13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2019. See the latest, Q2 2026 →
Reported value
$94.26B
+9.2% on the quarter before
Positions
2,159
144 new · 160 sold out
Top 10
12.6%
of the value
Est. gain
+$8.35B
on stocks held all quarter
Est. return
+11.5%
on those stocks since Q4 2018
Positions as of Mar 31, 2019, from AQR Capital's 13F filing with the SEC. A 13F lists a manager's US-listed stocks and options at a quarter end and is filed up to 45 days later, so the fund may hold something else today. It leaves out short positions, cash and holdings outside the US.
Portfolio at a glance
- New
- Added
- Cut
- Same
- Options
The 24 largest positions, 23% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2018. Striped tiles are options.
Largest buys
Since Q4 2018, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Capri Holdings Limited~$405.3MNew · 0.0% → 0.4%+8,858,622 shares
- Invesco Qqq TrCALL~$342.8MNew · 0.0% → 0.4%+1,908,000 underlying
- Invesco Qqq TrPUT~$342.8MNew · 0.0% → 0.4%+1,908,000 underlying
- Exelon Corporation~$328.3MAdded · 0.9% → 1.3%+6,567,683 shares
- Procter And Gamble Co~$257.4MAdded · 0.4% → 0.7%+2,474,028 shares
- Biogen Inc~$250.0MAdded · 1.1% → 1.1%+1,063,775 shares
- Starbucks Corp~$197.0MAdded · 0.1% → 0.3%+2,649,409 shares
- Tripadvisor Inc~$195.6MAdded · 0.0% → 0.2%+3,802,401 shares
- Xerox Corp~$192.2MAdded · 0.0% → 0.2%+6,009,917 shares
- Cgi Inc~$187.6MNew · 0.0% → 0.2%+2,735,290 shares
Largest sells
Since Q4 2018, by estimated size: the change in shares at the quarter-end price, since a 13F gives no trade prices. Percentages are the position's share of the portfolio, before and after.
- Target Corp~$564.7MCut · 0.7% → 0.1%−7,036,281 shares
- Walmart Inc~$552.4MCut · 1.1% → 0.4%−5,664,255 shares
- Celgene Corp~$534.1MCut · 0.5% → 0.1%−5,661,663 shares
- Michael Kors Hldgs Ltd~$370.3MSold out · 0.4% → 0.0%−9,764,989 shares
- Costco Whsl Corp New~$341.7MCut · 0.7% → 0.4%−1,418,474 shares
- Cigna Corp New~$321.2MCut · 0.8% → 0.3%−2,018,284 shares
- Boeing Co~$262.0MCut · 0.8% → 0.5%−686,895 shares
- Lowes Cos Inc~$261.0MCut · 0.4% → 0.2%−2,384,301 shares
- Microsoft~$257.3MCut · 2.4% → 2.2%−2,196,267 shares
- Raytheon Co~$237.1MCut · 0.8% → 0.6%−1,306,132 shares
Holdings
As of Mar 31, 2019. Changes are in shares against Dec 31, 2018, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −11% · price +15.3% | 2.2% | $2.11B | +$280.1M | ||||||||
| AppleCOM · shares −1.3% · price +19.7% | 1.7% | $1.57B | +$258.8M | ||||||||
| Exelon CorporationCOM · shares +37% · price +10.8% | 1.3% | $1.22B | +$86.9M | ||||||||
| AmazonCOM · shares −2.5% · price +18.6% | 1.1% | $1.08B | +$168.5M | ||||||||
| Pfizer IncCOM · shares −8.8% · price −3.2% | 1.1% | $1.05B | −$34.8M | ||||||||
| MetaCL A · shares −7.7% · price +26.0% | 1.1% | $1.04B | +$214.9M | ||||||||
| Merck & Co IncCOM · shares −4.3% · price +8.7% | 1.1% | $1.04B | +$83.1M | ||||||||
| Biogen IncCOM · shares +34% · price −21.9% | 1.1% | $991.8M | −$208.0M | ||||||||
| Johnson & JohnsonCOM · shares −4.3% · price +8.3% | 0.94% | $889.5M | +$68.3M | ||||||||
| IntelCOM · shares −12% · price +14.2% | 0.90% | $853.0M | +$105.9M | ||||||||
| AlphabetCAP STK CL A · shares −1.9% · price +11.8% | 0.87% | $822.3M | +$86.7M | ||||||||
| CiscoCOM · shares +8.4% · price +23.3% | 0.85% | $798.7M | +$139.0M | ||||||||
| MicronCOM · shares −15% · price +29.2% | 0.84% | $796.1M | +$180.0M | ||||||||
| AdobeCOM · shares −22% · price +17.4% | 0.82% | $770.3M | +$114.3M | ||||||||
| Anthem IncCOM · shares −12% · price +7.9% | 0.79% | $740.5M | +$54.2M | ||||||||
| AlibabaSPONSORED ADS · shares −1.6% · price +33.1% | 0.76% | $716.9M | +$178.3M | ||||||||
| Verizon Communications IncCOM · shares +0.08% · price +4.7% | 0.71% | $672.6M | +$29.9M | ||||||||
| Procter And Gamble CoCOM · shares +69% · price +13.2% | 0.67% | $631.2M | +$43.6M | ||||||||
| IntuitCOM · shares +2.8% · price +32.1% | 0.65% | $616.1M | +$145.5M | ||||||||
| Humana IncCOM · shares −15% · price −8.2% | 0.65% | $611.0M | −$54.7M | ||||||||
| Consolidated Edison IncCOM · shares −5.7% · price +10.7% | 0.62% | $582.4M | +$56.2M | ||||||||
| Gilead Sciences IncCOM · shares +3.3% · price +3.9% | 0.62% | $582.3M | +$21.3M | ||||||||
| Allstate CorpCOM · shares −25% · price +13.7% | 0.62% | $581.7M | +$69.9M | ||||||||
| Hollyfrontier CorpCOM · shares +17% · price −3.6% | 0.62% | $580.2M | −$18.5M | ||||||||
| Raytheon CoCOM NEW · shares −31% · price +18.4% | 0.57% | $540.1M | +$83.8M | ||||||||
| Total · 2,159 positions | 100% | $94.26B | +$8.35B |
Price is a stock's reported value over its shares at the quarter end. The estimated gain is the shares held at both quarter ends times the change in that price: shares bought or sold during the quarter add nothing, options are left out, and a stock split is read into the earlier share count and price.
What made money
From Q4 2018 to Q1 2019: 2,015 stocks held throughout, up $8.35B (+11.5%).
- Microsoft+$280.1M+15%
- Apple+$258.8M+20%
- Meta+$214.9M+26%
- Micron+$180.0M+29%
- Alibaba+$178.3M+33%
- Humana Inc−$54.7M−8%
- Macys Inc−$84.7M−19%
- Chipotle Mexican Grill Inc1:6 split−$138.5M−73%
- Centene Corp Del−$153.8M−54%
- Biogen Inc−$208.0M−22%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 6 splits read into the share counts.
Reported value by quarter
The total value of each quarter's 13F at that quarter end. It moves with prices as well as with buying and selling. Pick a quarter to see what the fund held then.
Every quarter's filing
| Quarter | Reported value | Filing | |
|---|---|---|---|
| Q2 2026 | Aug 14, 2026 | $286.85B+31% | SEC ↗ |
| Q1 2026 | May 15, 2026 | $218.37B+15% | SEC ↗ |
| Q4 2025 | Feb 17, 2026 | $190.63B+22% | SEC ↗ |
| Q3 2025 | Nov 14, 2025 | $156.00B+29% | SEC ↗ |
| Q2 2025 | Aug 14, 2025 | $120.88B+25% | SEC ↗ |
| Q1 2025 | May 15, 2025 | $97.07B+25% | SEC ↗ |
| Q4 2024 | Feb 14, 2025 | $77.63B+7% | SEC ↗ |
| Q3 2024 | Nov 14, 2024 | $72.44B+11% | SEC ↗ |
| Q2 2024 | Aug 14, 2024 | $65.24B+11% | SEC ↗ |
| Q1 2024 | May 15, 2024 | $58.73B+11% | SEC ↗ |
| Q4 2023 | Feb 14, 2024 | $53.13B+10% | SEC ↗ |
| Q3 2023 | Nov 14, 2023 | $48.43B+3% | SEC ↗ |
| Q2 2023 | Aug 14, 2023 | $47.05B+3% | SEC ↗ |
| Q1 2023 | May 15, 2023 | $45.56B+4% | SEC ↗ |
| Q4 2022 | Feb 14, 2023 | $43.89B+7% | SEC ↗ |
| Q3 2022 | Nov 14, 2022 | $41.02B−7% | SEC ↗ |
| Q2 2022 | Aug 15, 2022 | $44.25B−16% | SEC ↗ |
| Q1 2022 | May 16, 2022 | $52.69B−4% | SEC ↗ |
| Q4 2021 | Feb 14, 2022 | $55.17B+2% | SEC ↗ |
| Q3 2021 | Nov 15, 2021 | $53.94B−7% | SEC ↗ |
| Q2 2021 | Aug 16, 2021 | $57.80B−5% | SEC ↗ |
| Q1 2021 | May 17, 2021 | $61.14B+8% | SEC ↗ |
| Q4 2020 | Feb 16, 2021 | $56.41B−5% | SEC ↗ |
| Q3 2020 | Nov 16, 2020 | $59.16B−4% | SEC ↗ |
| Q2 2020 | Aug 14, 2020 | $61.82B+4% | SEC ↗ |
| Q1 2020 | May 15, 2020 | $59.45B−32% | SEC ↗ |
| Q4 2019 | Feb 14, 2020 | $87.96B+4% | SEC ↗ |
| Q3 2019 | Nov 14, 2019 | $84.91B−5% | SEC ↗ |
| Q2 2019 | Aug 14, 2019 | $89.62B−5% | SEC ↗ |
| Q1 2019 | May 14, 2019 | $94.26B+9% | SEC ↗ |
| Q4 2018 | Feb 14, 2019 | $86.30B−17% | SEC ↗ |
| Q3 2018 | Nov 15, 2018 (amended) | $104.52B+5% | SEC ↗ |
| Q2 2018 | Aug 14, 2018 | $99.28B+7% | SEC ↗ |
| Q1 2018 | May 15, 2018 | $92.73B−3% | SEC ↗ |
| Q4 2017 | Feb 14, 2018 | $95.29B+14% | SEC ↗ |
| Q3 2017 | Nov 14, 2017 | $83.80B+11% | SEC ↗ |
| Q2 2017 | Aug 14, 2017 | $75.57B+0% | SEC ↗ |
| Q1 2017 | May 15, 2017 | $75.24B+4% | SEC ↗ |
| Q4 2016 | Feb 14, 2017 | $72.48B+11% | SEC ↗ |
| Q3 2016 | Nov 14, 2016 | $65.33B+15% | SEC ↗ |
| Q2 2016 | Aug 15, 2016 | $56.67B+2% | SEC ↗ |
| Q1 2016 | Jul 29, 2016 (amended) | $55.59B | SEC ↗ |