13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2023. See the latest, Q2 2026 →
Reported value
$48.43B
+2.9% on the quarter before
Positions
2,309
261 new · 130 sold out
Top 10
14.4%
of the value
Est. gain
−$937.8M
on stocks held all quarter
Est. return
−2.2%
on those stocks since Q2 2023
Positions as of Sep 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, 23% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2023. Striped tiles are options.
Largest buys
Since Q2 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.
- General Electric Co~$125.9MAdded · 0.1% → 0.3%+1,138,896 shares
- Nvidia~$97.5MAdded · 1.0% → 1.2%+224,039 shares
- Molson Coors Beverage Co~$94.2MAdded · 0.3% → 0.5%+1,500,269 shares
- Humana Inc~$93.7MAdded · 0.5% → 0.7%+192,546 shares
- Citizens Finl Group Inc~$92.7MAdded · 0.0% → 0.2%+3,460,792 shares
- Bank America Corp~$86.1MAdded · 0.1% → 0.3%+3,145,432 shares
- First Horizon Corporation~$84.7MAdded · 0.0% → 0.2%+7,682,480 shares
- Microsoft~$80.7MAdded · 2.9% → 2.8%+255,606 shares
- Citigroup Inc~$79.4MAdded · 0.4% → 0.6%+1,930,296 shares
- Discover Finl Svcs~$75.7MAdded · 0.1% → 0.2%+874,020 shares
Largest sells
Since Q2 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.
- Cf Inds Hldgs Inc~$97.2MCut · 0.4% → 0.3%−1,133,696 shares
- Booking Holdings Inc~$84.1MCut · 0.5% → 0.4%−27,283 shares
- Dominos Pizza Inc~$80.6MCut · 0.2% → 0.0%−212,840 shares
- American Intl Group Inc~$76.7MCut · 0.6% → 0.5%−1,264,956 shares
- Apple~$76.4MCut · 3.6% → 3.0%−446,514 shares
- Mcdonalds Corp~$68.5MCut · 0.6% → 0.4%−260,016 shares
- United States Stl Corp New~$62.9MCut · 0.2% → 0.1%−1,935,457 shares
- Capri Holdings Limited~$61.6MCut · 0.1% → 0.0%−1,171,414 shares
- Univar Solutions Inc~$60.5MSold out · 0.1% → 0.0%−1,688,289 shares
- Meta~$58.9MCut · 1.2% → 1.1%−196,213 shares
Holdings
As of Sep 30, 2023. Changes are in shares against Jun 30, 2023, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −5.0% · price −11.0% | 3.0% | $1.45B | −$179.9M | ||||||||
| MicrosoftCOM · shares +6.4% · price −7.3% | 2.8% | $1.34B | −$99.0M | ||||||||
| AlphabetCAP STK CL A · shares −2.0% · price +9.3% | 1.3% | $624.9M | +$53.3M | ||||||||
| CiscoCOM · shares +3.7% · price +3.9% | 1.3% | $611.6M | +$22.2M | ||||||||
| NvidiaCOM · shares +19% · price +3.5% | 1.2% | $597.9M | +$16.9M | ||||||||
| TSMCSPONSORED ADS · shares +1.2% · price −13.9% | 1.2% | $564.4M | −$89.9M | ||||||||
| MetaCL A · shares −10% · price +4.7% | 1.1% | $519.9M | +$23.3M | ||||||||
| AmazonCOM · shares +0.4% · price −2.3% | 0.98% | $472.6M | −$11.2M | ||||||||
| Walmart IncCOM · shares −1.2% · price +2.4% | 0.89% | $432.5M | +$10.2M | ||||||||
| AdobeCOM · shares +6.2% · price +4.5% | 0.76% | $368.2M | +$14.9M | ||||||||
| BroadcomCOM · shares +22% · price −4.2% | 0.75% | $361.6M | −$13.1M | ||||||||
| Gilead Sciences IncCOM · shares +13% · price −2.1% | 0.74% | $357.7M | −$6.7M | ||||||||
| The Cigna GroupCOM · shares −7.1% · price +3.3% | 0.72% | $350.4M | +$11.3M | ||||||||
| AlphabetCAP STK CL C · shares −2.0% · price +9.0% | 0.70% | $337.7M | +$27.9M | ||||||||
| Humana IncCOM · shares +39% · price +10.1% | 0.69% | $331.7M | +$21.8M | ||||||||
| Exxon Mobil CorpCOM · shares −3.0% · price +9.6% | 0.64% | $311.0M | +$27.3M | ||||||||
| Cvs Health CorpCOM · shares −11% · price +1.3% | 0.63% | $307.2M | +$4.0M | ||||||||
| Pulte Group IncCOM · shares −0.1% · price −4.2% | 0.63% | $305.8M | −$13.3M | ||||||||
| Coca Cola CoCOM · shares −1.0% · price −6.7% | 0.59% | $288.0M | −$20.7M | ||||||||
| Valero Energy CorpCOM · shares +7.1% · price +22.5% | 0.59% | $287.1M | +$49.3M | ||||||||
| General Mtrs CoCOM · shares +33% · price −14.3% | 0.57% | $274.5M | −$34.7M | ||||||||
| Unitedhealth Group IncCOM · shares +7.1% · price +5.8% | 0.56% | $273.3M | +$14.0M | ||||||||
| Citigroup IncCOM NEW · shares +42% · price −10.7% | 0.55% | $266.7M | −$22.4M | ||||||||
| Merck & Co IncCOM · shares −12% · price −9.8% | 0.54% | $262.3M | −$28.5M | ||||||||
| Berkshire Hathaway Inc DelCL B NEW · shares +3.1% · price +2.7% | 0.54% | $261.7M | +$6.7M | ||||||||
| Total · 2,309 positions | 100% | $48.43B | −$937.8M |
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 2023 to Q3 2023: 2,048 stocks held throughout, down $937.8M (−2.2%).
- Hawaiian Elec Industries16:1 split+$61.5M+444%
- Marathon Pete Corp+$54.5M+30%
- Alphabet+$53.3M+9%
- Valero Energy Corp+$49.3M+23%
- Amgen Inc+$33.2M+21%
- Arrow Electronics−$32.9M−12%
- General Mtrs Co−$34.7M−14%
- TSMC−$89.9M−14%
- Microsoft−$99.0M−7%
- Apple−$179.9M−11%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 11 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 ↗ |