13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2024. See the latest, Q2 2026 →
Reported value
$72.44B
+11% on the quarter before
Positions
2,751
334 new · 176 sold out
Top 10
14.1%
of the value
Est. gain
+$3.63B
on stocks held all quarter
Est. return
+6.4%
on those stocks since Q2 2024
Positions as of Sep 30, 2024, 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 2024. Striped tiles are options.
Largest buys
Since Q2 2024, 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.
- Progressive Corp~$226.7MAdded · 0.3% → 0.7%+904,897 shares
- Delta Air Lines Inc Del~$186.2MAdded · 0.1% → 0.3%+3,666,549 shares
- Eli Lilly~$177.4MAdded · 0.7% → 0.8%+203,085 shares
- Cme Group Inc~$152.4MAdded · 0.4% → 0.6%+696,101 shares
- Airbnb~$148.0MAdded · 0.1% → 0.3%+1,168,821 shares
- Cintas Corp~$126.1MAdded · 0.1% → 0.2%+617,182 shares
- Allstate Corp~$118.6MAdded · 0.2% → 0.3%+633,566 shares
- Atlassian Corporation~$114.9MAdded · 0.0% → 0.2%+723,443 shares
- Roblox~$113.3MAdded · 0.0% → 0.2%+2,563,968 shares
- Walt Disney Company (The)~$108.6MAdded · 0.1% → 0.3%+1,128,533 shares
Largest sells
Since Q2 2024, 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.
- Cisco~$187.3MCut · 0.7% → 0.4%−3,543,103 shares
- Alphabet~$176.8MCut · 1.3% → 0.8%−1,073,197 shares
- Draftkings Inc New~$141.8MCut · 0.2% → 0.0%−3,617,938 shares
- Agco Corp~$138.2MCut · 0.3% → 0.0%−1,411,883 shares
- Paccar Inc~$124.3MCut · 0.4% → 0.2%−1,276,167 shares
- Exxon Mobil Corp~$114.7MCut · 0.6% → 0.4%−992,810 shares
- DocuSign~$111.5MCut · 0.3% → 0.2%−1,814,784 shares
- Pulte Group Inc~$103.1MCut · 0.3% → 0.3%−726,213 shares
- Valero Energy Corp~$93.8MCut · 0.4% → 0.2%−694,935 shares
- Salesforce~$90.2MCut · 0.3% → 0.1%−332,930 shares
Holdings
As of Sep 30, 2024. Changes are in shares against Jun 30, 2024, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| NvidiaCOM · shares +4.6% · price −2.7% | 2.7% | $1.96B | −$52.4M | ||||||||
| AppleCOM · shares −1.2% · price +9.6% | 2.6% | $1.87B | +$164.9M | ||||||||
| MicrosoftCOM · shares +4.9% · price −4.6% | 2.4% | $1.73B | −$79.9M | ||||||||
| AmazonCOM · shares −4.7% · price −3.6% | 1.3% | $927.7M | −$34.5M | ||||||||
| MetaCL A · shares −6.3% · price +12.5% | 1.2% | $855.2M | +$95.1M | ||||||||
| Ge AerospaceCOM NEW · shares +11% · price +16.2% | 0.84% | $606.4M | +$76.1M | ||||||||
| Eli LillyCOM · shares +43% · price −3.5% | 0.82% | $591.8M | −$15.2M | ||||||||
| AlphabetCAP STK CL A · shares −23% · price −9.6% | 0.80% | $582.5M | −$61.5M | ||||||||
| BroadcomCOM · shares −1.2% · price +17.1% | 0.77% | $558.9M | +$81.6M | ||||||||
| Johnson & JohnsonCOM · shares −5.7% · price +10.6% | 0.70% | $509.9M | +$48.7M | ||||||||
| ZoomCL A · shares +25% · price +18.5% | 0.69% | $499.7M | +$62.5M | ||||||||
| The Cigna GroupCOM · shares −8.6% · price +4.8% | 0.67% | $488.8M | +$22.2M | ||||||||
| AT&TCOM · shares +2.1% · price +15.2% | 0.67% | $487.6M | +$62.9M | ||||||||
| Progressive CorpCOM · shares +91% · price +20.6% | 0.66% | $475.7M | +$42.6M | ||||||||
| AlphabetCAP STK CL C · shares +0.9% · price −8.8% | 0.64% | $464.6M | −$44.7M | ||||||||
| Cme Group IncCOM · shares +57% · price +12.0% | 0.58% | $421.7M | +$28.9M | ||||||||
| Mckesson CorpCOM · shares −1.5% · price −16.4% | 0.57% | $412.7M | −$80.7M | ||||||||
| Comcast Corp NewCL A · shares +12% · price +7.1% | 0.56% | $407.5M | +$24.0M | ||||||||
| Centene Corp DelCOM · shares +22% · price +12.2% | 0.56% | $403.2M | +$36.0M | ||||||||
| Booking Holdings IncCOM · shares +3.9% · price +6.2% | 0.52% | $375.9M | +$21.1M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares +1.3% · price +13.1% | 0.50% | $361.9M | +$41.5M | ||||||||
| Walmart IncCOM · shares +3.6% · price +18.6% | 0.48% | $348.5M | +$52.8M | ||||||||
| United Therapeutics Corp DelCOM · shares +34% · price +12.5% | 0.48% | $346.8M | +$28.6M | ||||||||
| 3m CoCOM · shares −0.03% · price +33.8% | 0.48% | $345.9M | +$87.3M | ||||||||
| Merck & Co IncCOM · shares +37% · price −8.3% | 0.47% | $343.3M | −$22.7M | ||||||||
| Total · 2,751 positions | 100% | $72.44B | +$3.63B |
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 Q2 2024 to Q3 2024: 2,417 stocks held throughout, up $3.63B (+6.4%).
- Apple+$164.9M+10%
- Meta+$95.1M+13%
- 3m Co+$87.3M+34%
- Broadcom11:1 split+$81.6M+17%
- Ge Aerospace+$76.1M+16%
- Cintas Corp−$49.2M−71%
- Nvidia−$52.4M−3%
- Alphabet−$61.5M−10%
- Microsoft−$79.9M−5%
- Mckesson Corp−$80.7M−16%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 11 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 ↗ |