The Duchess of Sussex, as Markle is now known, wore a Carolina Herrera dress and a hat by Philip Treacy. The Duchess of Cambridge, the former Kate Middleton who is married to Harry's older brother Prince William, wore a dress by Alexander McQueen and a hat by Juliette Botterill.
Harry and William were in military dress uniforms.
The Queen, who wore a sky blue coat and dress by Stuart Parvin and a hat by Angela Kelly, travelled alone in an Ascot Landau. The Queen's husband, 96-year- old Prince Philip, has retired from royal duties.
About 7500 guests joined the monarch at Horse Guards, with prime seats accorded to US Defense Secretary James Mattis and Britain's Defence Secretary, Gavin Williamson.
An Indian-born British Sikh from the Coldstream Guards has become the first soldier to wear a turban in the annual ceremony.
The army said Guardsman Charanpreet Singh Lall, 22, was "upholding Sikh warrior traditions [of] keeping their identity while wearing the queen's uniform."
Lall, from the city of Leicester in the East Midlands, told the BBC he hoped his appearance on Saturday in a specially made protective turban would be seen as a "new change in history" and encourage people from different religious and cultural backgrounds to join the army.
"I'm quite proud and I know that a lot of other people are proud of me as well," he told the broadcaster.
"For myself, being the first turban-wearing Sikh to troop the colour and to be part of the escort, it is a really high honour for myself, and hopefully for everyone else as well," he said.
Lall, who joined the army in 2016, was born in India's Punjab state and moved to Britain as an infant, the BBC said.
Similar protective turbans are already worn by some soldiers, police officers and other service personnel in Britain.
The military precision of the parade unravelled slightly at the end of the day when the former chief of the defence staff, Charles Guthrie, 79, was thrown from his horse. He received medical attention.
AP
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