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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
AAPL icon
1
Apple
AAPL
$4.89T
$702M 1.47%
25,453,420
+3,854,304
+18% +$105M
JNJ icon
2
Johnson & Johnson
JNJ
$635B
$467M 0.98%
4,462,226
+971,484
+28% +$102M
GILD icon
3
Gilead Sciences
GILD
$161B
$455M 0.95%
4,831,404
+2,569,921
+114% +$266M
MSFT icon
4
Microsoft
MSFT
$2.84T
$435M 0.91%
9,360,617
+2,944,995
+46% +$138M
PFE icon
5
Pfizer
PFE
$140B
$434M 0.91%
14,685,844
+3,665,871
+33% +$105M
MRK icon
6
Merck
MRK
$324B
$425M 0.89%
7,844,268
+3,209,599
+69% +$179M
BIIB icon
7
Biogen
BIIB
$29.9B
$408M 0.85%
1,201,289
+93,290
+8% +$30.2M
WFC icon
8
Wells Fargo
WFC
$261B
$395M 0.83%
7,206,682
+1,578,542
+28% +$83.6M
CVS icon
9
CVS Health
CVS
$137B
$368M 0.77%
3,824,594
+682,530
+22% +$60.1M
ADM icon
10
Archer Daniels Midland
ADM
$41.4B
$364M 0.76%
7,000,367
+1,385,255
+25% +$69.1M
INTC icon
11
Intel
INTC
$466B
$357M 0.75%
9,831,338
+2,263,200
+30% +$78.7M
GOOG icon
12
Alphabet (Google) Class C
GOOG
$3.9T
$349M 0.73%
13,213,338
+1,442,249
+12% +$38.7M
HPQ icon
13
HP
HPQ
$23.5B
$335M 0.7%
18,370,925
+5,429,819
+42% +$91M
WDC icon
14
Western Digital
WDC
$179B
$330M 0.69%
3,944,149
+564,801
+17% +$42.6M
HUM icon
15
Humana
HUM
$46.7B
$309M 0.65%
2,149,725
+336,272
+19% +$45.9M
NOC icon
16
Northrop Grumman
NOC
$77B
$301M 0.63%
2,041,607
+269,454
+15% +$36.9M
LYB icon
17
LyondellBasell Industries
LYB
$19.5B
$293M 0.61%
+3,695,296
New +$320M
AEP icon
18
American Electric Power
AEP
$73.7B
$266M 0.56%
4,378,471
+1,847,474
+73% +$106M
AET
19
DELISTED
Aetna Inc
AET
$264M 0.55%
2,970,038
+1,231,477
+71% +$103M
ABBV icon
20
AbbVie
ABBV
$458B
$262M 0.55%
4,007,976
+1,501,101
+60% +$94.6M
XOM icon
21
ExxonMobil
XOM
$651B
$256M 0.54%
2,764,889
+65,947
+2% +$6.15M
ELV icon
22
Elevance Health
ELV
$81.9B
$248M 0.52%
1,976,399
-2,398
-0.1% -$296K
HD icon
23
Home Depot
HD
$332B
$244M 0.51%
2,323,935
+1,428,932
+160% +$139M
VLO icon
24
Valero Energy
VLO
$89.8B
$243M 0.51%
4,899,546
+865,302
+21% +$41.9M
BRCM
25
DELISTED
BROADCOM CORP CL-A
BRCM
$241M 0.5%
5,562,037
+1,640,181
+42% +$67.2M
1
2 3 4 5

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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.