13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2021. See the latest, Q2 2026 →
Reported value
$53.94B
−6.7% on the quarter before
Positions
2,234
193 new · 172 sold out
Top 10
17.4%
of the value
Est. gain
−$536.2M
on stocks held all quarter
Est. return
−1.1%
on those stocks since Q2 2021
Positions as of Sep 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 Q2 2021. Striped tiles are options.
Largest buys
Since Q2 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.
- Capital One Finl Corp~$128.1MAdded · 0.2% → 0.5%+791,038 shares
- Eog Res Inc~$123.3MAdded · 0.0% → 0.3%+1,535,793 shares
- Bath & Body Works Inc~$78.9MNew · 0.0% → 0.1%+1,251,153 shares
- Trane Technologies Plc~$73.1MAdded · 0.2% → 0.4%+423,193 shares
- Deere & Co~$69.2MAdded · 0.2% → 0.3%+206,415 shares
- Conocophillips~$69.0MAdded · 0.0% → 0.1%+1,018,550 shares
- Quest Diagnostics Inc~$65.5MAdded · 0.1% → 0.2%+451,088 shares
- Automatic Data Processing~$64.4MAdded · 0.1% → 0.2%+321,934 shares
- Laboratory Corp Amer Hldgs~$62.6MAdded · 0.1% → 0.2%+222,449 shares
- Qualcomm~$56.3MAdded · 0.2% → 0.3%+436,545 shares
Largest sells
Since Q2 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.
- Alibaba~$763.4MSold out · 1.3% → 0.0%−3,366,322 shares
- Amazon~$174.6MCut · 2.1% → 1.8%−53,154 shares
- Apple~$164.1MCut · 3.4% → 3.5%−1,159,773 shares
- Oracle~$159.7MCut · 0.6% → 0.4%−1,832,701 shares
- Kroger Co~$150.1MCut · 0.5% → 0.2%−3,713,024 shares
- Jd.Com Inc~$126.8MSold out · 0.2% → 0.0%−1,589,269 shares
- Lowes Cos Inc~$113.6MCut · 0.5% → 0.3%−559,903 shares
- Tesla~$110.3MCut · 0.5% → 0.4%−142,226 shares
- Meta~$97.9MCut · 1.7% → 1.6%−288,453 shares
- Microsoft~$97.4MCut · 3.0% → 3.2%−345,395 shares
Holdings
As of Sep 30, 2021. Changes are in shares against Jun 30, 2021, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −8.0% · price +3.9% | 3.5% | $1.90B | +$71.1M | ||||||||
| MicrosoftCOM · shares −5.4% · price +4.3% | 3.2% | $1.71B | +$71.1M | ||||||||
| AmazonCOM · shares −15% · price −4.5% | 1.8% | $967.7M | −$45.7M | ||||||||
| AlphabetCAP STK CL A · shares −5.6% · price +9.8% | 1.8% | $955.4M | +$85.1M | ||||||||
| MetaCL A · shares −10.0% · price −2.4% | 1.6% | $881.7M | −$21.6M | ||||||||
| TSMCSPONSORED ADS · shares −0.05% · price −7.1% | 1.4% | $760.0M | −$57.9M | ||||||||
| Thermo Fisher Scientific IncCOM · shares +4.6% · price +13.3% | 1.2% | $636.3M | +$71.2M | ||||||||
| AlphabetCAP STK CL C · shares −6.2% · price +6.3% | 1.0% | $559.1M | +$33.4M | ||||||||
| Procter And Gamble CoCOM · shares −5.9% · price +3.8% | 0.97% | $524.1M | +$19.2M | ||||||||
| Johnson & JohnsonCOM · shares −2.2% · price −1.5% | 0.91% | $491.9M | −$7.5M | ||||||||
| Target CorpCOM · shares −12% · price −5.4% | 0.87% | $471.3M | −$26.7M | ||||||||
| Texas InstrumentsCOM · shares −7.3% · price +0.1% | 0.81% | $436.8M | +$635,995 | ||||||||
| Jpmorgan Chase & CoCOM · shares −0.2% · price +5.6% | 0.79% | $426.5M | +$22.8M | ||||||||
| Walmart IncCOM · shares −6.2% · price −1.2% | 0.77% | $416.7M | −$4.9M | ||||||||
| IntelCOM · shares −8.4% · price −4.2% | 0.74% | $401.1M | −$17.5M | ||||||||
| CiscoCOM · shares −6.0% · price +3.3% | 0.74% | $398.1M | +$12.8M | ||||||||
| Allstate CorpCOM · shares −0.4% · price −1.8% | 0.70% | $377.1M | −$6.8M | ||||||||
| Accenture Plc IrelandSHS CLASS A · shares +0.9% · price +8.5% | 0.69% | $372.1M | +$29.0M | ||||||||
| Merck & Co IncCOM · shares −1.2% · price −2.9% | 0.68% | $364.2M | −$10.8M | ||||||||
| Unitedhealth Group IncCOM · shares +8.8% · price −1.8% | 0.63% | $342.3M | −$5.8M | ||||||||
| Home Depot IncCOM · shares −7.9% · price +2.9% | 0.63% | $342.1M | +$9.8M | ||||||||
| Anthem IncCOM · shares +19% · price −2.1% | 0.58% | $315.4M | −$5.6M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −2.1% · price −1.8% | 0.56% | $300.4M | −$5.5M | ||||||||
| Costco Whsl Corp NewCOM · shares −9.7% · price +13.6% | 0.55% | $295.8M | +$35.3M | ||||||||
| NvidiaCOM · shares −23% · price +3.6% | 0.54% | $293.8M | +$10.3M | ||||||||
| Total · 2,234 positions | 100% | $53.94B | −$536.2M |
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 2021 to Q3 2021: 2,041 stocks held throughout, down $536.2M (−1.1%).
- Alphabet+$85.1M+10%
- Thermo Fisher Scientific Inc+$71.2M+13%
- Apple+$71.1M+4%
- Microsoft+$71.1M+4%
- Moderna Inc+$63.3M+62%
- Amgen Inc−$35.2M−12%
- Nio Inc−$41.3M−33%
- Amazon−$45.7M−5%
- TSMC−$57.9M−7%
- Vale S A−$102.3M−39%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 5 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 ↗ |