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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
AF
2226
DELISTED
Astoria Financial Corporation
AF
$226K ﹤0.01%
16,900
-26,618
-61% -$345K
ADEP
2227
DELISTED
Adept Technology Inc
ADEP
$226K ﹤0.01%
26,083
-12,800
-33% -$102K
WLH
2228
DELISTED
WILLIAM LYON HOMES
WLH
$225K ﹤0.01%
+11,100
New +$236K
OESX icon
2229
Orion Energy Systems
OESX
$80.6M
$224K ﹤0.01%
4,070
-400
-9% -$20.2K
SRGA
2230
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$224K ﹤0.01%
1,438
+200
+16% +$28.8K
PERY
2231
DELISTED
Perry Ellis International Inc
PERY
$223K ﹤0.01%
+8,600
New +$197K
FELE icon
2232
Franklin Electric
FELE
$4.84B
$222K ﹤0.01%
5,902
-700
-11% -$25.8K
MRCY icon
2233
Mercury Systems
MRCY
$6.52B
$221K ﹤0.01%
15,900
-600
-4% -$7.69K
WST icon
2234
West Pharmaceutical
WST
$24.9B
$219K ﹤0.01%
+4,112
New +$206K
AVX
2235
DELISTED
AVX Corporation
AVX
$219K ﹤0.01%
15,665
– –
CATM
2236
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$218K ﹤0.01%
+5,638
New +$210K
KYTH
2237
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$218K ﹤0.01%
6,300
-25,900
-80% -$904K
UGP icon
2238
Ultrapar
UGP
$6.54B
$217K ﹤0.01%
22,800
– –
SMTC icon
2239
Semtech
SMTC
$13B
$216K ﹤0.01%
7,817
-19,141
-71% -$489K
ORBC
2240
DELISTED
ORBCOMM, Inc.
ORBC
$216K ﹤0.01%
33,100
-7,000
-17% -$44K
IMKTA icon
2241
Ingles Markets
IMKTA
$1.67B
$215K ﹤0.01%
+5,800
New +$163K
QUIK icon
2242
QuickLogic
QUIK
$257M
$215K ﹤0.01%
4,886
-2,178
-31% -$90K
TVTY
2243
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$213K ﹤0.01%
10,700
-13,934
-57% -$228K
OME
2244
DELISTED
Omega Protein
OME
$213K ﹤0.01%
20,137
-3,597
-15% -$42.6K
BBDC icon
2245
Barings BDC
BBDC
$965M
$212K ﹤0.01%
10,424
-1,100
-10% -$24.9K
GEOS icon
2246
Geospace Technologies
GEOS
$75.7M
$212K ﹤0.01%
+8,000
New +$232K
WT icon
2247
WisdomTree
WT
$3.22B
$212K ﹤0.01%
13,500
-8,000
-37% -$111K
HNGR
2248
DELISTED
Hanger Inc.
HNGR
$212K ﹤0.01%
+9,661
New +$210K
GORO icon
2249
Goldgroup Mining Inc.
GORO
$191M
$211K ﹤0.01%
62,299
+9,699
+18% +$38.5K
PGI
2250
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$211K ﹤0.01%
19,832
+1,300
+7% +$14.1K
88 89
90
91 92

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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.