13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2022. See the latest, Q2 2026 →
Reported value
$52.69B
−4.5% on the quarter before
Positions
2,208
190 new · 170 sold out
Top 10
16.3%
of the value
Est. gain
−$2.28B
on stocks held all quarter
Est. return
−4.7%
on those stocks since Q4 2021
Positions as of Mar 31, 2022, 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, 25% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2021. Striped tiles are options.
Largest buys
Since Q4 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.
- Meta~$210.9MAdded · 1.2% → 1.2%+948,289 shares
- Pfizer Inc~$199.7MAdded · 0.7% → 1.1%+3,857,765 shares
- Moderna Inc~$146.0MAdded · 0.2% → 0.4%+847,320 shares
- Gilead Sciences Inc~$88.1MAdded · 0.2% → 0.3%+1,482,141 shares
- EPAM Systems~$79.9MAdded · 0.1% → 0.2%+269,455 shares
- Nucor Corp~$68.4MAdded · 0.1% → 0.3%+460,380 shares
- DocuSign~$58.5MAdded · 0.0% → 0.1%+545,687 shares
- Western Digital~$58.3MAdded · 0.1% → 0.2%+1,174,354 shares
- onsemi~$57.9MAdded · 0.0% → 0.1%+924,493 shares
- Cf Inds Hldgs Inc~$56.4MAdded · 0.1% → 0.2%+547,286 shares
Largest sells
Since Q4 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.
- Thermo Fisher Scientific Inc~$139.1MCut · 1.1% → 0.8%−235,464 shares
- Target Corp~$135.0MCut · 0.5% → 0.3%−635,936 shares
- Costco Whsl Corp New~$122.0MCut · 0.6% → 0.4%−211,837 shares
- Anglogold Ashanti Limited~$122.0MCut · 0.2% → 0.0%−5,148,997 shares
- Microsoft~$113.8MCut · 3.5% → 3.2%−369,133 shares
- Amazon~$93.4MCut · 1.6% → 1.4%−28,642 shares
- Apple~$88.4MCut · 3.5% → 3.5%−506,234 shares
- Travelers Companies Inc~$79.6MCut · 0.4% → 0.4%−435,760 shares
- Tesla~$73.8MCut · 0.8% → 0.7%−68,444 shares
- Mosaic Co New~$72.1MCut · 0.1% → 0.1%−1,084,222 shares
Holdings
As of Mar 31, 2022. Changes are in shares against Dec 31, 2021, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −4.6% · price −1.7% | 3.5% | $1.83B | −$31.1M | ||||||||
| MicrosoftCOM · shares −6.4% · price −8.3% | 3.2% | $1.68B | −$152.5M | ||||||||
| AlphabetCAP STK CL A · shares −4.2% · price −4.0% | 1.6% | $867.4M | −$36.1M | ||||||||
| AmazonCOM · shares −11% · price −2.2% | 1.4% | $763.1M | −$17.4M | ||||||||
| TSMCSPONSORED ADS · shares +5.9% · price −13.3% | 1.4% | $727.3M | −$105.7M | ||||||||
| MetaCL A · shares +47% · price −33.9% | 1.2% | $658.1M | −$229.3M | ||||||||
| Pfizer IncCOM · shares +56% · price −12.3% | 1.1% | $554.1M | −$49.8M | ||||||||
| Johnson & JohnsonCOM · shares −0.2% · price +3.6% | 1.0% | $528.1M | +$18.4M | ||||||||
| AlphabetCAP STK CL C · shares −5.5% · price −3.5% | 0.95% | $499.0M | −$18.0M | ||||||||
| Procter And Gamble CoCOM · shares −5.5% · price −6.0% | 0.88% | $461.2M | −$29.6M | ||||||||
| Thermo Fisher Scientific IncCOM · shares −25% · price −11.5% | 0.80% | $419.8M | −$54.4M | ||||||||
| Unitedhealth Group IncCOM · shares −4.7% · price +1.6% | 0.77% | $403.7M | +$6.2M | ||||||||
| Allstate CorpCOM · shares −14% · price +17.7% | 0.72% | $380.8M | +$57.4M | ||||||||
| Regeneron PharmaceuticalsCOM · shares +13% · price +10.6% | 0.67% | $355.3M | +$30.1M | ||||||||
| TeslaCOM · shares −17% · price +2.0% | 0.67% | $354.1M | +$6.8M | ||||||||
| NvidiaCOM · shares −11% · price −7.2% | 0.66% | $345.2M | −$26.9M | ||||||||
| Walmart IncCOM · shares −8.3% · price +4.2% | 0.65% | $342.2M | +$13.7M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −3.3% · price +18.0% | 0.64% | $335.8M | +$51.3M | ||||||||
| CiscoCOM · shares −14% · price −12.0% | 0.63% | $331.6M | −$45.2M | ||||||||
| Texas InstrumentsCOM · shares −9.3% · price −2.6% | 0.62% | $326.1M | −$8.9M | ||||||||
| Pepsico IncCOM · shares +5.5% · price −2.8% | 0.62% | $325.6M | −$8.9M | ||||||||
| Jpmorgan Chase & CoCOM · shares −5.3% · price −13.9% | 0.60% | $317.0M | −$51.2M | ||||||||
| Merck & Co IncCOM · shares −7.1% · price +7.1% | 0.56% | $295.9M | +$19.5M | ||||||||
| Abbvie IncCOM · shares −11% · price +19.7% | 0.55% | $291.5M | +$48.0M | ||||||||
| Accenture Plc IrelandSHS CLASS A · shares −15% · price −18.3% | 0.54% | $282.1M | −$63.3M | ||||||||
| Total · 2,208 positions | 100% | $52.69B | −$2.28B |
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 2021 to Q1 2022: 2,017 stocks held throughout, down $2.28B (−4.7%).
- Eog Res Inc+$68.9M+34%
- Exxon Mobil Corp+$62.0M+35%
- Conocophillips+$59.9M+39%
- Allstate Corp+$57.4M+18%
- Chevron Corp New+$55.8M+39%
- Accenture Plc Ireland−$63.3M−18%
- Home Depot Inc−$104.7M−27%
- TSMC−$105.7M−13%
- Microsoft−$152.5M−8%
- Meta−$229.3M−34%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 14 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 ↗ |