13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2020. See the latest, Q2 2026 →
Reported value
$61.82B
+4.0% on the quarter before
Positions
2,098
194 new · 128 sold out
Top 10
18.9%
of the value
Est. gain
+$8.61B
on stocks held all quarter
Est. return
+18.5%
on those stocks since Q1 2020
Positions as of Jun 30, 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, 30% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2020. Striped tiles are options.
Largest buys
Since Q1 2020, 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.
- Amazon~$364.1MAdded · 1.5% → 2.6%+134,149 shares
- Hp Inc~$233.7MAdded · 0.0% → 0.4%+13,682,425 shares
- Abbvie Inc~$220.8MAdded · 0.4% → 0.8%+2,296,582 shares
- Lowes Cos Inc~$191.8MAdded · 0.1% → 0.4%+1,429,911 shares
- Cvs Health Corp~$163.5MAdded · 0.1% → 0.4%+2,549,974 shares
- State Str Corp~$154.3MAdded · 0.1% → 0.3%+2,489,751 shares
- Bank New York Mellon Corp~$145.0MAdded · 0.1% → 0.3%+3,870,637 shares
- Walgreens Boots Alliance Inc~$119.9MAdded · 0.1% → 0.3%+2,854,910 shares
- Newmont Corp~$106.7MAdded · 0.1% → 0.3%+1,780,602 shares
- Cardinal Health Inc~$97.4MAdded · 0.1% → 0.2%+1,905,166 shares
Largest sells
Since Q1 2020, 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~$602.1MCut · 0.8% → 0.0%−1,953,000 underlying
- Synchrony Financial~$207.1MCut · 0.3% → 0.1%−9,494,224 shares
- Pepsico Inc~$201.8MCut · 1.1% → 0.9%−1,532,349 shares
- Starbucks Corp~$199.6MCut · 0.3% → 0.0%−2,722,109 shares
- Everest Re Group Ltd~$194.5MCut · 0.7% → 0.4%−953,274 shares
- Tyson Foods Inc~$189.6MCut · 0.6% → 0.3%−3,207,257 shares
- Incyte Corp~$181.8MCut · 0.3% → 0.1%−1,765,225 shares
- Humana Inc~$173.1MCut · 0.7% → 0.6%−456,300 shares
- Apple~$170.4MCut · 2.6% → 3.3%−468,192 shares
- Discover Finl Svcs~$158.9MCut · 0.2% → 0.0%−3,246,418 shares
Holdings
As of Jun 30, 2020. Changes are in shares against Mar 31, 2020, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −1.9% · price +26.6% | 3.5% | $2.17B | +$455.4M | ||||||||
| AppleCOM · shares −7.7% · price +43.1% | 3.3% | $2.03B | +$613.0M | ||||||||
| AmazonCOM · shares +29% · price +39.2% | 2.6% | $1.60B | +$347.8M | ||||||||
| MetaCL A · shares −9.6% · price +32.3% | 1.9% | $1.19B | +$291.4M | ||||||||
| AlphabetCAP STK CL A · shares −1.7% · price +22.1% | 1.5% | $904.9M | +$164.0M | ||||||||
| IntelCOM · shares +12% · price +10.1% | 1.3% | $833.2M | +$68.2M | ||||||||
| AlibabaSPONSORED ADS · shares +4.4% · price +10.9% | 1.3% | $817.0M | +$77.0M | ||||||||
| Procter And Gamble CoCOM · shares −10% · price +7.9% | 1.3% | $802.8M | +$59.0M | ||||||||
| Johnson & JohnsonCOM · shares −12% · price +5.4% | 1.2% | $735.5M | +$37.5M | ||||||||
| Biogen IncCOM · shares +5.5% · price −16.4% | 0.94% | $583.1M | −$108.7M | ||||||||
| Merck & Co. IncCOM · shares −5.9% · price +0.9% | 0.93% | $574.0M | +$5.0M | ||||||||
| TSMCSPONSORED ADS · shares −13% · price +18.8% | 0.90% | $556.6M | +$88.0M | ||||||||
| Target CorpCOM · shares +2.6% · price +28.1% | 0.88% | $543.0M | +$116.2M | ||||||||
| Pepsico IncCOM · shares −28% · price +9.6% | 0.86% | $530.4M | +$46.6M | ||||||||
| Home Depot IncCOM · shares −12% · price +32.4% | 0.83% | $513.8M | +$125.6M | ||||||||
| Abbvie IncCOM · shares +76% · price +26.3% | 0.83% | $512.1M | +$60.6M | ||||||||
| AlphabetCAP STK CL C · shares −7.5% · price +21.6% | 0.82% | $506.9M | +$89.9M | ||||||||
| Allstate CorpCOM · shares −24% · price +4.5% | 0.71% | $440.8M | +$18.9M | ||||||||
| AdobeCOM · shares −8.0% · price +36.0% | 0.69% | $426.3M | +$112.8M | ||||||||
| MastercardCL A · shares −14% · price +21.3% | 0.69% | $424.8M | +$74.5M | ||||||||
| Walmart IncCOM · shares −7.4% · price +5.1% | 0.66% | $408.3M | +$20.0M | ||||||||
| Best Buy IncCOM · shares +16% · price +52.4% | 0.66% | $406.5M | +$120.8M | ||||||||
| IntuitCOM · shares −21% · price +26.3% | 0.62% | $380.4M | +$79.1M | ||||||||
| Texas InstrumentsCOM · shares −12% · price +26.9% | 0.58% | $359.0M | +$76.1M | ||||||||
| Gilead Sciences IncCOM · shares −20% · price +1.2% | 0.57% | $352.7M | +$4.3M | ||||||||
| Total · 2,098 positions | 100% | $61.82B | +$8.61B |
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 2020 to Q2 2020: 1,900 stocks held throughout, up $8.61B (+18.5%).
- Apple+$613.0M+43%
- Microsoft+$455.4M+27%
- Amazon+$347.8M+39%
- Meta+$291.4M+32%
- Alphabet+$164.0M+22%
- Toll Brothers Inc1:43 split−$17.1M−96%
- Xerox Holdings Corp−$18.8M−16%
- Lululemon Athletica Inc1:2 split−$21.0M−18%
- Chipotle Mexican Grill Inc1:6 split−$21.6M−73%
- Biogen Inc−$108.7M−16%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 20 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 ↗ |