We are live on ! Find out more
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
NYT icon
2251
New York Times
NYT
$10.2B
$208K ﹤0.01%
15,713
-63,452
-80% -$817K
TMH
2252
DELISTED
Team Health Holdings Inc
TMH
$207K ﹤0.01%
+3,600
New +$207K
THR
2253
DELISTED
Thermon Group Holdings
THR
$206K ﹤0.01%
8,517
-2,600
-23% -$61.8K
FRME icon
2254
First Merchants
FRME
$2.67B
$205K ﹤0.01%
+9,027
New +$196K
CTRN icon
2255
Citi Trends
CTRN
$605M
$204K ﹤0.01%
+8,062
New +$184K
FARM
2256
DELISTED
Farmer Brothers
FARM
$204K ﹤0.01%
+6,925
New +$197K
BNCL
2257
DELISTED
Beneficial Bancorp, Inc.
BNCL
$204K ﹤0.01%
18,258
– –
ATW
2258
DELISTED
Atwood Oceanics
ATW
$204K ﹤0.01%
7,200
-40,289
-85% -$1.43M
ALLY icon
2259
Ally Financial
ALLY
$13.3B
$203K ﹤0.01%
+8,600
New +$195K
DTSI
2260
DELISTED
DTS, Inc.
DTSI
$203K ﹤0.01%
+6,600
New +$199K
CNTY icon
2261
Century Casinos
CNTY
$34M
$201K ﹤0.01%
39,889
– –
VTN icon
2262
Invesco Trust for Investment Grade New York Municipals
VTN
$168M
$200K ﹤0.01%
+14,600
New +$198K
ENOC
2263
DELISTED
EnerNOC, Inc.
ENOC
$200K ﹤0.01%
12,938
-4,800
-27% -$71.6K
VRE
2264
DELISTED
Veris Residential
VRE
$198K ﹤0.01%
10,400
-10,900
-51% -$209K
ENZ
2265
DELISTED
Enzo Biochem, Inc.
ENZ
$198K ﹤0.01%
44,500
+3,500
+9% +$16.7K
FDI
2266
DELISTED
FORT DEARBORN INCOME SECS
FDI
$198K ﹤0.01%
13,973
-11,011
-44% -$158K
BGT icon
2267
BlackRock Floating Rate Income Trust
BGT
$325M
$197K ﹤0.01%
+15,317
New +$201K
HALO icon
2268
Halozyme
HALO
$12.2B
$197K ﹤0.01%
20,400
-28,155
-58% -$250K
ONIT
2269
Onity Group
ONIT
$332M
$197K ﹤0.01%
869
-4,460
-84% -$1.45M
BTA
2270
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$196K ﹤0.01%
17,384
+4,118
+31% +$46.4K
DTLK
2271
DELISTED
Datalink Corp
DTLK
$196K ﹤0.01%
15,200
+100
+0.7% +$1.22K
XNPT
2272
DELISTED
XENOPORT, INC.
XNPT
$195K ﹤0.01%
+22,277
New +$164K
CVBF icon
2273
CVB Financial
CVBF
$3.99B
$194K ﹤0.01%
12,082
-67,917
-85% -$1.03M
MSO
2274
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$194K ﹤0.01%
45,100
-1,300
-3% -$5.37K
OSIR
2275
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
$191K ﹤0.01%
11,972
-10,400
-46% -$139K
89 90
91
92 93

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.