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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
ATSG
2076
DELISTED
Air Transport Services Group
ATSG
$323K ﹤0.01%
37,677
-5,800
-13% -$46.2K
ESND
2077
DELISTED
Essendant Inc.
ESND
$321K ﹤0.01%
7,620
– –
KG
2078
Kestrel Group
KG
$69M
$320K ﹤0.01%
+1,253
New +$310K
AG icon
2079
First Majestic Silver
AG
$9.07B
$318K ﹤0.01%
+63,100
New +$352K
IMMR icon
2080
Immersion
IMMR
$252M
$316K ﹤0.01%
33,403
-102,367
-75% -$875K
NEOG icon
2081
Neogen
NEOG
$2.5B
$315K ﹤0.01%
16,933
-13,600
-45% -$224K
NRO
2082
Neuberger Real Estate Securities Income Fund Inc
NRO
$190M
$315K ﹤0.01%
62,383
+9,498
+18% +$46.4K
MMLP icon
2083
Martin Midstream Partners
MMLP
$95.9M
$314K ﹤0.01%
11,663
+3,329
+40% +$111K
WSFS icon
2084
WSFS Financial
WSFS
$4.15B
$314K ﹤0.01%
12,264
-1,800
-13% -$45.4K
BREW
2085
DELISTED
Craft Brew Alliance, Inc.
BREW
$314K ﹤0.01%
23,506
-8,600
-27% -$125K
WWE
2086
DELISTED
World Wrestling Entertainment
WWE
$313K ﹤0.01%
25,400
-54,625
-68% -$686K
QEPM
2087
DELISTED
QEP MIDSTREAM PARTNERS LP UIT REPSTG LTD PARTSP INT (DE)
QEPM
$312K ﹤0.01%
18,555
+8,970
+94% +$154K
NGD
2088
DELISTED
New Gold Inc
NGD
$311K ﹤0.01%
+72,100
New +$308K
OKS
2089
DELISTED
Oneok Partners LP
OKS
$311K ﹤0.01%
7,835
+1,757
+29% +$83.3K
WPG
2090
DELISTED
Washington Prime Group Inc.
WPG
$311K ﹤0.01%
2,005
-120,202
-98% -$18.6M
NSM
2091
DELISTED
Nationstar Mortgage Holdings
NSM
$310K ﹤0.01%
11,000
-1,574
-13% -$48.7K
PCP
2092
DELISTED
PRECISION CASTPARTS CORP
PCP
$310K ﹤0.01%
1,286
-8,277
-87% -$1.91M
RBC icon
2093
RBC Bearings
RBC
$18B
$308K ﹤0.01%
4,766
-1,800
-27% -$109K
FRP
2094
DELISTED
Fairpoint Communications, Inc.
FRP
$308K ﹤0.01%
21,700
+9,200
+74% +$135K
MANU icon
2095
Manchester United
MANU
$3.73B
$307K ﹤0.01%
+19,292
New +$309K
ZWS icon
2096
Zurn Elkay Water Solutions
ZWS
$8.53B
$307K ﹤0.01%
22,628
-61,450
-73% -$812K
AIQ
2097
DELISTED
Alliance Healthcare Services
AIQ
$307K ﹤0.01%
14,617
-3,100
-17% -$69.4K
DCP
2098
DELISTED
DCP Midstream, LP
DCP
$305K ﹤0.01%
6,724
– –
BBQ
2099
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
$305K ﹤0.01%
11,600
-300
-3% -$7.78K
MYJ
2100
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$305K ﹤0.01%
20,369
-2,628
-11% -$39.1K
82 83
84
85 86

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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.