13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2023. See the latest, Q2 2026 →
Reported value
$53.13B
+9.7% on the quarter before
Positions
2,322
189 new · 176 sold out
Top 10
15.4%
of the value
Est. gain
+$4.46B
on stocks held all quarter
Est. return
+10.5%
on those stocks since Q3 2023
Positions as of Dec 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, 24% of the reported value, each sized by its share, colored by what the fund did with it since Q3 2023. Striped tiles are options.
Largest buys
Since Q3 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.
- Amazon~$156.5MAdded · 1.0% → 1.4%+1,029,838 shares
- Nvidia~$146.8MAdded · 1.2% → 1.6%+296,521 shares
- General Electric Co~$141.5MAdded · 0.3% → 0.6%+1,108,501 shares
- Dell Technologies Inc~$98.8MAdded · 0.3% → 0.5%+1,291,587 shares
- Comcast Corp New~$90.7MAdded · 0.2% → 0.3%+2,067,758 shares
- DocuSign~$85.0MAdded · 0.2% → 0.4%+1,429,805 shares
- Booking Holdings Inc~$78.7MAdded · 0.4% → 0.6%+22,199 shares
- Everest Group Ltd~$73.2MAdded · 0.4% → 0.5%+207,880 shares
- Mckesson Corp~$66.6MAdded · 0.5% → 0.6%+144,712 shares
- Molson Coors Beverage Co~$65.5MAdded · 0.5% → 0.5%+1,072,255 shares
Largest sells
Since Q3 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.
- Microchip Technology~$108.9MCut · 0.3% → 0.1%−1,207,978 shares
- Pfizer Inc~$98.0MCut · 0.3% → 0.1%−3,403,378 shares
- Steel Dynamics Inc~$92.2MCut · 0.3% → 0.1%−780,984 shares
- Walmart Inc~$79.0MCut · 0.9% → 0.7%−500,794 shares
- Unitedhealth Group Inc~$78.3MCut · 0.6% → 0.4%−149,134 shares
- Texas Instruments~$77.8MCut · 0.2% → 0.1%−456,258 shares
- Apple~$74.8MCut · 3.0% → 2.9%−388,691 shares
- Gilead Sciences Inc~$73.6MCut · 0.7% → 0.6%−909,512 shares
- Biogen Inc~$69.7MCut · 0.2% → 0.0%−269,539 shares
- Cheniere Energy Inc~$69.0MCut · 0.3% → 0.2%−404,160 shares
Holdings
As of Dec 31, 2023. Changes are in shares against Sep 30, 2023, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −4.6% · price +12.5% | 2.9% | $1.55B | +$172.1M | ||||||||
| MicrosoftCOM · shares −4.2% · price +19.1% | 2.9% | $1.53B | +$245.3M | ||||||||
| NvidiaCOM · shares +22% · price +13.8% | 1.6% | $827.5M | +$82.8M | ||||||||
| AmazonCOM · shares +28% · price +19.5% | 1.4% | $721.3M | +$92.3M | ||||||||
| TSMCSPONSORED ADS · shares +6.8% · price +19.7% | 1.4% | $721.3M | +$111.1M | ||||||||
| AlphabetCAP STK CL A · shares +2.7% · price +6.7% | 1.3% | $685.0M | +$42.2M | ||||||||
| MetaCL A · shares +3.8% · price +17.9% | 1.2% | $636.6M | +$93.1M | ||||||||
| CiscoCOM · shares +7.0% · price −6.0% | 1.2% | $614.9M | −$36.9M | ||||||||
| AdobeCOM · shares +4.1% · price +17.0% | 0.84% | $448.3M | +$62.6M | ||||||||
| BroadcomCOM · shares −10% · price +34.4% | 0.82% | $436.8M | +$111.8M | ||||||||
| AlphabetCAP STK CL C · shares +6.5% · price +6.9% | 0.72% | $384.5M | +$23.3M | ||||||||
| Pulte Group IncCOM · shares −11% · price +39.4% | 0.71% | $379.8M | +$107.3M | ||||||||
| The Cigna GroupCOM · shares −3.7% · price +4.6% | 0.66% | $352.6M | +$15.4M | ||||||||
| Humana IncCOM · shares +13% · price −6.3% | 0.66% | $351.6M | −$21.1M | ||||||||
| Cvs Health CorpCOM · shares +0.2% · price +13.1% | 0.66% | $348.3M | +$40.3M | ||||||||
| Walmart IncCOM · shares −19% · price −1.4% | 0.65% | $347.4M | −$5.0M | ||||||||
| General Electric CoCOM NEW · shares +76% · price +15.5% | 0.62% | $327.4M | +$24.9M | ||||||||
| Coca Cola CoCOM · shares +7.2% · price +4.9% | 0.61% | $323.9M | +$14.1M | ||||||||
| Mckesson CorpCOM · shares +27% · price +5.8% | 0.59% | $313.3M | +$13.6M | ||||||||
| Gilead Sciences IncCOM · shares −19% · price +8.0% | 0.59% | $312.7M | +$23.1M | ||||||||
| Booking Holdings IncCOM · shares +34% · price +15.0% | 0.59% | $310.9M | +$30.3M | ||||||||
| Johnson & JohnsonCOM · shares +24% · price +0.4% | 0.55% | $292.8M | +$1.0M | ||||||||
| Cardinal Health IncCOM · shares +15% · price +15.5% | 0.54% | $287.4M | +$33.5M | ||||||||
| Abbvie IncCOM · shares +23% · price +3.8% | 0.54% | $285.6M | +$8.6M | ||||||||
| Citigroup IncCOM NEW · shares −15% · price +25.1% | 0.53% | $282.5M | +$56.6M | ||||||||
| Total · 2,322 positions | 100% | $53.13B | +$4.46B |
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 2023 to Q4 2023: 2,133 stocks held throughout, up $4.46B (+10.5%).
- Microsoft+$245.3M+19%
- Apple+$172.1M+12%
- Broadcom+$111.8M+34%
- TSMC+$111.1M+20%
- Pulte Group Inc+$107.3M+39%
- Valero Energy Corp−$19.9M−8%
- Humana Inc−$21.1M−6%
- Ncr Voyix Corporation−$23.8M−37%
- Exxon Mobil Corp−$34.9M−15%
- Cisco−$36.9M−6%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 9 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 ↗ |