13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2019. See the latest, Q2 2026 →
Reported value
$89.62B
−4.9% on the quarter before
Positions
2,056
122 new · 225 sold out
Top 10
13.0%
of the value
Est. gain
+$1.33B
on stocks held all quarter
Est. return
+1.7%
on those stocks since Q1 2019
Positions as of Jun 30, 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 Q1 2019. Striped tiles are options.
Largest buys
Since Q1 2019, 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.
- Procter And Gamble Co~$331.1MAdded · 0.7% → 1.1%+3,019,494 shares
- Cummins~$254.2MAdded · 0.1% → 0.4%+1,502,462 shares
- Wells Fargo Co New~$244.7MAdded · 0.1% → 0.4%+5,171,498 shares
- Alphabet~$241.9MAdded · 0.9% → 1.1%+224,932 shares
- Ishares TrCALL~$206.7MAdded · 0.1% → 0.3%+1,329,100 underlying
- Ishares TrPUT~$206.7MAdded · 0.1% → 0.3%+1,329,100 underlying
- Masco Corp~$173.7MAdded · 0.0% → 0.2%+4,426,871 shares
- Thermo Fisher Scientific Inc~$173.6MAdded · 0.4% → 0.7%+598,230 shares
- Eli Lilly~$166.9MAdded · 0.4% → 0.5%+1,507,050 shares
- Qualcomm~$148.9MAdded · 0.0% → 0.2%+1,983,729 shares
Largest sells
Since Q1 2019, 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.
- Fiat Chrysler Automobiles N~$333.7MSold out · 0.4% → 0.0%−22,405,702 shares
- Valero Energy Corp New~$309.0MCut · 0.5% → 0.2%−3,650,936 shares
- Micron~$307.3MCut · 0.8% → 0.5%−8,035,904 shares
- Raytheon Co~$299.4MCut · 0.6% → 0.2%−1,721,867 shares
- Hollyfrontier Corp~$296.9MCut · 0.6% → 0.3%−6,473,604 shares
- Humana Inc~$285.6MCut · 0.6% → 0.4%−1,091,216 shares
- Centene Corp Del~$260.5MCut · 0.3% → 0.0%−5,028,664 shares
- Microsoft~$252.7MCut · 2.2% → 2.4%−1,893,308 shares
- Apple~$240.8MCut · 1.7% → 1.6%−1,220,578 shares
- Pfizer Inc~$240.1MCut · 1.1% → 0.9%−5,543,071 shares
Holdings
As of Jun 30, 2019. Changes are in shares against Mar 31, 2019, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −11% · price +13.9% | 2.4% | $2.15B | +$262.6M | ||||||||
| AppleCOM · shares −15% · price +4.5% | 1.6% | $1.40B | +$60.6M | ||||||||
| AmazonCOM · shares +3.1% · price +6.3% | 1.3% | $1.18B | +$68.2M | ||||||||
| MetaCL A · shares −7.6% · price +15.4% | 1.2% | $1.11B | +$148.0M | ||||||||
| Exelon CorporationCOM · shares −12% · price −4.4% | 1.1% | $1.02B | −$47.5M | ||||||||
| AlphabetCAP STK CL A · shares +32% · price −7.9% | 1.1% | $999.0M | −$65.2M | ||||||||
| Procter And Gamble CoCOM · shares +50% · price +5.4% | 1.1% | $996.3M | +$34.0M | ||||||||
| Merck & Co IncCOM · shares −9.2% · price +1.0% | 1.1% | $953.0M | +$9.1M | ||||||||
| Johnson & JohnsonCOM · shares +4.0% · price −0.4% | 1.0% | $921.9M | −$3.2M | ||||||||
| CiscoCOM · shares +11% · price +2.5% | 1.0% | $904.5M | +$19.7M | ||||||||
| Biogen IncCOM · shares −10% · price −0.5% | 0.99% | $887.2M | −$4.4M | ||||||||
| Pfizer IncCOM · shares −22% · price +2.5% | 0.93% | $836.1M | +$20.7M | ||||||||
| AdobeCOM · shares −20% · price +10.1% | 0.76% | $680.2M | +$62.3M | ||||||||
| IntuitCOM · shares +8.6% · price −0.6% | 0.74% | $664.7M | −$3.9M | ||||||||
| AlibabaSPONSORED ADS · shares −0.2% · price −7.1% | 0.74% | $664.7M | −$51.0M | ||||||||
| Allstate CorpCOM · shares +2.9% · price +7.5% | 0.72% | $643.6M | +$43.9M | ||||||||
| Thermo Fisher Scientific IncCOM · shares +39% · price +7.1% | 0.69% | $621.6M | +$29.8M | ||||||||
| Anthem IncCOM · shares −19% · price −2.0% | 0.66% | $591.3M | −$12.0M | ||||||||
| Verizon Communications IncCOM · shares −9.5% · price −2.9% | 0.66% | $591.3M | −$17.7M | ||||||||
| MastercardCL A · shares +1.8% · price +12.4% | 0.63% | $564.4M | +$61.0M | ||||||||
| IntelCOM · shares −27% · price −10.7% | 0.62% | $555.9M | −$66.3M | ||||||||
| Walmart IncCOM · shares +17% · price +13.3% | 0.60% | $537.8M | +$53.9M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −4.2% · price +6.1% | 0.55% | $494.9M | +$28.5M | ||||||||
| Aflac IncCOM · shares +1.7% · price +10.1% | 0.54% | $486.5M | +$43.7M | ||||||||
| AlphabetCAP STK CL C · shares −0.3% · price −7.9% | 0.54% | $482.9M | −$41.3M | ||||||||
| Total · 2,056 positions | 100% | $89.62B | +$1.33B |
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 Q1 2019 to Q2 2019: 1,930 stocks held throughout, up $1.33B (+1.7%).
- Microsoft+$262.6M+14%
- Meta+$148.0M+15%
- Amazon+$68.2M+6%
- Adobe+$62.3M+10%
- Mastercard+$61.0M+12%
- Alphabet−$65.2M−8%
- Intel−$66.3M−11%
- Kohls Corp−$81.2M−31%
- Mylan N V−$94.9M−33%
- Foot Locker Inc−$116.6M−30%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 3 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 ↗ |