13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2022. See the latest, Q2 2026 →
Reported value
$41.02B
−7.3% on the quarter before
Positions
2,173
239 new · 239 sold out
Top 10
14.3%
of the value
Est. gain
−$2.04B
on stocks held all quarter
Est. return
−5.3%
on those stocks since Q2 2022
Positions as of Sep 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 Q2 2022. Striped tiles are options.
Largest buys
Since Q2 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.
- Valero Energy Corp~$113.3MAdded · 0.1% → 0.4%+1,060,336 shares
- Tesla~$113.2MAdded · 0.5% → 0.9%+426,918 shares
- Chevron Corp New~$84.4MAdded · 0.4% → 0.6%+587,523 shares
- Booking Holdings Inc~$77.4MAdded · 0.1% → 0.3%+47,124 shares
- Lyondellbasell Industries N~$74.6MAdded · 0.5% → 0.6%+990,576 shares
- Mastercard~$73.1MAdded · 0.3% → 0.5%+257,027 shares
- Coca Cola Co~$70.6MAdded · 0.6% → 0.7%+1,260,648 shares
- Marathon Pete Corp~$64.6MAdded · 0.1% → 0.3%+650,355 shares
- AT&T~$63.6MAdded · 0.4% → 0.5%+4,147,354 shares
- Cisco~$59.4MAdded · 0.7% → 0.8%+1,485,459 shares
Largest sells
Since Q2 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.
- Allstate Corp~$109.4MCut · 0.5% → 0.3%−878,298 shares
- Goldman Sachs~$88.6MCut · 0.3% → 0.2%−302,326 shares
- Regeneron Pharmaceuticals~$82.7MCut · 0.7% → 0.7%−120,115 shares
- Moderna Inc~$81.6MCut · 0.4% → 0.2%−690,182 shares
- Lennar Corp~$75.2MCut · 0.3% → 0.2%−1,008,972 shares
- Emerson Electric~$68.8MCut · 0.3% → 0.1%−940,270 shares
- Biogen Inc~$66.9MCut · 0.2% → 0.2%−258,748 shares
- Oracle~$60.2MCut · 0.3% → 0.1%−986,488 shares
- Nucor Corp~$55.5MCut · 0.2% → 0.1%−519,083 shares
- Masimo Corp~$54.7MCut · 0.1% → 0.0%−387,733 shares
Holdings
As of Sep 30, 2022. Changes are in shares against Jun 30, 2022, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares +1.1% · price +2.4% | 3.4% | $1.38B | +$31.9M | ||||||||
| MicrosoftCOM · shares +1.2% · price −8.6% | 2.7% | $1.11B | −$102.3M | ||||||||
| AlphabetCAP STK CL A · shares −0.8% · price −15.6% | 1.3% | $518.9M | −$96.2M | ||||||||
| TSMCSPONSORED ADS · shares +5.4% · price −16.1% | 1.2% | $492.6M | −$89.9M | ||||||||
| Pfizer IncCOM · shares +1.1% · price −16.5% | 1.1% | $467.6M | −$91.6M | ||||||||
| AmazonCOM · shares +5.7% · price +9.1% | 1.0% | $422.0M | +$33.4M | ||||||||
| TeslaCOM · shares +42% · price +18.2% | 0.93% | $381.9M | +$41.3M | ||||||||
| Exxon Mobil CorpCOM · shares −1.3% · price +2.0% | 0.93% | $380.0M | +$7.3M | ||||||||
| Cvs Health CorpCOM · shares +14% · price +2.9% | 0.89% | $365.7M | +$9.1M | ||||||||
| MetaCL A · shares −3.9% · price −15.1% | 0.87% | $357.0M | −$63.4M | ||||||||
| Gilead Sciences IncCOM · shares −9.6% · price +0.1% | 0.83% | $340.1M | +$440,369 | ||||||||
| Merck & Co IncCOM · shares −4.6% · price −5.5% | 0.82% | $338.2M | −$19.8M | ||||||||
| CiscoCOM · shares +22% · price −5.3% | 0.82% | $335.7M | −$15.5M | ||||||||
| Johnson & JohnsonCOM · shares −4.8% · price −7.3% | 0.80% | $326.3M | −$25.9M | ||||||||
| Pepsico IncCOM · shares −3.1% · price −2.0% | 0.79% | $323.6M | −$6.7M | ||||||||
| Procter And Gamble CoCOM · shares −5.7% · price −11.0% | 0.77% | $314.9M | −$39.1M | ||||||||
| AlphabetCAP STK CL C · shares −0.7% · price −16.5% | 0.73% | $297.7M | −$58.8M | ||||||||
| Regeneron PharmaceuticalsCOM · shares −22% · price +17.3% | 0.72% | $296.4M | +$43.8M | ||||||||
| Unitedhealth Group IncCOM · shares −2.8% · price −1.5% | 0.72% | $294.8M | −$4.6M | ||||||||
| Coca Cola CoCOM · shares +32% · price −10.3% | 0.72% | $293.7M | −$25.7M | ||||||||
| Tyson Foods IncCL A · shares +27% · price −23.1% | 0.66% | $271.0M | −$64.4M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares +39% · price −13.0% | 0.65% | $265.3M | −$28.6M | ||||||||
| Chevron Corp NewCOM · shares +53% · price −0.8% | 0.59% | $244.0M | −$1.2M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −3.3% · price −2.2% | 0.55% | $224.6M | −$5.0M | ||||||||
| Arrow ElectronicsCOM · shares −8.8% · price −15.6% | 0.51% | $207.5M | −$38.4M | ||||||||
| Total · 2,173 positions | 100% | $41.02B | −$2.04B |
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 2022 to Q3 2022: 1,934 stocks held throughout, down $2.04B (−5.3%).
- Regeneron Pharmaceuticals+$43.8M+17%
- Tesla3:1 split+$41.3M+18%
- Amazon+$33.4M+9%
- Apple+$31.9M+2%
- Conocophillips+$22.9M+14%
- Intel−$80.8M−30%
- TSMC−$89.9M−16%
- Pfizer Inc−$91.6M−17%
- Alphabet19:1 split−$96.2M−16%
- Microsoft−$102.3M−9%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 16 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 ↗ |