AQR CAPITAL MANAGEMENT LLC
Institutional investor · Portfolio as of Q4 2019
Top Holdings2,111 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
MICROSOFT CORP | 12M | $1.9B | 2.1% | $93.93 | +59.30% | 5 qtrssince 2018-Q4 | Decreased 0 |
APPLE INC | 5.9M | $1.7B | 2.0% | $37.39 | +88.96% | 5 qtrssince 2018-Q4 | Decreased 0 |
META PLATFORMS INC-CLASS A | 5.5M | $1.1B | 1.3% | $132.63 | +53.05% | 5 qtrssince 2018-Q4 | Increased 50 |
ALPHABET INC-CL A | 786,138 | $1.1B | 1.2% | $52.49 | +26.65% | 5 qtrssince 2018-Q4 | Increased 51 |
PROCTER & GAMBLE CO/THE | 8.4M | $1B | 1.2% | $83.48 | +26.04% | 5 qtrssince 2018-Q4 | Decreased 0 |
JOHNSON & JOHNSON | 7M | $1B | 1.2% | $105.96 | +15.82% | 5 qtrssince 2018-Q4 | Increased 53 |
INTEL CORP | 15.3M | $916.9M | 1.0% | $41.43 | +26.92% | 5 qtrssince 2018-Q4 | Increased 51 |
PEPSICO INC | 6.5M | $887.1M | 1.0% | $102.95 | +10.68% | 5 qtrssince 2018-Q4 | Increased 59 |
ALIBABA GROUP HOLDING-SP ADR | 4.1M | $870.9M | 1.0% | $136.17 | +46.58% | 5 qtrssince 2018-Q4 | Increased 50 |
AMAZON.COM INC | 430,116 | $794.8M | 0.9% | $74.53 | +23.89% | 5 qtrssince 2018-Q4 | Decreased 0 |
BIOGEN IDEC INC | 2.6M | $781M | 0.9% | $284.65 | +4.24% | 5 qtrssince 2018-Q4 | Decreased 0 |
TAIWAN SEMICONDUCTOR SPONSORED ADR /1 ADR REPS 5 ORD SHS/ | 12.6M | $734.8M | 0.8% | $36.35 | +42.56% | 5 qtrssince 2018-Q4 | Increased 52 |
MERCK & CO. INC. | 7.7M | $695.7M | 0.8% | $58.49 | +22.81% | 5 qtrssince 2018-Q4 | Increased 47 |
ALLSTATE CORP | 6.1M | $689.8M | 0.8% | $70.37 | +36.88% | 5 qtrssince 2018-Q4 | Increased 45 |
EXELON CORP | 13.9M | $632.7M | 0.7% | $25.83 | +1.13% | 5 qtrssince 2018-Q4 | Decreased 0 |
CISCO SYSTEMS INC | 12.1M | $578.6M | 0.7% | $36.20 | +8.94% | 5 qtrssince 2018-Q4 | Decreased 0 |
ALPHABET INC-CL C | 424,767 | $567.3M | 0.6% | $51.72 | +28.21% | 5 qtrssince 2018-Q4 | Increased 45 |
MASTERCARD INC - A | 1.9M | $565.9M | 0.6% | $189.46 | +51.71% | 5 qtrssince 2018-Q4 | Increased 45 |
HOME DEPOT INC | 2.6M | $563.2M | 0.6% | $162.58 | +15.61% | 5 qtrssince 2018-Q4 | Increased 67 |
EVEREST GROUP LTD | 2M | $554.7M | 0.6% | $205.65 | +19.16% | 5 qtrssince 2018-Q4 | Increased 52 |
AQR CAPITAL MANAGEMENT LLC manages $88B across 2111 positions as of Q4 2019. Top holdings: MSFT (2.1%), AAPL (2.0%), META (1.3%). Fund DNA: Steady Compounder. HoldingsIntel Rating: 2/5.0.
Active quarter - 156 new positions, 148 exits, 811 increased. Top move: HD (INCREASED, conviction 67). Portfolio: $88.0B across 2111 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer