13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2020. See the latest, Q2 2026 →
Reported value
$59.45B
−32% on the quarter before
Positions
2,032
144 new · 223 sold out
Top 10
16.1%
of the value
Est. gain
−$16.18B
on stocks held all quarter
Est. return
−22.8%
on those stocks since Q4 2019
Positions as of Mar 31, 2020, 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, 27% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2019. Striped tiles are options.
Largest buys
Since Q4 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.
- SPDR S&P 500 ETF TrCALL~$504.9MNew · 0.0% → 0.8%+1,958,800 underlying
- Gen Digital~$230.7MAdded · 0.0% → 0.4%+12,330,292 shares
- SPDR S&P 500 ETF TrPUT~$102.0MNew · 0.0% → 0.2%+395,700 underlying
- Abbvie Inc~$95.8MAdded · 0.2% → 0.4%+1,257,587 shares
- Meta~$78.3MAdded · 1.3% → 1.7%+470,614 shares
- Amgen Inc~$74.1MAdded · 0.4% → 0.6%+368,603 shares
- PSEG~$72.9MAdded · 0.1% → 0.3%+1,622,255 shares
- Target Corp~$70.4MAdded · 0.5% → 0.7%+757,376 shares
- Humana Inc~$60.1MAdded · 0.5% → 0.7%+195,786 shares
- Best Buy Inc~$58.7MAdded · 0.3% → 0.4%+1,029,966 shares
Largest sells
Since Q4 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.
- Mckesson Corp~$284.6MCut · 0.4% → 0.1%−2,110,637 shares
- Exelon Corporation~$209.3MCut · 0.7% → 0.5%−5,685,408 shares
- Thermo Fisher Scientific Inc~$191.7MCut · 0.5% → 0.3%−675,845 shares
- Lam Research~$191.6MCut · 0.6% → 0.4%−798,399 shares
- Consolidated Edison Inc~$173.0MCut · 0.5% → 0.4%−2,218,289 shares
- Nike Inc~$166.6MCut · 0.4% → 0.2%−2,013,155 shares
- Biogen Inc~$161.3MCut · 0.9% → 1.1%−516,832 shares
- Cisco~$158.7MCut · 0.7% → 0.5%−4,036,055 shares
- Intel~$154.9MCut · 1.0% → 1.1%−2,861,654 shares
- Microsoft~$151.3MCut · 2.1% → 2.9%−959,128 shares
Holdings
As of Mar 31, 2020. Changes are in shares against Dec 31, 2019, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −8.0% · price +0.3% | 2.9% | $1.75B | +$5.1M | ||||||||
| AppleCOM · shares +2.6% · price −13.0% | 2.6% | $1.54B | −$223.8M | ||||||||
| MetaCL A · shares +8.5% · price −18.8% | 1.7% | $996.8M | −$212.1M | ||||||||
| AmazonCOM · shares +5.8% · price +5.5% | 1.5% | $887.1M | +$43.8M | ||||||||
| Procter & Gamble CoCOM · shares −11% · price −11.5% | 1.4% | $827.2M | −$108.0M | ||||||||
| Johnson & JohnsonCOM · shares −14% · price −9.5% | 1.3% | $792.3M | −$83.4M | ||||||||
| AlphabetCAP STK CL A · shares −16% · price −14.9% | 1.3% | $753.6M | −$132.3M | ||||||||
| AlibabaSPONSORED ADS · shares −12% · price −8.3% | 1.2% | $705.6M | −$63.9M | ||||||||
| IntelCOM · shares −19% · price −9.5% | 1.1% | $674.9M | −$70.8M | ||||||||
| Pepsico IncCOM · shares −14% · price −12.1% | 1.1% | $667.8M | −$91.6M | ||||||||
| Biogen IncCOM · shares −20% · price +5.3% | 1.1% | $661.5M | +$33.5M | ||||||||
| Merck & Co. IncCOM · shares +4.0% · price −16.4% | 1.0% | $605.0M | −$114.0M | ||||||||
| Allstate CorpCOM · shares −1.6% · price −18.3% | 0.93% | $554.4M | −$124.3M | ||||||||
| TSMCSPONSORED ADS · shares −11% · price −17.7% | 0.91% | $540.4M | −$116.6M | ||||||||
| SPDR S&P 500 ETF TrCALLTR UNIT · shares New | 0.85% | $504.9M | — | ||||||||
| AlphabetCAP STK CL C · shares −8.7% · price −12.9% | 0.76% | $450.8M | −$66.9M | ||||||||
| Home Depot IncCOM · shares −8.6% · price −14.0% | 0.74% | $442.3M | −$72.2M | ||||||||
| Gilead Sciences IncCOM · shares −20% · price +16.0% | 0.73% | $433.4M | +$59.8M | ||||||||
| Walmart IncCOM · shares −16% · price −4.4% | 0.71% | $419.3M | −$19.3M | ||||||||
| Humana IncCOM · shares +17% · price −16.3% | 0.70% | $418.5M | −$69.7M | ||||||||
| Target CorpCOM · shares +21% · price −27.5% | 0.69% | $413.1M | −$129.9M | ||||||||
| MastercardCL A · shares −11% · price −19.1% | 0.69% | $407.9M | −$96.3M | ||||||||
| Everest Re Group LtdCOM · shares +4.9% · price −30.5% | 0.68% | $404.4M | −$169.1M | ||||||||
| IntuitCOM · shares −8.8% · price −12.0% | 0.64% | $381.5M | −$52.2M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −8.7% · price −19.3% | 0.61% | $365.6M | −$87.3M | ||||||||
| Total · 2,032 positions | 100% | $59.45B | −$16.18B |
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 2019 to Q1 2020: 1,888 stocks held throughout, down $16.18B (−22.8%).
- Gilead Sciences Inc+$59.8M+16%
- Amazon+$43.8M+6%
- Synnex Corp3:1 split+$36.9M+70%
- Biogen Inc+$33.5M+5%
- Regeneron Pharmaceuticals+$30.9M+24%
- Tyson Foods Inc−$188.7M−36%
- Meta−$212.1M−19%
- United Airls Hldgs Inc−$213.9M−65%
- Apple−$223.8M−13%
- Synchrony Finl−$255.0M−55%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 26 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 ↗ |