13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2021. See the latest, Q2 2026 →
Reported value
$57.80B
−5.5% on the quarter before
Positions
2,213
184 new · 148 sold out
Top 10
17.4%
of the value
Est. gain
+$3.25B
on stocks held all quarter
Est. return
+6.4%
on those stocks since Q1 2021
Positions as of Jun 30, 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, 27% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2021. Striped tiles are options.
Largest buys
Since Q1 2021, 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.
- Jpmorgan Chase & Co~$119.0MAdded · 0.5% → 0.7%+767,886 shares
- Goldman Sachs~$110.9MAdded · 0.1% → 0.3%+296,428 shares
- Carrier Global~$87.4MAdded · 0.1% → 0.3%+1,802,894 shares
- Markel Corp~$79.1MAdded · 0.0% → 0.2%+66,622 shares
- Chubb Limited~$74.2MAdded · 0.1% → 0.2%+468,358 shares
- Travelers Companies Inc~$62.2MAdded · 0.2% → 0.4%+415,506 shares
- Deere & Co~$48.3MAdded · 0.1% → 0.2%+137,519 shares
- Lennar Corp~$45.5MAdded · 0.1% → 0.2%+457,922 shares
- Generac~$42.8MAdded · 0.0% → 0.1%+104,139 shares
- Progressive Corp~$42.5MAdded · 0.2% → 0.3%+433,020 shares
Largest sells
Since Q1 2021, 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.
- Amazon~$351.0MCut · 2.3% → 2.1%−102,039 shares
- Meta~$315.1MCut · 1.8% → 1.7%−906,302 shares
- Microsoft~$307.9MCut · 2.9% → 3.0%−1,139,605 shares
- Target Corp~$228.9MCut · 1.1% → 1.0%−946,700 shares
- Apple~$211.4MCut · 3.2% → 3.4%−1,552,367 shares
- Intel~$187.5MCut · 1.2% → 0.8%−3,371,468 shares
- Nvidia~$182.2MCut · 0.6% → 0.6%−227,832 shares
- Biogen Inc~$176.4MCut · 0.5% → 0.3%−510,943 shares
- Johnson & Johnson~$161.9MCut · 1.1% → 0.9%−987,489 shares
- Alphabet~$159.8MCut · 1.5% → 1.6%−65,605 shares
Holdings
As of Jun 30, 2021. Changes are in shares against Mar 31, 2021, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −9.6% · price +11.5% | 3.4% | $1.98B | +$204.4M | ||||||||
| MicrosoftCOM · shares −15% · price +15.6% | 3.0% | $1.73B | +$233.3M | ||||||||
| AmazonCOM · shares −23% · price +11.7% | 2.1% | $1.20B | +$124.9M | ||||||||
| MetaCL A · shares −24% · price +19.2% | 1.7% | $1.00B | +$161.9M | ||||||||
| AlphabetCAP STK CL A · shares −15% · price +18.3% | 1.6% | $921.8M | +$142.3M | ||||||||
| TSMCSPONSORED ADS · shares −1.7% · price +1.6% | 1.4% | $818.4M | +$12.8M | ||||||||
| AlibabaSPONSORED ADS · shares −2.0% · price +0.0% | 1.3% | $763.4M | +$168,253 | ||||||||
| Target CorpCOM · shares −29% · price +22.0% | 0.98% | $563.9M | +$101.9M | ||||||||
| AlphabetCAP STK CL C · shares −15% · price +21.2% | 0.97% | $560.4M | +$97.9M | ||||||||
| Thermo Fisher Scientific IncCOM · shares −3.5% · price +10.8% | 0.93% | $537.0M | +$52.4M | ||||||||
| Procter And Gamble CoCOM · shares −11% · price −0.5% | 0.93% | $536.8M | −$2.9M | ||||||||
| Johnson & JohnsonCOM · shares −24% · price +0.1% | 0.88% | $510.7M | +$717,491 | ||||||||
| Texas InstrumentsCOM · shares −14% · price +1.8% | 0.81% | $470.5M | +$8.4M | ||||||||
| IntelCOM · shares −29% · price −12.9% | 0.79% | $457.1M | −$68.0M | ||||||||
| Walmart IncCOM · shares −15% · price +3.8% | 0.78% | $449.2M | +$16.5M | ||||||||
| CiscoCOM · shares −23% · price +1.9% | 0.71% | $409.9M | +$7.5M | ||||||||
| Jpmorgan Chase & CoCOM · shares +42% · price +1.8% | 0.70% | $404.7M | +$5.0M | ||||||||
| Allstate CorpCOM · shares −14% · price +12.8% | 0.67% | $385.5M | +$43.8M | ||||||||
| Merck & Co IncCOM · shares −24% · price +0.9% | 0.66% | $379.8M | +$3.4M | ||||||||
| NvidiaCOM · shares −33% · price +50.7% | 0.63% | $366.7M | +$123.4M | ||||||||
| Home Depot IncCOM · shares −23% · price +4.5% | 0.62% | $360.9M | +$15.4M | ||||||||
| OracleCOM · shares −7.0% · price +10.8% | 0.59% | $340.2M | +$33.2M | ||||||||
| Accenture Plc IrelandSHS CLASS A · shares −10% · price +6.7% | 0.59% | $339.8M | +$21.4M | ||||||||
| AdobeCOM · shares −22% · price +23.2% | 0.57% | $330.1M | +$62.2M | ||||||||
| Unitedhealth Group IncCOM · shares +1.2% · price +6.9% | 0.55% | $320.4M | +$20.6M | ||||||||
| Total · 2,213 positions | 100% | $57.80B | +$3.25B |
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 Q1 2021 to Q2 2021: 2,029 stocks held throughout, up $3.25B (+6.4%).
- Microsoft+$233.3M+16%
- Apple+$204.4M+11%
- Meta+$161.9M+19%
- Alphabet+$142.3M+18%
- Amazon+$124.9M+12%
- New Oriental Ed & Technology−$17.2M−42%
- Csx Corp−$18.0M−67%
- Anglogold Ashanti Limited−$18.8M−15%
- Tal Education Group−$21.0M−53%
- Intel−$68.0M−13%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 3 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 ↗ |