13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2023. See the latest, Q2 2026 →
Reported value
$47.05B
+3.3% on the quarter before
Positions
2,178
185 new · 160 sold out
Top 10
15.3%
of the value
Est. gain
+$2.38B
on stocks held all quarter
Est. return
+6.1%
on those stocks since Q1 2023
Positions as of Jun 30, 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, 24% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2023. Striped tiles are options.
Largest buys
Since Q1 2023, 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.
- Nvidia~$289.4MAdded · 0.3% → 1.0%+688,508 shares
- Mcdonalds Corp~$153.1MAdded · 0.3% → 0.6%+516,684 shares
- Mckesson Corp~$136.6MAdded · 0.2% → 0.6%+322,602 shares
- Oreilly Automotive Inc~$102.3MAdded · 0.2% → 0.4%+107,788 shares
- Booking Holdings Inc~$89.1MAdded · 0.3% → 0.5%+32,988 shares
- Cheniere Energy Inc~$82.0MAdded · 0.0% → 0.2%+537,968 shares
- Walmart Inc~$78.8MAdded · 0.7% → 0.9%+504,683 shares
- Pulte Group Inc~$76.2MAdded · 0.4% → 0.7%+985,917 shares
- Cisco~$73.1MAdded · 1.1% → 1.2%+1,412,158 shares
- Paccar Inc~$71.5MAdded · 0.4% → 0.6%+854,629 shares
Largest sells
Since Q1 2023, 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.
- Intel~$222.0MCut · 0.6% → 0.1%−6,666,000 shares
- NRG Energy~$183.0MCut · 0.4% → 0.0%−4,919,501 shares
- Microsoft~$181.2MCut · 2.8% → 2.9%−532,240 shares
- Pfizer Inc~$144.3MCut · 0.8% → 0.4%−3,977,138 shares
- TSMC~$127.6MCut · 1.6% → 1.4%−1,264,428 shares
- Adobe~$109.7MCut · 0.8% → 0.7%−224,770 shares
- Hasbro Inc~$99.0MCut · 0.2% → 0.0%−1,529,575 shares
- Alphabet~$93.6MCut · 1.3% → 1.2%−782,032 shares
- Lyondellbasell Industries N~$82.0MCut · 0.4% → 0.2%−901,437 shares
- Johnson & Johnson~$78.2MCut · 0.7% → 0.5%−475,185 shares
Holdings
As of Jun 30, 2023. Changes are in shares against Mar 31, 2023, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −0.4% · price +18.3% | 3.6% | $1.71B | +$264.6M | ||||||||
| MicrosoftCOM · shares −12% · price +20.0% | 2.9% | $1.36B | +$226.4M | ||||||||
| TSMCSPONSORED ADS · shares −16% · price +8.5% | 1.4% | $647.5M | +$50.7M | ||||||||
| AlphabetCAP STK CL A · shares −14% · price +17.5% | 1.2% | $583.1M | +$86.9M | ||||||||
| CiscoCOM · shares +15% · price +0.3% | 1.2% | $567.7M | +$1.2M | ||||||||
| MetaCL A · shares −8.5% · price +37.0% | 1.2% | $552.9M | +$149.4M | ||||||||
| NvidiaCOM · shares +149% · price +52.8% | 1.0% | $483.6M | +$67.1M | ||||||||
| AmazonCOM · shares −0.3% · price +26.9% | 1.0% | $482.1M | +$102.2M | ||||||||
| Walmart IncCOM · shares +23% · price +5.9% | 0.91% | $427.3M | +$19.4M | ||||||||
| The Cigna GroupCOM · shares +14% · price +8.6% | 0.78% | $365.2M | +$25.2M | ||||||||
| Cvs Health CorpCOM · shares +5.3% · price −7.3% | 0.73% | $341.4M | −$25.4M | ||||||||
| Merck & Co IncCOM · shares +3.4% · price +7.6% | 0.71% | $331.8M | +$22.6M | ||||||||
| AdobeCOM · shares −25% · price +27.7% | 0.71% | $331.7M | +$71.9M | ||||||||
| Gilead Sciences IncCOM · shares +21% · price −6.4% | 0.69% | $324.7M | −$18.4M | ||||||||
| Pulte Group IncCOM · shares +31% · price +34.4% | 0.68% | $319.5M | +$62.3M | ||||||||
| AlphabetCAP STK CL C · shares −9.8% · price +16.3% | 0.67% | $316.2M | +$44.4M | ||||||||
| Coca Cola CoCOM · shares −5.8% · price −3.4% | 0.66% | $312.0M | −$10.9M | ||||||||
| BroadcomCOM · shares +2.3% · price +37.0% | 0.66% | $308.4M | +$81.4M | ||||||||
| Mcdonalds CorpCOM · shares +106% · price +6.0% | 0.63% | $297.3M | +$8.1M | ||||||||
| American Intl Group IncCOM NEW · shares −12% · price +15.0% | 0.62% | $292.9M | +$38.1M | ||||||||
| Exxon Mobil CorpCOM · shares −20% · price −2.0% | 0.62% | $292.3M | −$5.9M | ||||||||
| Paccar IncCOM · shares +34% · price +15.9% | 0.60% | $280.6M | +$28.7M | ||||||||
| Arrow ElectronicsCOM · shares −4.9% · price +15.6% | 0.58% | $272.6M | +$36.7M | ||||||||
| Mckesson CorpCOM · shares +104% · price +18.9% | 0.57% | $268.4M | +$21.0M | ||||||||
| Kroger CoCOM · shares +11% · price −5.2% | 0.56% | $265.1M | −$13.2M | ||||||||
| Total · 2,178 positions | 100% | $47.05B | +$2.38B |
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 2023 to Q2 2023: 1,993 stocks held throughout, up $2.38B (+6.1%).
- Apple+$264.6M+18%
- Microsoft+$226.4M+20%
- Meta+$149.4M+37%
- Amazon+$102.2M+27%
- Alphabet+$86.9M+18%
- Abbvie Inc−$29.1M−16%
- Valero Energy Corp−$30.4M−15%
- AT&T−$31.9M−16%
- Mosaic Co New−$36.2M−22%
- Advance Auto Parts Inc−$36.4M−43%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 10 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 ↗ |