI
1983
DELISTED
PDL BioPharma, Inc.
PDLI
$388K ﹤0.01%
50,334
-177,375
-78% -$1.4M
NNP
1984
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
$387K ﹤0.01%
26,788
-1,844
-6% -$26.1K
JDD
1985
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$387K ﹤0.01%
32,895
-18,473
-36% -$220K
WSBC icon
1986
WesBanco
WSBC
$4.01B
$386K ﹤0.01%
11,099
-1,200
-10% -$40K
CCJ icon
1987
Cameco
CCJ
$42.7B
$384K ﹤0.01%
23,400
+7,600
+48% +$130K
GDF
1988
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$383K ﹤0.01%
39,051
+28,158
+258% +$282K
AZUR
1989
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$383K ﹤0.01%
21,055
+10,618
+102% +$197K
AMTG
1990
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$383K ﹤0.01%
+24,300
New +$394K
SCLN
1991
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$382K ﹤0.01%
43,600
+29,700
+214% +$240K
ARCW
1992
DELISTED
ARC Group Worldwide, Inc
ARCW
$382K ﹤0.01%
37,650
-4,400
-10% -$51.9K
ECHO
1993
DELISTED
Echo Global Logistics, Inc.
ECHO
$380K ﹤0.01%
+13,000
New +$348K
WAGE
1994
DELISTED
WageWorks, Inc.
WAGE
$378K ﹤0.01%
5,851
-13,000
-69% -$725K
NUE icon
1995
Nucor
NUE
$62.6B
$377K ﹤0.01%
7,689
-7,140
-48% -$372K
CBL
1996
DELISTED
CBL& Associates Properties, Inc.
CBL
$377K ﹤0.01%
19,400
-22,000
-53% -$414K
III icon
1997
Information Services Group
III
$256M
$376K ﹤0.01%
89,061
-6,700
-7% -$26.8K
QTS
1998
DELISTED
QTS REALTY TRUST, INC.
QTS
$376K ﹤0.01%
+11,100
New +$363K
NGLS
1999
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$376K ﹤0.01%
7,849
– –
TS icon
2000
Tenaris
TS
$27.1B
$375K ﹤0.01%
12,400
-11,800
-49% -$422K
78 79
80
81 82

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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.