13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2021. See the latest, Q2 2026 →
Reported value
$61.14B
+8.4% on the quarter before
Positions
2,177
163 new · 162 sold out
Top 10
17.7%
of the value
Est. gain
+$3.73B
on stocks held all quarter
Est. return
+7.3%
on those stocks since Q4 2020
Positions as of Mar 31, 2021, 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, 28% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2020. Striped tiles are options.
Largest buys
Since Q4 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.
- Thermo Fisher Scientific Inc~$137.7MAdded · 0.7% → 0.8%+302,402 shares
- Cisco~$135.4MAdded · 0.6% → 0.9%+2,617,922 shares
- Moderna Inc~$104.4MAdded · 0.0% → 0.2%+825,570 shares
- Jpmorgan Chase & Co~$100.9MAdded · 0.3% → 0.5%+663,035 shares
- Fedex Corp~$95.0MAdded · 0.3% → 0.4%+334,501 shares
- Abbott Labs~$76.5MAdded · 0.3% → 0.5%+638,726 shares
- AT&T~$75.1MAdded · 0.1% → 0.3%+2,481,322 shares
- Vertex Pharmaceuticals Inc~$75.1MAdded · 0.2% → 0.3%+350,146 shares
- Harmony Gold Mining Co Ltd~$74.7MAdded · 0.0% → 0.1%+17,127,516 shares
- Lockheed Martin Corp~$72.4MAdded · 0.1% → 0.2%+195,869 shares
Largest sells
Since Q4 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~$124.6MCut · 3.2% → 2.9%−532,973 shares
- Home Depot Inc~$106.0MCut · 0.9% → 0.7%−347,154 shares
- Mastercard~$103.0MCut · 0.7% → 0.4%−289,397 shares
- Johnson Ctls Intl Plc~$75.0MCut · 0.2% → 0.2%−1,256,749 shares
- Amazon~$72.0MCut · 2.7% → 2.3%−23,382 shares
- Eli Lilly~$68.5MCut · 0.4% → 0.3%−369,380 shares
- Booking Holdings Inc~$67.1MCut · 0.3% → 0.2%−28,821 shares
- Peoples United Financial Inc~$67.1MCut · 0.1% → 0.0%−3,761,027 shares
- Quanta Services~$65.7MCut · 0.1% → 0.1%−748,461 shares
- Applied Materials~$65.1MCut · 0.4% → 0.4%−493,210 shares
Holdings
As of Mar 31, 2021. Changes are in shares against Dec 31, 2020, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −2.2% · price −7.9% | 3.2% | $1.97B | −$169.8M | ||||||||
| MicrosoftCOM · shares −6.6% · price +5.5% | 2.9% | $1.76B | +$92.5M | ||||||||
| AmazonCOM · shares −4.9% · price −5.4% | 2.3% | $1.39B | −$79.1M | ||||||||
| MetaCL A · shares +6.3% · price +6.8% | 1.8% | $1.11B | +$65.9M | ||||||||
| AlphabetCAP STK CL A · shares −6.3% · price +17.9% | 1.5% | $914.5M | +$138.8M | ||||||||
| TSMCSPONSORED ADS · shares −3.5% · price +8.5% | 1.3% | $819.1M | +$64.0M | ||||||||
| AlibabaSPONSORED ADS · shares −1.9% · price −2.6% | 1.3% | $778.5M | −$20.6M | ||||||||
| IntelCOM · shares −0.8% · price +30.7% | 1.2% | $740.4M | +$173.9M | ||||||||
| Johnson & JohnsonCOM · shares −4.7% · price +4.9% | 1.1% | $671.7M | +$31.1M | ||||||||
| Target CorpCOM · shares +6.3% · price +13.3% | 1.1% | $649.5M | +$71.7M | ||||||||
| Procter And Gamble CoCOM · shares −8.5% · price −1.9% | 0.99% | $605.0M | −$12.0M | ||||||||
| AlphabetCAP STK CL C · shares −2.6% · price +18.1% | 0.89% | $546.1M | +$83.6M | ||||||||
| Texas InstrumentsCOM · shares +2.0% · price +16.0% | 0.88% | $536.6M | +$72.7M | ||||||||
| CiscoCOM · shares +35% · price +16.9% | 0.85% | $520.7M | +$55.6M | ||||||||
| Walmart IncCOM · shares +12% · price −5.2% | 0.84% | $511.0M | −$24.8M | ||||||||
| Thermo Fisher Scientific IncCOM · shares +38% · price −1.4% | 0.82% | $502.1M | −$5.1M | ||||||||
| Merck & Co. IncCOM · shares −4.6% · price −5.0% | 0.81% | $495.1M | −$26.0M | ||||||||
| Home Depot IncCOM · shares −19% · price +15.3% | 0.74% | $450.2M | +$59.9M | ||||||||
| Best Buy IncCOM · shares −1.1% · price +14.9% | 0.67% | $407.5M | +$53.0M | ||||||||
| Allstate CorpCOM · shares +7.2% · price +6.0% | 0.65% | $397.5M | +$21.0M | ||||||||
| NvidiaCOM · shares −5.6% · price +1.7% | 0.60% | $364.2M | +$6.1M | ||||||||
| Accenture Plc IrelandSHS CLASS A · shares −0.3% · price +6.8% | 0.58% | $354.0M | +$22.5M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −2.4% · price +10.2% | 0.57% | $350.3M | +$32.4M | ||||||||
| Pepsico IncCOM · shares −8.3% · price −4.0% | 0.56% | $343.9M | −$14.2M | ||||||||
| AdobeCOM · shares −6.7% · price −4.8% | 0.56% | $342.9M | −$17.3M | ||||||||
| Total · 2,177 positions | 100% | $61.14B | +$3.73B |
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 Q4 2020 to Q1 2021: 2,014 stocks held throughout, up $3.73B (+7.3%).
- Intel+$173.9M+31%
- Alphabet+$138.8M+18%
- Microsoft+$92.5M+6%
- Applied Materials+$86.0M+54%
- Alphabet+$83.6M+18%
- Merck & Co. Inc−$26.0M−5%
- PDD Holdings−$30.7M−25%
- Peloton Interactive Inc−$32.5M−27%
- Amazon−$79.1M−5%
- Apple−$169.8M−8%
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 ↗ |