13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2019. See the latest, Q2 2026 →
Reported value
$84.91B
−5.3% on the quarter before
Positions
2,107
204 new · 153 sold out
Top 10
12.1%
of the value
Est. gain
+$634.6M
on stocks held all quarter
Est. return
+0.9%
on those stocks since Q2 2019
Positions as of Sep 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, 22% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2019. Striped tiles are options.
Largest buys
Since Q2 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.
- Twitter Inc~$334.3MAdded · 0.1% → 0.5%+8,113,192 shares
- United Airlines Hldgs Inc~$312.0MAdded · 0.1% → 0.5%+3,534,540 shares
- Pepsico Inc~$278.4MAdded · 0.5% → 0.9%+2,037,446 shares
- Delta Air Lines Inc Del~$255.8MAdded · 0.1% → 0.4%+4,441,774 shares
- Xerox Holdings Corp~$233.7MNew · 0.0% → 0.3%+7,812,581 shares
- Qualcomm~$187.5MAdded · 0.2% → 0.4%+2,458,522 shares
- Colgate Palmolive Co~$175.4MAdded · 0.3% → 0.5%+2,386,545 shares
- Intel~$174.5MAdded · 0.6% → 0.9%+3,421,946 shares
- AT&T~$143.8MAdded · 0.1% → 0.3%+3,806,548 shares
- Pinnacle West Capital~$139.6MAdded · 0.3% → 0.5%+1,438,602 shares
Largest sells
Since Q2 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.
- Microsoft~$454.0MCut · 2.4% → 2.1%−3,283,142 shares
- Merck & Co Inc~$337.5MCut · 1.1% → 0.7%−4,009,536 shares
- Amazon~$323.4MCut · 1.3% → 0.9%−187,872 shares
- IQVIA~$298.9MCut · 0.5% → 0.1%−2,009,301 shares
- Veeva Systems~$276.0MCut · 0.3% → 0.0%−1,807,655 shares
- Adobe~$275.8MCut · 0.8% → 0.4%−998,283 shares
- Boeing Co~$271.3MCut · 0.4% → 0.1%−713,190 shares
- Xerox Corp~$258.3MSold out · 0.3% → 0.0%−7,337,000 shares
- Bristol Myers Squibb Co~$235.5MCut · 0.4% → 0.2%−4,643,327 shares
- Humana Inc~$230.2MCut · 0.4% → 0.1%−905,533 shares
Holdings
As of Sep 30, 2019. Changes are in shares against Jun 30, 2019, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −20% · price +3.6% | 2.1% | $1.77B | +$61.4M | ||||||||
| AppleCOM · shares −13% · price +13.5% | 1.6% | $1.39B | +$165.4M | ||||||||
| Procter & Gamble CoCOM · shares −1.6% · price +13.4% | 1.3% | $1.11B | +$131.8M | ||||||||
| MetaCL A · shares −5.9% · price −6.7% | 1.2% | $976.7M | −$70.1M | ||||||||
| AlphabetCAP STK CL A · shares −16% · price +13.5% | 1.1% | $952.0M | +$113.5M | ||||||||
| Exelon CorporationCOM · shares −16% · price +1.1% | 1.0% | $870.8M | +$9.7M | ||||||||
| Johnson & JohnsonCOM · shares +0.7% · price −7.1% | 1.0% | $862.0M | −$65.5M | ||||||||
| Biogen IncCOM · shares −7.3% · price −0.9% | 0.96% | $815.2M | −$7.2M | ||||||||
| IntelCOM · shares +29% · price +6.5% | 0.90% | $766.6M | +$36.2M | ||||||||
| Pepsico IncCOM · shares +58% · price +4.2% | 0.89% | $754.7M | +$19.3M | ||||||||
| AmazonCOM · shares −30% · price −9.1% | 0.88% | $750.1M | −$75.0M | ||||||||
| CiscoCOM · shares −11% · price −10.1% | 0.85% | $723.8M | −$81.4M | ||||||||
| Allstate CorpCOM · shares −5.5% · price +7.5% | 0.77% | $654.2M | +$45.8M | ||||||||
| Merck & Co IncCOM · shares −35% · price +0.4% | 0.73% | $619.3M | +$2.4M | ||||||||
| AlibabaSPONSORED ADS · shares −6.0% · price −1.3% | 0.73% | $616.8M | −$8.2M | ||||||||
| Walmart IncCOM · shares +1.3% · price +7.4% | 0.69% | $584.9M | +$39.9M | ||||||||
| Synchrony FinlCOM · shares +19% · price −2.1% | 0.65% | $551.5M | −$9.9M | ||||||||
| IntuitCOM · shares −20% · price +2.4% | 0.64% | $542.4M | +$12.7M | ||||||||
| Verizon Communications IncCOM · shares −15% · price +5.7% | 0.63% | $532.5M | +$28.5M | ||||||||
| Consolidated Edison IncCOM · shares +17% · price +7.9% | 0.61% | $515.0M | +$32.2M | ||||||||
| AlphabetCAP STK CL C · shares −6.5% · price +12.8% | 0.60% | $509.2M | +$57.7M | ||||||||
| MastercardCL A · shares −13% · price +2.7% | 0.60% | $506.5M | +$13.1M | ||||||||
| TSMCSPONSORED ADS · shares +23% · price +18.7% | 0.59% | $498.2M | +$63.9M | ||||||||
| MicronCOM · shares +1.1% · price +12.0% | 0.58% | $492.6M | +$52.2M | ||||||||
| Thermo Fisher Scientific IncCOM · shares −23% · price +0.2% | 0.57% | $482.5M | +$1.2M | ||||||||
| Total · 2,107 positions | 100% | $84.91B | +$634.6M |
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 Q2 2019 to Q3 2019: 1,899 stocks held throughout, up $634.6M (+0.9%).
- Apple+$165.4M+14%
- Procter & Gamble Co+$131.8M+13%
- Alphabet+$113.5M+14%
- Lam Research+$64.0M+22%
- TSMC+$63.9M+19%
- Meta−$70.1M−7%
- Amazon−$75.0M−9%
- Dxc Technology Co−$76.9M−46%
- Cisco−$81.4M−10%
- Pfizer Inc−$95.9M−17%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 10 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 ↗ |