13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2022. See the latest, Q2 2026 →
Reported value
$44.25B
−16% on the quarter before
Positions
2,173
158 new · 193 sold out
Top 10
14.0%
of the value
Est. gain
−$6.70B
on stocks held all quarter
Est. return
−15.1%
on those stocks since Q1 2022
Positions as of Jun 30, 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, 24% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2022. Striped tiles are options.
Largest buys
Since Q1 2022, 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.
- Gilead Sciences Inc~$208.5MAdded · 0.3% → 0.8%+3,383,767 shares
- Cvs Health Corp~$185.3MAdded · 0.3% → 0.7%+2,000,311 shares
- Tyson Foods Inc~$130.1MAdded · 0.3% → 0.6%+1,517,165 shares
- Exxon Mobil Corp~$128.2MAdded · 0.5% → 0.9%+1,497,093 shares
- Citigroup Inc~$110.0MAdded · 0.2% → 0.5%+2,419,202 shares
- Lyondellbasell Industries N~$107.6MAdded · 0.3% → 0.5%+1,243,077 shares
- American Intl Group Inc~$106.7MAdded · 0.1% → 0.4%+2,148,227 shares
- Micron~$94.2MAdded · 0.3% → 0.5%+1,731,289 shares
- Quidelortho Corp~$80.4MNew · 0.0% → 0.2%+828,782 shares
- AT&T~$77.4MAdded · 0.2% → 0.4%+3,706,887 shares
Largest sells
Since Q1 2022, 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~$231.9MCut · 0.8% → 0.3%−434,559 shares
- Microsoft~$191.1MCut · 3.2% → 2.7%−750,479 shares
- Johnson & Johnson~$155.6MCut · 1.0% → 0.8%−882,307 shares
- Allstate Corp~$127.6MCut · 0.7% → 0.5%−1,023,444 shares
- Walmart Inc~$119.6MCut · 0.6% → 0.4%−990,166 shares
- Bio Rad Labs Inc~$108.5MCut · 0.3% → 0.1%−221,115 shares
- Eli Lilly~$107.2MCut · 0.5% → 0.4%−331,785 shares
- Unitedhealth Group Inc~$98.1MCut · 0.8% → 0.7%−191,236 shares
- Infosys Ltd~$93.1MCut · 0.3% → 0.0%−5,027,354 shares
- Apple~$88.5MCut · 3.5% → 3.0%−655,488 shares
Holdings
As of Jun 30, 2022. Changes are in shares against Mar 31, 2022, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −6.2% · price −22.7% | 3.0% | $1.33B | −$390.7M | ||||||||
| MicrosoftCOM · shares −14% · price −17.4% | 2.7% | $1.20B | −$251.6M | ||||||||
| AlphabetCAP STK CL A · shares −7.7% · price −22.5% | 1.4% | $619.8M | −$180.4M | ||||||||
| TSMCSPONSORED ADS · shares −2.3% · price −21.6% | 1.3% | $557.4M | −$153.5M | ||||||||
| Pfizer IncCOM · shares −1.3% · price +1.3% | 1.3% | $553.9M | +$7.0M | ||||||||
| MetaCL A · shares −7.5% · price −28.1% | 0.99% | $437.5M | −$171.4M | ||||||||
| Exxon Mobil CorpCOM · shares +51% · price +3.7% | 0.85% | $377.6M | +$8.9M | ||||||||
| Gilead Sciences IncCOM · shares +125% · price +3.6% | 0.85% | $375.6M | +$5.9M | ||||||||
| Procter And Gamble CoCOM · shares −12% · price −7.1% | 0.85% | $375.6M | −$28.8M | ||||||||
| Merck & Co IncCOM · shares +14% · price +11.1% | 0.85% | $375.2M | +$32.9M | ||||||||
| Johnson & JohnsonCOM · shares −30% · price −0.5% | 0.84% | $369.8M | −$1.9M | ||||||||
| AmazonCOM · shares +0.7% · price −52.4% | 0.83% | $366.0M | −$399.6M | ||||||||
| AlphabetCAP STK CL C · shares −8.1% · price −21.7% | 0.81% | $359.0M | −$99.4M | ||||||||
| Pepsico IncCOM · shares +5.1% · price −0.4% | 0.77% | $340.8M | −$1.4M | ||||||||
| Regeneron PharmaceuticalsCOM · shares +8.2% · price −15.9% | 0.73% | $323.2M | −$56.6M | ||||||||
| Cvs Health CorpCOM · shares +146% · price −8.4% | 0.71% | $312.7M | −$11.7M | ||||||||
| Unitedhealth Group IncCOM · shares −24% · price +0.6% | 0.70% | $307.9M | +$1.8M | ||||||||
| CiscoCOM · shares +16% · price −24.2% | 0.66% | $291.7M | −$80.4M | ||||||||
| Tyson Foods IncCL A · shares +88% · price −3.8% | 0.63% | $278.4M | −$5.8M | ||||||||
| Arrow ElectronicsCOM · shares +8.5% · price −7.9% | 0.61% | $269.6M | −$21.3M | ||||||||
| IntelCOM · shares +33% · price −25.7% | 0.61% | $269.1M | −$69.8M | ||||||||
| Abbvie IncCOM · shares −7.3% · price −6.3% | 0.57% | $253.1M | −$17.0M | ||||||||
| Coca Cola CoCOM · shares +3.0% · price +0.8% | 0.56% | $248.7M | +$1.8M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −8.6% · price −22.6% | 0.54% | $237.4M | −$69.5M | ||||||||
| Eog Res IncCOM · shares −8.7% · price −7.4% | 0.52% | $228.4M | −$18.2M | ||||||||
| Total · 2,173 positions | 100% | $44.25B | −$6.70B |
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 2022 to Q2 2022: 2,014 stocks held throughout, down $6.70B (−15.1%).
- Expedia Group Inc5:1 split+$46.7M+134%
- Merck & Co Inc+$32.9M+11%
- United Therapeutics Corp Del+$21.2M+34%
- Eli Lilly+$19.8M+13%
- PDD Holdings+$14.7M+54%
- Meta−$171.4M−28%
- Alphabet−$180.4M−23%
- Microsoft−$251.6M−17%
- Apple−$390.7M−23%
- Amazon15:1 split−$399.6M−52%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 27 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 ↗ |