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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+8.88%
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
$88B
AUM Growth
+$3.05B
(+3.6%)
Cap. Flow
-$3.28B
Cap. Flow
% of AUM
-3.73%
Top 10 Holdings %
Top 10 Hldgs %
12.89%
Holding
2,253
New
146
Increased
815
Reduced
1,092
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Humana
HUM
|
+$267M |
| 2 |
Home Depot
HD
|
+$252M |
| 3 |
Northrop Grumman
NOC
|
+$221M |
| 4 |
Gilead Sciences
GILD
|
+$175M |
| 5 |
Dollar General
DG
|
+$137M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HP
HPQ
|
+$287M |
| 2 |
TWTR
Twitter, Inc.
TWTR
|
+$278M |
| 3 |
Biogen
BIIB
|
+$244M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$198M |
| 5 |
Exelon
EXC
|
+$185M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.05% |
| 2 | Financials | 14.3% |
| 3 | Healthcare | 13.64% |
| 4 | Consumer Discretionary | 13.24% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.84T
| $1.89B | 2.15% |
12,024,562
-775,499
| -6% | -$114M |
|
2
Apple
AAPL
$4.89T
| $1.73B | 1.96% |
23,623,428
-1,180,032
| -5% | -$75.9M |
|
3
Meta Platforms (Facebook)
META
$1.51T
| $1.13B | 1.29% |
5,523,077
+27,483
| +0.5% | +$5.32M |
|
4
Alphabet (Google) Class A
GOOGL
$3.91T
| $1.05B | 1.2% |
15,722,760
+129,040
| +0.8% | +$8.32M |
|
5
Procter & Gamble
PG
$343B
| $1.05B | 1.19% |
8,426,151
-518,831
| -6% | -$63.5M |
|
6
Johnson & Johnson
JNJ
$635B
| $1.02B | 1.16% |
7,040,488
+377,617
| +6% | +$51.2M |
|
7
Intel
INTC
$466B
| $917M | 1.04% |
15,332,790
+298,252
| +2% | +$16.7M |
|
8
PepsiCo
PEP
$186B
| $887M | 1.01% |
6,494,987
+972,837
| +18% | +$132M |
|
9
Alibaba
BABA
$269B
| $871M | 0.99% |
4,105,871
+417,427
| +11% | +$78.3M |
|
10
Amazon
AMZN
$2.5T
| $795M | 0.9% |
8,602,320
-111,960
| -1% | -$9.91M |
|
|
11
Biogen
BIIB
$29.9B
| $781M | 0.89% |
2,636,959
-879,652
| -25% | -$244M |
|
12
TSMC
TSM
$2.09T
| $735M | 0.84% |
12,646,655
+1,927,102
| +18% | +$102M |
|
13
Merck
MRK
$324B
| $696M | 0.79% |
8,050,588
+340,916
| +4% | +$28M |
|
14
Allstate
ALL
$66.9B
| $690M | 0.78% |
6,142,737
+118,787
| +2% | +$13M |
|
|
15
Exelon
EXC
$48.6B
| $633M | 0.72% |
19,545,648
-5,725,445
| -23% | -$185M |
|
16
Cisco
CSCO
$450B
| $579M | 0.66% |
12,136,401
-2,575,789
| -18% | -$120M |
|
|
17
Alphabet (Google) Class C
GOOG
$3.9T
| $567M | 0.64% |
8,495,340
+141,020
| +2% | +$9.1M |
|
18
Mastercard
MA
$477B
| $566M | 0.64% |
1,895,245
+30,302
| +2% | +$8.54M |
|
|
19
Home Depot
HD
$332B
| $563M | 0.64% |
2,593,292
+1,112,175
| +75% | +$252M |
|
20
Everest Group
EG
$15.2B
| $555M | 0.63% |
2,003,530
+298,563
| +18% | +$78.8M |
|
21
Lam Research
LRCX
$382B
| $541M | 0.61% |
18,548,370
+763,020
| +4% | +$20.3M |
|
22
Walmart Inc
WMT
$871B
| $525M | 0.6% |
13,248,909
-1,536,624
| -10% | -$61M |
|
23
Tyson Foods
TSN
$20.2B
| $522M | 0.59% |
5,773,520
+162,999
| +3% | +$14M |
|
24
Pfizer
PFE
$140B
| $517M | 0.59% |
14,006,244
+333,914
| +2% | +$11.9M |
|
25
Berkshire Hathaway Class B
BRK.B
$1.07T
| $496M | 0.56% |
2,189,857
+10,133
| +0.5% | +$2.2M |
|
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AQR Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, AQR Capital Management held 2,253 positions worth $88B, up 3.6% from $84.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
AQR Capital Management withdrew a net $3.28B in Q4 2019, closing 142 positions and reducing 1,092 holdings. Its most notable exit was iShares Russell 3000 ETF, an estimated $198M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AQR Capital Management opened a new position in DaVita worth $31.1M.
- AQR Capital Management's largest Q4 2019 buy was DaVita: 417,883 shares worth $31.1M.
- AQR Capital Management added most to Humana in Q4 2019, an estimated $267M increase.
- AQR Capital Management's biggest Q4 2019 reduction was HP, cutting an estimated $287M.
- AQR Capital Management fully exited iShares Russell 3000 ETF in Q4 2019, selling an estimated $198M.
- AQR Capital Management's ten largest holdings make up 13% of its $88B portfolio in Q4 2019.
- AQR Capital Management opened 146 new positions and closed 142 in Q4 2019.
- AQR Capital Management's portfolio value rose 3.6% quarter-over-quarter to $88B.
Based on AQR Capital Management's 13F filing for Q4 2019, filed 14 Feb 2020.