13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2022. See the latest, Q2 2026 →
Reported value
$43.89B
+7.0% on the quarter before
Positions
2,192
173 new · 154 sold out
Top 10
13.3%
of the value
Est. gain
+$3.16B
on stocks held all quarter
Est. return
+8.9%
on those stocks since Q3 2022
Positions as of Dec 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, 23% of the reported value, each sized by its share, colored by what the fund did with it since Q3 2022. Striped tiles are options.
Largest buys
Since Q3 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.
- Verizon Communications Inc~$108.1MAdded · 0.3% → 0.5%+2,744,166 shares
- Humana Inc~$107.8MAdded · 0.1% → 0.3%+211,589 shares
- AT&T~$105.3MAdded · 0.5% → 0.8%+5,734,964 shares
- Kroger Co~$94.3MAdded · 0.3% → 0.5%+2,114,418 shares
- 3m Co~$90.8MAdded · 0.3% → 0.5%+761,627 shares
- Cigna Corp New~$75.2MAdded · 0.2% → 0.4%+227,975 shares
- Ally Finl Inc~$70.2MAdded · 0.1% → 0.2%+2,884,833 shares
- Lumen Technologies Inc~$60.0MAdded · 0.0% → 0.1%+11,490,477 shares
- Citigroup Inc~$59.4MAdded · 0.5% → 0.6%+1,319,502 shares
- Western Un Co~$55.1MAdded · 0.1% → 0.2%+4,000,880 shares
Largest sells
Since Q3 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~$148.8MCut · 0.8% → 0.7%−1,743,093 shares
- Jpmorgan Chase & Co~$107.8MCut · 0.4% → 0.3%−810,543 shares
- Merck & Co Inc~$90.2MCut · 0.8% → 0.8%−814,166 shares
- Regeneron Pharmaceuticals~$86.7MCut · 0.7% → 0.5%−121,146 shares
- Apple~$76.8MCut · 3.4% → 2.7%−600,792 shares
- Home Depot Inc~$76.3MCut · 0.4% → 0.3%−241,468 shares
- Conocophillips~$75.7MCut · 0.5% → 0.3%−648,097 shares
- Tesla~$71.2MCut · 0.9% → 0.2%−580,563 shares
- BlackRock~$67.1MCut · 0.1% → 0.0%−95,046 shares
- Eog Res Inc~$62.3MCut · 0.5% → 0.4%−484,072 shares
Holdings
As of Dec 31, 2022. Changes are in shares against Sep 30, 2022, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −6.0% · price −7.5% | 2.7% | $1.20B | −$96.5M | ||||||||
| MicrosoftCOM · shares −3.3% · price +2.2% | 2.5% | $1.09B | +$23.6M | ||||||||
| TSMCSPONSORED ADS · shares +7.7% · price +8.6% | 1.3% | $576.5M | +$42.6M | ||||||||
| Pfizer IncCOM · shares −7.9% · price +16.8% | 1.1% | $502.7M | +$72.1M | ||||||||
| AlphabetCAP STK CL A · shares +4.1% · price −9.0% | 1.1% | $491.5M | −$46.9M | ||||||||
| Exxon Mobil CorpCOM · shares −10% · price +25.1% | 0.97% | $426.3M | +$85.6M | ||||||||
| CiscoCOM · shares +6.0% · price +17.9% | 0.96% | $419.6M | +$60.2M | ||||||||
| Cvs Health CorpCOM · shares +11% · price −2.3% | 0.90% | $396.0M | −$8.4M | ||||||||
| Coca Cola CoCOM · shares +9.4% · price +13.5% | 0.83% | $364.6M | +$39.7M | ||||||||
| MetaCL A · shares +12% · price −12.7% | 0.80% | $349.3M | −$45.4M | ||||||||
| Merck & Co IncCOM · shares −21% · price +28.6% | 0.79% | $344.9M | +$76.8M | ||||||||
| AT&TCOM · shares +46% · price +19.7% | 0.76% | $333.6M | +$37.6M | ||||||||
| Procter And Gamble CoCOM · shares −12% · price +20.0% | 0.75% | $331.2M | +$55.3M | ||||||||
| Johnson & JohnsonCOM · shares −7.6% · price +8.1% | 0.74% | $326.2M | +$24.5M | ||||||||
| Gilead Sciences IncCOM · shares −32% · price +38.4% | 0.73% | $321.8M | +$89.2M | ||||||||
| Unitedhealth Group IncCOM · shares +1.7% · price +4.5% | 0.71% | $313.3M | +$13.3M | ||||||||
| Pepsico IncCOM · shares −15% · price +10.7% | 0.69% | $303.9M | +$29.3M | ||||||||
| AmazonCOM · shares −6.3% · price −26.6% | 0.66% | $290.3M | −$105.0M | ||||||||
| Chevron Corp NewCOM · shares −8.3% · price +24.1% | 0.63% | $277.5M | +$53.8M | ||||||||
| AdobeCOM · shares +20% · price +21.6% | 0.62% | $270.0M | +$40.0M | ||||||||
| Citigroup IncCOM NEW · shares +29% · price +8.0% | 0.60% | $262.6M | +$15.0M | ||||||||
| AlphabetCAP STK CL C · shares −5.2% · price −7.7% | 0.59% | $260.4M | −$21.8M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares −2.2% · price +15.7% | 0.58% | $254.1M | +$34.5M | ||||||||
| Tyson Foods IncCL A · shares −4.1% · price −6.4% | 0.55% | $243.4M | −$16.5M | ||||||||
| Visa Inc.COM CL A · shares +15% · price +16.3% | 0.54% | $238.8M | +$29.2M | ||||||||
| Total · 2,192 positions | 100% | $43.89B | +$3.16B |
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 Q3 2022 to Q4 2022: 2,019 stocks held throughout, up $3.16B (+8.9%).
- Gilead Sciences Inc+$89.2M+38%
- Exxon Mobil Corp+$85.6M+25%
- Merck & Co Inc+$76.8M+29%
- Pfizer Inc+$72.1M+17%
- Cisco+$60.2M+18%
- U Haul Holding Company−$45.5M−88%
- Alphabet−$46.9M−9%
- Apple−$96.5M−7%
- Amazon−$105.0M−27%
- Tesla−$122.5M−54%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 12 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 ↗ |