AQR Capital Management

Latest statistics and disclosures from Aqr Capital Management's latest quarterly 13F-HR filing:

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Portfolio Holdings for Aqr Capital Management

Companies in the Aqr Capital Management portfolio as of the March 2022 quarterly 13F filing

Aqr Capital Management has 2208 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 3.5 $1.8B -4% 11M 174.61
Microsoft Corporation (MSFT) 3.2 $1.7B -6% 5.4M 308.31
Alphabet Cap Stk Cl A (GOOGL) 1.6 $867M -4% 312k 2781.48
Amazon (AMZN) 1.4 $763M -10% 234k 3259.95
Taiwan Semiconductor Mfg Sponsored Ads (TSM) 1.4 $727M +5% 7.0M 104.26
Meta Platforms Cl A (FB) 1.2 $658M +47% 3.0M 222.36
Pfizer (PFE) 1.1 $554M +56% 11M 51.77
Johnson & Johnson (JNJ) 1.0 $528M 3.0M 177.23
Alphabet Cap Stk Cl C (GOOG) 0.9 $499M -5% 179k 2792.99
Procter & Gamble Company (PG) 0.9 $462M -5% 3.0M 152.98
Thermo Fisher Scientific (TMO) 0.8 $420M -24% 711k 590.65
UnitedHealth (UNH) 0.8 $404M -4% 792k 509.97
Allstate Corporation (ALL) 0.7 $381M -14% 2.7M 138.64
Regeneron Pharmaceuticals (REGN) 0.7 $355M +13% 509k 698.41

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Tesla Motors (TSLA) 0.7 $354M -17% 329k 1077.60
NVIDIA Corporation (NVDA) 0.7 $345M -10% 1.3M 272.83
Wal-Mart Stores (WMT) 0.6 $342M -8% 2.3M 148.92
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.6 $336M -3% 951k 352.91
Cisco Systems (CSCO) 0.6 $332M -13% 5.9M 55.77
Texas Instruments Incorporated (TXN) 0.6 $326M -9% 1.8M 183.48
Pepsi (PEP) 0.6 $326M +5% 1.9M 167.38
JPMorgan Chase & Co. (JPM) 0.6 $317M -5% 2.3M 136.32
Merck & Co (MRK) 0.6 $296M -7% 3.6M 82.05
Abbvie (ABBV) 0.6 $292M -11% 1.8M 162.11
Accenture Plc Ireland Shs Class A (ACN) 0.5 $282M -14% 836k 337.20
Home Depot (HD) 0.5 $279M -7% 940k 297.41
Intel Corporation (INTC) 0.5 $271M -15% 5.5M 49.56
EOG Resources (EOG) 0.5 $270M -4% 2.3M 119.24
Arrow Electronics (ARW) 0.5 $270M 2.3M 118.63
Danaher Corporation (DHR) 0.5 $266M -3% 907k 293.33
Public Storage (PSA) 0.5 $259M -8% 664k 390.24
Eli Lilly & Co. (LLY) 0.5 $249M -10% 870k 286.37
Broadcom (AVGO) 0.5 $246M -7% 391k 629.68
Exxon Mobil Corporation (XOM) 0.5 $241M 2.9M 82.59
Coca-Cola Company (KO) 0.5 $240M +15% 3.9M 62.00
Costco Wholesale Corporation (COST) 0.4 $236M -34% 409k 575.88
Moderna (MRNA) 0.4 $235M +163% 1.4M 172.26
Anthem (ANTM) 0.4 $225M -10% 459k 491.22
Abbott Laboratories (ABT) 0.4 $223M 1.9M 118.36
ConocoPhillips (COP) 0.4 $214M -24% 2.1M 100.00
Everest Re Group (RE) 0.4 $204M -5% 678k 301.38
BlackRock (BLK) 0.4 $204M 267k 764.17
Old Dominion Freight Line (ODFL) 0.4 $203M -16% 680k 298.68
Travelers Companies (TRV) 0.4 $200M -28% 1.1M 183.11
Chevron Corporation (CVX) 0.4 $199M -24% 1.2M 162.83
Goldman Sachs (GS) 0.4 $194M +2% 589k 330.10
Adobe Systems Incorporated (ADBE) 0.4 $190M -8% 417k 455.62
AutoZone (AZO) 0.4 $188M -9% 92k 2044.62
Republic Services (RSG) 0.4 $188M -14% 1.4M 132.50
Cummins (CMI) 0.4 $185M -9% 902k 205.11
Vale S A Sponsored Ads (VALE) 0.3 $183M -26% 9.1M 19.99
Robert Half International (RHI) 0.3 $179M -11% 1.6M 114.18
Amgen (AMGN) 0.3 $177M -17% 733k 241.82
Synopsys (SNPS) 0.3 $176M -14% 529k 333.31
Applied Materials (AMAT) 0.3 $173M -8% 1.3M 131.80
Hershey Company (HSY) 0.3 $172M -5% 795k 216.63
Oracle Corporation (ORCL) 0.3 $171M -20% 2.1M 82.73
Chubb (CB) 0.3 $170M -7% 794k 213.90
Lam Research Corporation (LRCX) 0.3 $169M +5% 314k 537.63
Emerson Electric (EMR) 0.3 $166M -9% 1.7M 98.05
Bio Rad Labs Cl A (BIO) 0.3 $164M +26% 291k 563.01
Gilead Sciences (GILD) 0.3 $161M +120% 2.7M 59.45
Waste Management (WM) 0.3 $160M -9% 1.0M 158.50
Visa Com Cl A (V) 0.3 $158M -15% 711k 221.77
Illinois Tool Works (ITW) 0.3 $156M -11% 745k 209.40
Snap-on Incorporated (SNA) 0.3 $156M 759k 205.48
Tyson Foods Cl A (TSN) 0.3 $154M +11% 1.7M 89.15
Micron Technology (MU) 0.3 $154M +13% 2.0M 77.33
Kla Corp Com New (KLAC) 0.3 $151M +9% 413k 366.06
Infosys Sponsored Adr (INFY) 0.3 $150M -28% 6.0M 24.89
Molina Healthcare (MOH) 0.3 $150M +12% 450k 333.58
Capital One Financial (COF) 0.3 $147M -10% 1.1M 131.29
Mastercard Incorporated Cl A (MA) 0.3 $144M -13% 404k 357.38
Verizon Communications (VZ) 0.3 $142M 2.8M 50.94
Owens Corning (OC) 0.3 $140M +14% 1.5M 91.50
Nrg Energy Com New (NRG) 0.3 $140M +24% 3.6M 38.36
CVS Caremark Corporation (CVS) 0.3 $139M +8% 1.4M 101.20
Eaton Corp SHS (ETN) 0.3 $139M -8% 914k 151.80
Nucor Corporation (NUE) 0.3 $138M +98% 930k 148.65
Duke Energy Corp Com New (DUK) 0.3 $138M +22% 1.2M 111.66
Colgate-Palmolive Company (CL) 0.3 $137M 1.8M 75.80
International Paper Company (IP) 0.3 $136M +23% 3.0M 46.15
Target Corporation (TGT) 0.3 $136M -49% 640k 212.22
Expeditors International of Washington (EXPD) 0.3 $135M -10% 1.3M 103.16
Steel Dynamics (STLD) 0.3 $135M +38% 1.6M 83.49
Mettler-Toledo International (MTD) 0.3 $134M -11% 97k 1373.19
Zoetis Cl A (ZTS) 0.3 $134M -3% 708k 188.59
McKesson Corporation (MCK) 0.3 $133M -33% 434k 306.13
Lyondellbasell Industries N Shs - A - (LYB) 0.3 $133M +44% 1.3M 102.75
Wells Fargo & Company (WFC) 0.3 $132M +55% 2.7M 48.46
Medtronic SHS (MDT) 0.3 $132M -12% 1.2M 110.93
Nike CL B (NKE) 0.2 $130M -21% 968k 134.56
O'reilly Automotive (ORLY) 0.2 $130M -17% 190k 684.99
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $129M -16% 500k 257.89
Consolidated Edison (ED) 0.2 $127M +68% 1.3M 94.68
Qualcomm (QCOM) 0.2 $127M +8% 828k 152.84
Citigroup Com New (C) 0.2 $123M +32% 2.3M 53.40
McDonald's Corporation (MCD) 0.2 $121M 489k 247.32
Laboratory Corp Amer Hldgs Com New (LH) 0.2 $117M +4% 445k 263.66
3M Company (MMM) 0.2 $117M -33% 786k 148.88
Hp (HPQ) 0.2 $114M -4% 3.2M 36.16
W.W. Grainger (GWW) 0.2 $114M -5% 221k 515.79
Amdocs SHS (DOX) 0.2 $114M -6% 1.4M 82.21
Automatic Data Processing (ADP) 0.2 $114M -22% 499k 227.54
Lowe's Companies (LOW) 0.2 $113M -34% 559k 202.19
Philip Morris International (PM) 0.2 $110M +22% 1.2M 93.84
Organon & Co Common Stock (OGN) 0.2 $109M +2% 3.1M 34.93
At&t (T) 0.2 $108M -6% 4.6M 23.63
Amer (UHAL) 0.2 $108M 181k 596.75
Intuit (INTU) 0.2 $108M -23% 224k 480.03
Quest Diagnostics Incorporated (DGX) 0.2 $106M 778k 136.86
Bristol Myers Squibb (BMY) 0.2 $106M -5% 1.4M 73.02
CF Industries Holdings (CF) 0.2 $105M +115% 1.0M 103.06
Nextera Energy (NEE) 0.2 $104M -18% 1.2M 84.71
Textron (TXT) 0.2 $104M +45% 1.4M 74.38
Lennar Corp Cl A (LEN) 0.2 $103M +62% 1.3M 81.17
Monster Beverage Corp (MNST) 0.2 $102M -9% 1.3M 79.90
International Business Machines (IBM) 0.2 $101M -20% 780k 130.01
Agilent Technologies Inc C ommon (A) 0.2 $101M 764k 132.33
Halliburton Company (HAL) 0.2 $100M +115% 2.7M 37.87
Gartner (IT) 0.2 $100M +26% 336k 297.46
Packaging Corporation of America (PKG) 0.2 $99M -36% 635k 156.11
Lauder Estee Cos Cl A (EL) 0.2 $99M -21% 363k 272.73
Huntington Ingalls Inds (HII) 0.2 $99M +14% 495k 199.44
Epam Systems (EPAM) 0.2 $97M +476% 326k 296.62
Dell Technologies CL C (DELL) 0.2 $96M +26% 1.9M 50.19
Markel Corporation (MKL) 0.2 $96M 65k 1475.90
T. Rowe Price (TROW) 0.2 $96M -11% 633k 151.19
Hormel Foods Corporation (HRL) 0.2 $96M -13% 1.9M 51.37
Archer Daniels Midland Company (ADM) 0.2 $94M +13% 1.0M 89.99
AutoNation (AN) 0.2 $94M +10% 942k 99.77
Devon Energy Corporation (DVN) 0.2 $92M -6% 1.5M 59.13
Cme (CME) 0.2 $91M -27% 383k 237.86
Kroger (KR) 0.2 $90M -26% 1.6M 56.97
Best Buy (BBY) 0.2 $89M -24% 984k 90.90
Crown Castle Intl (CCI) 0.2 $89M 481k 184.61
Prologis (PLD) 0.2 $88M +10% 544k 161.48
Lockheed Martin Corporation (LMT) 0.2 $87M +21% 198k 441.40
Olin Corp Com Par $1 (OLN) 0.2 $86M +125% 1.7M 52.28
Western Digital (WDC) 0.2 $86M +213% 1.7M 49.65
Dover Corporation (DOV) 0.2 $85M -12% 541k 156.93
Vmware Cl A Com (VMW) 0.2 $85M +48% 743k 113.87
C H Robinson Worldwide Com New (CHRW) 0.2 $84M -10% 783k 107.71
Global Payments (GPN) 0.2 $84M -2% 615k 136.40
Biogen Idec (BIIB) 0.2 $84M +20% 396k 210.60
Cdw (CDW) 0.2 $83M -29% 465k 179.34
Marathon Oil Corporation (MRO) 0.2 $83M +15% 3.3M 25.11
Reliance Steel & Aluminum (RS) 0.2 $83M -9% 451k 183.35
Jabil Circuit (JBL) 0.2 $83M +67% 1.4M 61.15
DTE Energy Company (DTE) 0.2 $82M +18% 623k 132.21
American Tower Reit (AMT) 0.2 $82M 325k 251.22
Motorola Solutions Com New (MSI) 0.2 $82M -6% 336k 242.72
Newmont Mining Corporation (NEM) 0.2 $81M -35% 1.0M 79.45
SVB Financial (SIVB) 0.2 $80M -5% 143k 559.45
Qorvo (QRVO) 0.2 $80M +42% 643k 124.08
Cigna Corp (CI) 0.2 $79M -10% 332k 239.63
Manpower (MAN) 0.1 $79M +28% 840k 93.92
Sherwin-Williams Company (SHW) 0.1 $79M -2% 316k 249.62
Ameren Corporation (AEE) 0.1 $79M +23% 837k 93.76
Progressive Corporation (PGR) 0.1 $78M -43% 688k 113.99
ON Semiconductor (ON) 0.1 $78M +288% 1.2M 62.61
Walgreen Boots Alliance (WBA) 0.1 $78M -22% 1.7M 44.54
Landstar System (LSTR) 0.1 $78M +28% 515k 150.83
Advanced Micro Devices (AMD) 0.1 $77M +135% 708k 109.33
American Intl Group Com New (AIG) 0.1 $77M +196% 1.2M 62.78
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $77M +146% 193k 397.68
Lennox International (LII) 0.1 $77M -10% 297k 257.86
Metropcs Communications (TMUS) 0.1 $76M -37% 595k 128.35
Ally Financial (ALLY) 0.1 $76M +6% 1.7M 43.48
J.B. Hunt Transport Services (JBHT) 0.1 $76M -5% 377k 200.79
Pulte (PHM) 0.1 $76M +4% 1.8M 41.90
Popular Com New (BPOP) 0.1 $76M -12% 924k 81.74
Ford Motor Company (F) 0.1 $75M +20% 4.4M 16.91
Iqvia Holdings (IQV) 0.1 $74M +34% 321k 231.21
Zebra Technologies Corporati Cl A (ZBRA) 0.1 $74M -23% 179k 413.41
Hologic (HOLX) 0.1 $73M 955k 76.82
Schneider National CL B (SNDR) 0.1 $73M +11% 2.9M 25.50
Wec Energy Group (WEC) 0.1 $73M +17% 732k 99.81
Waters Corporation (WAT) 0.1 $73M -16% 235k 310.39
Genuine Parts Company (GPC) 0.1 $72M +13% 574k 126.02
Paychex (PAYX) 0.1 $72M -5% 529k 136.47
Docusign (DOCU) 0.1 $72M +437% 670k 107.12
Simon Property (SPG) 0.1 $71M +58% 543k 131.59
Smucker J M Com New (SJM) 0.1 $69M -20% 514k 134.49
Skyworks Solutions (SWKS) 0.1 $69M -6% 516k 133.32
Westrock (WRK) 0.1 $68M +34% 1.4M 48.54
Quidel Corporation (QDEL) 0.1 $68M +406% 607k 112.46
Mondelez Intl Cl A (MDLZ) 0.1 $68M -11% 1.1M 62.72
Electronic Arts (EA) 0.1 $68M +11% 539k 126.35
Assurant (AIZ) 0.1 $68M -24% 374k 181.83
Incyte Corporation (INCY) 0.1 $68M +84% 854k 79.42
Johnson Ctls Intl SHS (JCI) 0.1 $68M +4% 1.0M 65.57
Builders FirstSource (BLDR) 0.1 $67M +161% 1.0M 64.54
Sibanye Stillwater Sponsored Adr (SBSW) 0.1 $66M +50% 4.1M 16.23
United Therapeutics Corporation (UTHR) 0.1 $66M -6% 376k 175.58
Cognizant Technology Solutio Cl A (CTSH) 0.1 $66M -13% 731k 89.67
Corteva (CTVA) 0.1 $65M -3% 1.1M 57.48
Carrier Global Corporation (CARR) 0.1 $65M -33% 1.4M 45.87
Teradata Corporation (TDC) 0.1 $65M +27% 1.3M 49.29
Westlake Chemical Corporation (WLK) 0.1 $65M 525k 123.45
Macy's (M) 0.1 $65M +365% 2.7M 24.37
General Dynamics Corporation (GD) 0.1 $64M +5% 266k 241.18
Trane Technologies SHS (TT) 0.1 $64M -47% 419k 152.70
Omni (OMC) 0.1 $64M -16% 754k 84.88
Cabot Oil & Gas Corporation (CTRA) 0.1 $64M 2.4M 26.97
Ecolab (ECL) 0.1 $63M -9% 358k 176.56
Caterpillar (CAT) 0.1 $63M 283k 222.82
Texas Roadhouse (TXRH) 0.1 $63M +31% 754k 83.73
United Parcel Service CL B (UPS) 0.1 $63M -25% 293k 214.46
Cadence Design Systems (CDNS) 0.1 $63M -2% 381k 164.46
Intercontinental Exchange (ICE) 0.1 $62M -4% 472k 132.12
Jefferies Finl Group (JEF) 0.1 $61M +58% 1.9M 32.85
Nordson Corporation (NDSN) 0.1 $61M -6% 269k 227.07
Honeywell International (HON) 0.1 $61M -6% 313k 194.58
Prudential Financial (PRU) 0.1 $61M -7% 516k 118.17
Baidu Spon Adr Rep A (BIDU) 0.1 $61M -2% 459k 132.30
Celanese Corporation (CE) 0.1 $60M -2% 422k 142.38
Invesco SHS (IVZ) 0.1 $60M +88% 2.6M 23.06
Charles Schwab Corporation (SCHW) 0.1 $60M +413% 708k 84.31
American Electric Power Company (AEP) 0.1 $60M +4% 598k 99.81
Vishay Intertechnology (VSH) 0.1 $60M +41% 3.0M 19.60
Comcast Corp Cl A (CMCSA) 0.1 $60M +49% 1.3M 46.82
Penske Automotive (PAG) 0.1 $60M +14% 635k 93.72
Acuity Brands (AYI) 0.1 $59M +51% 314k 189.30
Alcoa (AA) 0.1 $59M -14% 659k 90.03
UGI Corporation (UGI) 0.1 $59M +65% 1.6M 36.22
Mosaic (MOS) 0.1 $58M -55% 872k 66.50
Kraft Heinz (KHC) 0.1 $58M +208% 1.5M 39.35
Xcel Energy (XEL) 0.1 $58M +2% 801k 72.17
General Motors Company (GM) 0.1 $58M +147% 1.3M 43.74
Ryder System (R) 0.1 $58M +39% 728k 79.33
Gentex Corporation (GNTX) 0.1 $58M -22% 2.0M 29.17
Apa Corporation (APA) 0.1 $57M +9% 1.4M 41.33
Altria (MO) 0.1 $57M +40% 1.1M 52.13
Williams-Sonoma (WSM) 0.1 $57M +44% 401k 141.59
Marsh & McLennan Companies (MMC) 0.1 $57M +5% 332k 170.69
Becton, Dickinson and (BDX) 0.1 $56M -30% 212k 266.00
Henry Schein (HSIC) 0.1 $56M +13% 647k 87.19
Church & Dwight (CHD) 0.1 $56M -3% 571k 98.38
Cardinal Health (CAH) 0.1 $56M +28% 991k 56.70
Edwards Lifesciences (EW) 0.1 $56M -23% 476k 117.72
Keysight Technologies (KEYS) 0.1 $56M 354k 157.97
Tractor Supply Company (TSCO) 0.1 $55M -37% 238k 233.36
Kinder Morgan (KMI) 0.1 $55M -3% 2.9M 18.91
Toll Brothers (TOL) 0.1 $54M +174% 1.2M 47.02
Allegion Ord Shs (ALLE) 0.1 $54M -20% 491k 109.79
Hasbro (HAS) 0.1 $54M +99% 654k 81.92
Hartford Financial Services (HIG) 0.1 $54M 746k 71.81
Old Republic International Corporation (ORI) 0.1 $54M +17% 2.1M 25.87
Verisign (VRSN) 0.1 $53M +4% 239k 222.46

Past Filings by Aqr Capital Management

SEC 13F filings are viewable for Aqr Capital Management going back to 2010

View all past filings