13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2016. See the latest, Q2 2026 →
Reported value
$55.59B
First quarter on file
Positions
2,204
First quarter on file
Top 10
8.6%
of the value
Est. gain
—
Nothing to compare
Est. return
—
Nothing to compare
Positions as of Mar 31, 2016, 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
The 24 largest positions, 17% of the reported value, each sized by its share. Striped tiles are options.
Holdings
As of Mar 31, 2016. This is the first quarter on file, so nothing is compared yet.
| Holding | Value | |||||
|---|---|---|---|---|---|---|
| AppleCOM | 1.3% | $730.3M | ||||
| MicrosoftCOM | 1.3% | $725.1M | ||||
| PSEGCOM | 0.86% | $476.4M | ||||
| Pepsico IncCOM | 0.85% | $474.4M | ||||
| AlphabetCAP STK CL A | 0.76% | $420.7M | ||||
| Unitedhealth Group IncCOM | 0.74% | $413.9M | ||||
| TSMCSPONSORED ADR | 0.71% | $395.9M | ||||
| Procter & Gamble CoCOM | 0.70% | $389.7M | ||||
| Pnc Finl Svcs Group IncCOM | 0.69% | $382.5M | ||||
| Johnson & JohnsonCOM | 0.67% | $370.8M | ||||
| CiscoCOM | 0.66% | $365.1M | ||||
| Wal-Mart Stores IncCOM | 0.65% | $363.0M | ||||
| Delta Air Lines Inc DelCOM NEW | 0.64% | $356.3M | ||||
| American Electric PowerCOM | 0.63% | $350.6M | ||||
| Northrop Grumman CorpCOM | 0.63% | $349.0M | ||||
| Allstate CorpCOM | 0.60% | $331.9M | ||||
| United Contl Hldgs IncCOM | 0.60% | $331.1M | ||||
| Wells Fargo & Co NewCOM | 0.58% | $322.5M | ||||
| AmazonCOM | 0.58% | $320.7M | ||||
| Lowes Cos IncCOM | 0.56% | $310.8M | ||||
| Valero Energy Corp NewCOM | 0.56% | $308.9M | ||||
| Nike IncCL B | 0.54% | $300.9M | ||||
| Travelers Companies IncCOM | 0.54% | $300.8M | ||||
| Home Depot IncCOM | 0.53% | $297.3M | ||||
| Verizon Communications IncCOM | 0.52% | $289.3M | ||||
| Total · 2,204 positions | 100% | $55.59B |
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 ↗ |