13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2019. See the latest, Q2 2026 →
Reported value
$87.96B
+3.6% on the quarter before
Positions
2,111
157 new · 153 sold out
Top 10
12.9%
of the value
Est. gain
+$5.63B
on stocks held all quarter
Est. return
+7.7%
on those stocks since Q3 2019
Positions as of Dec 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 Q3 2019. Striped tiles are options.
Largest buys
Since Q3 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.
- Humana Inc~$308.4MAdded · 0.1% → 0.5%+841,298 shares
- Home Depot Inc~$241.5MAdded · 0.4% → 0.6%+1,112,175 shares
- Northrop Grumman Corp~$216.1MAdded · 0.2% → 0.4%+628,367 shares
- Gilead Sciences Inc~$172.8MAdded · 0.3% → 0.5%+2,682,046 shares
- Viacomcbs Inc~$152.5MNew · 0.0% → 0.2%+3,668,890 shares
- Dollar Gen Corp New~$134.6MAdded · 0.1% → 0.2%+863,091 shares
- Pepsico Inc~$132.9MAdded · 0.9% → 1.0%+972,837 shares
- Qorvo~$131.5MAdded · 0.1% → 0.3%+1,131,336 shares
- Jpmorgan Chase & Co~$116.2MAdded · 0.2% → 0.4%+838,286 shares
- Citigroup Inc~$112.0MAdded · 0.1% → 0.2%+1,401,673 shares
Largest sells
Since Q3 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.
- Hp Inc~$311.3MCut · 0.4% → 0.1%−15,149,906 shares
- Twitter Inc~$271.3MCut · 0.5% → 0.1%−8,465,339 shares
- Biogen Inc~$260.5MCut · 1.0% → 0.9%−879,652 shares
- Invesco Qqq TrCALL~$213.9MSold out · 0.3% → 0.0%−1,133,000 underlying
- Invesco Qqq TrPUT~$213.9MSold out · 0.3% → 0.0%−1,133,000 underlying
- Ishares Tr~$197.9MSold out · 0.2% → 0.0%−1,138,771 shares
- Exelon Corporation~$185.3MCut · 1.0% → 0.7%−4,083,770 shares
- Altria Group Inc~$177.4MCut · 0.2% → 0.1%−3,559,873 shares
- CDW Corporation~$168.6MCut · 0.3% → 0.2%−1,180,181 shares
- Verizon Communications Inc~$166.0MCut · 0.6% → 0.4%−2,714,336 shares
Holdings
As of Dec 31, 2019. Changes are in shares against Sep 30, 2019, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −6.1% · price +13.7% | 2.1% | $1.89B | +$228.1M | ||||||||
| AppleCOM · shares −4.8% · price +30.5% | 2.0% | $1.73B | +$402.8M | ||||||||
| MetaCL A · shares +0.5% · price +15.2% | 1.3% | $1.13B | +$148.4M | ||||||||
| AlphabetCAP STK CL A · shares +0.8% · price +9.7% | 1.2% | $1.05B | +$92.1M | ||||||||
| Procter & Gamble CoCOM · shares −5.8% · price −0.0% | 1.2% | $1.05B | −$167,792 | ||||||||
| Johnson & JohnsonCOM · shares +5.7% · price +12.0% | 1.2% | $1.02B | +$103.7M | ||||||||
| IntelCOM · shares +2.0% · price +17.3% | 1.0% | $916.9M | +$132.5M | ||||||||
| Pepsico IncCOM · shares +18% · price −0.1% | 1.0% | $887.1M | −$443,029 | ||||||||
| AlibabaSPONSORED ADS · shares +11% · price +26.8% | 0.99% | $870.9M | +$165.5M | ||||||||
| AmazonCOM · shares −1.3% · price +7.3% | 0.90% | $794.8M | +$54.4M | ||||||||
| Biogen IncCOM · shares −25% · price +27.8% | 0.89% | $781.0M | +$169.7M | ||||||||
| TSMCSPONSORED ADS · shares +18% · price +25.0% | 0.84% | $734.8M | +$124.6M | ||||||||
| Merck & Co IncCOM · shares +4.4% · price +7.6% | 0.79% | $695.7M | +$47.0M | ||||||||
| Allstate CorpCOM · shares +2.0% · price +3.4% | 0.78% | $689.8M | +$22.3M | ||||||||
| Exelon CorporationCOM · shares −23% · price −6.1% | 0.72% | $632.7M | −$40.8M | ||||||||
| CiscoCOM · shares −18% · price −3.1% | 0.66% | $578.6M | −$18.5M | ||||||||
| AlphabetCAP STK CL C · shares +1.7% · price +9.6% | 0.64% | $567.3M | +$48.6M | ||||||||
| MastercardCL A · shares +1.6% · price +9.9% | 0.64% | $565.9M | +$50.4M | ||||||||
| Home Depot IncCOM · shares +75% · price −6.4% | 0.64% | $563.2M | −$22.0M | ||||||||
| Everest Re Group LtdCOM · shares +18% · price +4.0% | 0.63% | $554.7M | +$18.3M | ||||||||
| Lam ResearchCOM · shares +4.3% · price +27.5% | 0.61% | $540.6M | +$111.9M | ||||||||
| Walmart IncCOM · shares −10% · price +0.1% | 0.60% | $524.8M | +$707,774 | ||||||||
| Tyson Foods IncCL A · shares +2.9% · price +6.1% | 0.59% | $521.8M | +$29.2M | ||||||||
| Pfizer IncCOM · shares +2.4% · price +8.2% | 0.59% | $516.7M | +$38.3M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares +0.5% · price +8.9% | 0.56% | $496.0M | +$40.3M | ||||||||
| Total · 2,111 positions | 100% | $87.96B | +$5.63B |
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 Q3 2019 to Q4 2019: 1,954 stocks held throughout, up $5.63B (+7.7%).
- Apple+$402.8M+30%
- Microsoft+$228.1M+14%
- Biogen Inc+$169.7M+28%
- Alibaba+$165.5M+27%
- Meta+$148.4M+15%
- Ebay Inc−$26.8M−7%
- Pinnacle West Capital−$30.3M−8%
- IBM−$31.5M−7%
- Exelon Corporation−$40.8M−6%
- Spirit Aerosystems Hldgs Inc−$44.6M−11%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 2 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 ↗ |