13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2020. See the latest, Q2 2026 →
Reported value
$59.16B
−4.3% on the quarter before
Positions
2,170
250 new · 178 sold out
Top 10
19.3%
of the value
Est. gain
+$3.74B
on stocks held all quarter
Est. return
+7.5%
on those stocks since Q2 2020
Positions as of Sep 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 Q2 2020. Striped tiles are options.
Largest buys
Since Q2 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.
- Apple~$216.5MAdded · 3.3% → 3.6%+1,869,878 shares
- Invesco Qqq TrCALL~$171.6MAdded · 0.1% → 0.4%+617,700 underlying
- Invesco Qqq TrPUT~$171.6MAdded · 0.1% → 0.4%+617,700 underlying
- Zoom~$135.7MNew · 0.0% → 0.2%+288,628 shares
- Tesla~$128.5MAdded · 0.1% → 0.3%+299,524 shares
- Mohawk Inds Inc~$81.7MAdded · 0.0% → 0.2%+837,618 shares
- Kroger Co~$81.3MAdded · 0.5% → 0.6%+2,419,345 shares
- Vale S A~$80.4MAdded · 0.1% → 0.2%+7,599,558 shares
- Garmin Ltd~$74.8MAdded · 0.1% → 0.3%+788,703 shares
- Citrix Sys Inc~$74.4MAdded · 0.1% → 0.2%+540,624 shares
Largest sells
Since Q2 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.
- Microsoft~$345.2MCut · 3.5% → 3.2%−1,656,243 shares
- Meta~$318.0MCut · 1.9% → 1.9%−1,214,093 shares
- Procter And Gamble Co~$259.8MCut · 1.3% → 1.1%−1,880,125 shares
- Qualcomm~$198.0MCut · 0.4% → 0.1%−1,682,783 shares
- Target Corp~$186.1MCut · 0.9% → 0.9%−1,182,202 shares
- Amazon~$176.4MCut · 2.6% → 2.8%−56,029 shares
- TSMC~$163.0MCut · 0.9% → 1.1%−2,010,823 shares
- Pepsico Inc~$156.8MCut · 0.9% → 0.7%−1,132,379 shares
- Alphabet~$144.3MCut · 1.5% → 1.4%−98,433 shares
- Abbvie Inc~$143.7MCut · 0.8% → 0.5%−1,653,574 shares
Holdings
As of Sep 30, 2020. Changes are in shares against Jun 30, 2020, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares +11% · price −4.6% | 3.6% | $2.16B | −$93.0M | ||||||||
| MicrosoftCOM · shares −15% · price +4.4% | 3.2% | $1.92B | +$80.3M | ||||||||
| AmazonCOM · shares −9.5% · price +16.0% | 2.8% | $1.68B | +$231.6M | ||||||||
| MetaCL A · shares −22% · price +19.0% | 1.9% | $1.10B | +$175.7M | ||||||||
| AlibabaSPONSORED ADS · shares −3.0% · price +36.3% | 1.8% | $1.08B | +$287.5M | ||||||||
| AlphabetCAP STK CL A · shares −15% · price +5.3% | 1.4% | $808.9M | +$41.0M | ||||||||
| Johnson & JohnsonCOM · shares −9.9% · price +6.4% | 1.2% | $705.8M | +$42.7M | ||||||||
| IntelCOM · shares −4.5% · price −13.1% | 1.2% | $691.3M | −$104.3M | ||||||||
| Procter And Gamble CoCOM · shares −28% · price +16.4% | 1.1% | $674.6M | +$95.0M | ||||||||
| TSMCSPONSORED ADS · shares −21% · price +42.8% | 1.1% | $631.8M | +$189.4M | ||||||||
| Biogen IncCOM · shares −0.9% · price +8.6% | 1.1% | $627.9M | +$49.8M | ||||||||
| Merck & Co. IncCOM · shares −6.7% · price +7.6% | 0.97% | $576.3M | +$40.5M | ||||||||
| Target CorpCOM · shares −26% · price +32.1% | 0.90% | $531.4M | +$129.2M | ||||||||
| Home Depot IncCOM · shares −7.3% · price +11.1% | 0.89% | $529.0M | +$52.8M | ||||||||
| AlphabetCAP STK CL C · shares −16% · price +4.0% | 0.75% | $443.8M | +$16.9M | ||||||||
| Best Buy IncCOM · shares −15% · price +26.9% | 0.75% | $440.8M | +$93.5M | ||||||||
| AdobeCOM · shares −17% · price +14.3% | 0.69% | $406.2M | +$50.8M | ||||||||
| NvidiaCOM · shares −2.1% · price +42.0% | 0.68% | $404.2M | +$119.6M | ||||||||
| Pepsico IncCOM · shares −28% · price +5.2% | 0.68% | $401.0M | +$19.7M | ||||||||
| Allstate CorpCOM · shares −7.1% · price −2.1% | 0.68% | $400.8M | −$8.7M | ||||||||
| Lowes Cos IncCOM · shares +22% · price +22.7% | 0.66% | $392.0M | +$59.5M | ||||||||
| Walmart IncCOM · shares −17% · price +15.8% | 0.66% | $391.6M | +$53.3M | ||||||||
| MastercardCL A · shares −22% · price +15.4% | 0.64% | $380.8M | +$50.9M | ||||||||
| Texas InstrumentsCOM · shares −7.1% · price +12.6% | 0.63% | $375.3M | +$42.0M | ||||||||
| Kroger CoCOM · shares +28% · price −0.8% | 0.63% | $375.3M | −$2.3M | ||||||||
| Total · 2,170 positions | 100% | $59.16B | +$3.74B |
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 2020 to Q3 2020: 1,916 stocks held throughout, up $3.74B (+7.5%).
- Alibaba+$287.5M+36%
- Amazon+$231.6M+16%
- TSMC+$189.4M+43%
- Meta+$175.7M+19%
- Target Corp+$129.2M+32%
- Tesla−$40.4M−59%
- Gilead Sciences Inc−$49.6M−17%
- Cisco−$53.3M−15%
- Apple3:1 split−$93.0M−5%
- Intel−$104.3M−13%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 8 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 ↗ |