13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2020. See the latest, Q2 2026 →
Reported value
$56.41B
−4.7% on the quarter before
Positions
2,176
166 new · 160 sold out
Top 10
19.2%
of the value
Est. gain
+$4.83B
on stocks held all quarter
Est. return
+10.1%
on those stocks since Q3 2020
Positions as of Dec 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, 30% of the reported value, each sized by its share, colored by what the fund did with it since Q3 2020. Striped tiles are options.
Largest buys
Since Q3 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.
- Peloton Interactive Inc~$121.9MNew · 0.0% → 0.2%+803,242 shares
- Fedex Corp~$112.3MAdded · 0.1% → 0.3%+434,046 shares
- Zoom~$97.1MAdded · 0.2% → 0.3%+287,870 shares
- Infosys Ltd~$87.2MAdded · 0.2% → 0.4%+5,147,410 shares
- Cummins~$77.1MAdded · 0.2% → 0.4%+342,768 shares
- Newmont Corp~$76.2MAdded · 0.3% → 0.4%+1,280,437 shares
- Walmart Inc~$74.2MAdded · 0.7% → 0.9%+518,104 shares
- Trane Technologies Plc~$72.9MAdded · 0.1% → 0.2%+503,837 shares
- Knight-Swift Transn Hldgs In~$71.0MAdded · 0.0% → 0.2%+1,697,962 shares
- Viatris Inc~$70.6MNew · 0.0% → 0.1%+3,868,524 shares
Largest sells
Since Q3 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.
- Ishares Tr~$290.7MSold out · 0.5% → 0.0%−864,962 shares
- Biogen Inc~$289.4MCut · 1.1% → 0.4%−1,199,563 shares
- Apple~$287.8MCut · 3.6% → 3.9%−2,169,287 shares
- Microsoft~$247.1MCut · 3.2% → 3.2%−1,115,410 shares
- Alexion Pharmaceuticals Inc~$233.2MCut · 0.4% → 0.1%−1,506,184 shares
- Invesco Qqq TrCALL~$231.5MSold out · 0.4% → 0.0%−833,300 underlying
- Invesco Qqq TrPUT~$231.5MSold out · 0.4% → 0.0%−833,300 underlying
- Amazon~$195.2MCut · 2.8% → 2.7%−59,940 shares
- Vanguard Tax-Managed Intl Fd~$182.7MCut · 0.3% → 0.0%−3,870,720 shares
- Meta~$174.0MCut · 1.9% → 1.7%−636,900 shares
Holdings
As of Dec 31, 2020. Changes are in shares against Sep 30, 2020, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −12% · price +14.6% | 3.9% | $2.19B | +$278.9M | ||||||||
| MicrosoftCOM · shares −12% · price +6.3% | 3.2% | $1.79B | +$106.2M | ||||||||
| AmazonCOM · shares −11% · price +3.4% | 2.7% | $1.54B | +$51.2M | ||||||||
| MetaCL A · shares −15% · price +4.3% | 1.7% | $974.4M | +$40.2M | ||||||||
| AlphabetCAP STK CL A · shares −14% · price +19.2% | 1.5% | $827.9M | +$133.3M | ||||||||
| AlibabaSPONSORED ADS · shares −4.7% · price −20.8% | 1.4% | $814.8M | −$214.4M | ||||||||
| TSMCSPONSORED ADS · shares −7.9% · price +34.5% | 1.4% | $782.4M | +$200.7M | ||||||||
| Procter And Gamble CoCOM · shares +0.03% · price −0.1% | 1.2% | $674.4M | −$391,423 | ||||||||
| Johnson & JohnsonCOM · shares −10% · price +6.2% | 1.2% | $671.8M | +$39.0M | ||||||||
| IntelCOM · shares −12% · price −5.6% | 1.0% | $571.4M | −$33.9M | ||||||||
| Merck & Co. IncCOM · shares −3.4% · price −1.8% | 0.97% | $546.6M | −$10.0M | ||||||||
| Target CorpCOM · shares −8.6% · price +11.1% | 0.96% | $539.5M | +$53.8M | ||||||||
| Home Depot IncCOM · shares −5.4% · price −3.6% | 0.85% | $482.2M | −$18.0M | ||||||||
| Walmart IncCOM · shares +18% · price +3.6% | 0.85% | $479.8M | +$14.0M | ||||||||
| AlphabetCAP STK CL C · shares −10% · price +19.2% | 0.84% | $474.8M | +$76.5M | ||||||||
| Texas InstrumentsCOM · shares +6.2% · price +13.8% | 0.80% | $453.5M | +$51.7M | ||||||||
| Pepsico IncCOM · shares −8.4% · price +6.4% | 0.69% | $390.5M | +$23.4M | ||||||||
| AdobeCOM · shares −6.6% · price +1.8% | 0.68% | $386.0M | +$6.8M | ||||||||
| NvidiaCOM · shares −3.1% · price −3.1% | 0.67% | $379.4M | −$12.3M | ||||||||
| MastercardCL A · shares −6.7% · price +5.6% | 0.67% | $375.2M | +$19.7M | ||||||||
| Thermo Fisher Scientific IncCOM · shares +19% · price +5.1% | 0.66% | $369.6M | +$15.2M | ||||||||
| Best Buy IncCOM · shares −10% · price −9.5% | 0.64% | $358.6M | −$37.6M | ||||||||
| Allstate CorpCOM · shares −24% · price +15.5% | 0.62% | $350.0M | +$47.1M | ||||||||
| Accenture Plc IrelandSHS CLASS A · shares −1.1% · price +14.5% | 0.59% | $332.5M | +$42.0M | ||||||||
| CiscoCOM · shares −1.7% · price +12.3% | 0.58% | $329.7M | +$36.2M | ||||||||
| Total · 2,176 positions | 100% | $56.41B | +$4.83B |
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 Q3 2020 to Q4 2020: 2,010 stocks held throughout, up $4.83B (+10.1%).
- Apple+$278.9M+15%
- TSMC+$200.7M+35%
- Alphabet+$133.3M+19%
- Microsoft+$106.2M+6%
- Tesla+$96.7M+62%
- Best Buy Inc−$37.6M−9%
- Zoom−$38.3M−28%
- Biogen Inc−$42.7M−15%
- Synnex Corp−$58.1M−42%
- Alibaba−$214.4M−21%
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 ↗ |