13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2023. See the latest, Q2 2026 →
Reported value
$45.56B
+3.8% on the quarter before
Positions
2,153
129 new · 168 sold out
Top 10
14.2%
of the value
Est. gain
+$1.41B
on stocks held all quarter
Est. return
+3.7%
on those stocks since Q4 2022
Positions as of Mar 31, 2023, 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 Q4 2022. Striped tiles are options.
Largest buys
Since Q4 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.
- The Cigna Group~$142.8MAdded · 0.4% → 0.6%+560,014 shares
- Walmart Inc~$133.6MAdded · 0.4% → 0.7%+905,851 shares
- American Intl Group Inc~$128.0MAdded · 0.5% → 0.6%+2,557,149 shares
- General Mtrs Co~$101.5MAdded · 0.2% → 0.4%+2,798,617 shares
- Paccar Inc~$98.7MAdded · 0.3% → 0.4%+1,367,427 shares
- Analog Devices~$91.3MAdded · 0.1% → 0.3%+469,770 shares
- Cf Inds Hldgs Inc~$83.6MAdded · 0.4% → 0.5%+1,166,710 shares
- Synchrony Financial~$81.4MAdded · 0.1% → 0.3%+2,872,160 shares
- Humana Inc~$74.3MAdded · 0.3% → 0.5%+153,065 shares
- Biogen Inc~$62.2MAdded · 0.1% → 0.3%+224,668 shares
Largest sells
Since Q4 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.
- Meta~$176.5MCut · 0.8% → 1.0%−843,573 shares
- Wells Fargo Co New~$119.2MCut · 0.4% → 0.1%−3,189,622 shares
- AT&T~$108.1MCut · 0.8% → 0.5%−5,677,729 shares
- Micron~$69.0MCut · 0.2% → 0.1%−1,143,976 shares
- Apple~$68.3MCut · 2.7% → 3.2%−419,592 shares
- Lyondellbasell Industries N~$65.7MCut · 0.5% → 0.4%−708,769 shares
- Expedia Group Inc~$65.1MCut · 0.4% → 0.3%−672,824 shares
- Ally Finl Inc~$57.8MCut · 0.2% → 0.1%−2,306,711 shares
- Regeneron Pharmaceuticals~$56.2MCut · 0.5% → 0.4%−68,381 shares
- Exxon Mobil Corp~$54.4MCut · 1.0% → 0.8%−496,982 shares
Holdings
As of Mar 31, 2023. Changes are in shares against Dec 31, 2022, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −4.5% · price +27.3% | 3.2% | $1.46B | +$311.9M | ||||||||
| MicrosoftCOM · shares −1.5% · price +19.2% | 2.8% | $1.28B | +$207.1M | ||||||||
| TSMCSPONSORED ADS · shares −0.8% · price +24.9% | 1.6% | $714.4M | +$142.3M | ||||||||
| AlphabetCAP STK CL A · shares +0.09% · price +17.1% | 1.3% | $575.9M | +$83.9M | ||||||||
| CiscoCOM · shares +7.5% · price +9.4% | 1.1% | $493.3M | +$39.5M | ||||||||
| MetaCL A · shares −29% · price +76.7% | 0.97% | $440.8M | +$191.4M | ||||||||
| AmazonCOM · shares +6.2% · price +23.6% | 0.84% | $380.9M | +$68.4M | ||||||||
| Pfizer IncCOM · shares −4.6% · price −20.7% | 0.83% | $380.3M | −$99.1M | ||||||||
| Exxon Mobil CorpCOM · shares −13% · price +0.2% | 0.82% | $372.6M | +$578,709 | ||||||||
| Cvs Health CorpCOM · shares +11% · price −20.2% | 0.77% | $349.8M | −$80.2M | ||||||||
| AdobeCOM · shares +12% · price +14.2% | 0.76% | $345.7M | +$38.3M | ||||||||
| Coca Cola CoCOM · shares −3.6% · price −2.5% | 0.75% | $342.8M | −$8.7M | ||||||||
| Walmart IncCOM · shares +68% · price +4.0% | 0.72% | $329.1M | +$7.6M | ||||||||
| Johnson & JohnsonCOM · shares +7.8% · price −12.9% | 0.67% | $306.3M | −$42.1M | ||||||||
| AlphabetCAP STK CL C · shares −1.3% · price +17.2% | 0.66% | $301.2M | +$44.2M | ||||||||
| Merck & Co IncCOM · shares −9.6% · price −4.2% | 0.66% | $298.4M | −$13.2M | ||||||||
| The Cigna GroupCOM · shares +94% · price −22.7% | 0.65% | $294.0M | −$44.3M | ||||||||
| American Intl Group IncCOM NEW · shares +79% · price −20.9% | 0.64% | $290.0M | −$42.7M | ||||||||
| Gilead Sciences IncCOM · shares −6.9% · price −4.2% | 0.63% | $287.1M | −$12.5M | ||||||||
| Procter And Gamble CoCOM · shares −13% · price −2.2% | 0.62% | $281.8M | −$6.4M | ||||||||
| Pepsico IncCOM · shares −10% · price +0.7% | 0.60% | $275.2M | +$1.9M | ||||||||
| Unitedhealth Group IncCOM · shares −8.3% · price −10.5% | 0.56% | $257.2M | −$30.1M | ||||||||
| Kroger CoCOM · shares +1.3% · price +10.4% | 0.55% | $252.7M | +$23.5M | ||||||||
| Citigroup IncCOM NEW · shares −7.0% · price +3.0% | 0.55% | $251.6M | +$7.4M | ||||||||
| IntelCOM · shares +11% · price +23.7% | 0.55% | $251.4M | +$43.3M | ||||||||
| Total · 2,153 positions | 100% | $45.56B | +$1.41B |
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 2022 to Q1 2023: 2,024 stocks held throughout, up $1.41B (+3.7%).
- Apple+$311.9M+27%
- Microsoft+$207.1M+19%
- Meta+$191.4M+77%
- TSMC+$142.3M+25%
- Alphabet+$83.9M+17%
- Johnson & Johnson−$42.1M−13%
- American Intl Group Inc−$42.7M−21%
- The Cigna Group−$44.3M−23%
- Cvs Health Corp−$80.2M−20%
- Pfizer Inc−$99.1M−21%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 8 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 ↗ |