13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2016. See the latest, Q2 2026 →
Reported value
$56.67B
+1.9% on the quarter before
Positions
2,188
169 new · 185 sold out
Top 10
8.7%
of the value
Est. gain
+$423.6M
on stocks held all quarter
Est. return
+0.9%
on those stocks since Q1 2016
Positions as of Jun 30, 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
- New
- Added
- Cut
- Same
- Options
The 24 largest positions, 17% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2016. Striped tiles are options.
Largest buys
Since Q1 2016, 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.
- FirstEnergy~$190.2MAdded · 0.3% → 0.6%+5,447,191 shares
- Tyson Foods Inc~$182.3MAdded · 0.5% → 0.8%+2,729,327 shares
- Procter & Gamble Co~$113.0MAdded · 0.7% → 0.9%+1,334,636 shares
- Entergy~$107.0MAdded · 0.2% → 0.4%+1,315,413 shares
- Johnson & Johnson~$96.6MAdded · 0.7% → 0.9%+796,335 shares
- Barrick Gold Corp~$89.3MAdded · 0.1% → 0.3%+4,204,328 shares
- Exxon Mobil Corp~$89.2MAdded · 0.3% → 0.5%+951,399 shares
- Progressive Corp Ohio~$88.6MAdded · 0.1% → 0.2%+2,645,298 shares
- Qualcomm~$78.7MAdded · 0.1% → 0.3%+1,469,289 shares
- Southwest Airls Co~$71.4MAdded · 0.3% → 0.4%+1,821,829 shares
Largest sells
Since Q1 2016, 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.
- Nike Inc~$125.0MCut · 0.5% → 0.3%−2,265,223 shares
- Apple~$102.9MCut · 1.3% → 0.9%−1,076,747 shares
- Abbott Labs~$98.1MCut · 0.3% → 0.1%−2,494,598 shares
- Allergan Plc~$89.0MCut · 0.2% → 0.0%−385,186 shares
- Marathon Pete Corp~$87.9MCut · 0.5% → 0.3%−2,316,828 shares
- Medivation Inc~$85.0MCut · 0.1% → 0.0%−1,409,182 shares
- Goldman Sachs~$83.8MCut · 0.2% → 0.1%−564,178 shares
- American Intl Group Inc~$80.7MCut · 0.4% → 0.2%−1,524,979 shares
- Equifax Inc~$77.3MCut · 0.3% → 0.2%−601,732 shares
- Citigroup Inc~$76.2MCut · 0.4% → 0.2%−1,798,616 shares
Holdings
As of Jun 30, 2016. Changes are in shares against Mar 31, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −1.0% · price −7.4% | 1.2% | $665.1M | −$52.8M | ||||||||
| AppleCOM · shares −16% · price −12.3% | 0.95% | $537.7M | −$75.3M | ||||||||
| Procter & Gamble CoCOM · shares +28% · price +2.9% | 0.91% | $513.9M | +$11.2M | ||||||||
| Johnson & JohnsonCOM · shares +23% · price +12.1% | 0.90% | $512.2M | +$44.9M | ||||||||
| Pepsico IncCOM · shares +3.5% · price +3.4% | 0.90% | $507.8M | +$16.0M | ||||||||
| PSEGCOM · shares −1.4% · price −1.1% | 0.82% | $464.4M | −$5.3M | ||||||||
| Tyson Foods IncCL A · shares +66% · price +0.2% | 0.81% | $460.5M | +$541,380 | ||||||||
| Unitedhealth Group IncCOM · shares −6.9% · price +9.5% | 0.75% | $422.2M | +$36.8M | ||||||||
| Wal-Mart Stores IncCOM · shares +6.6% · price +6.6% | 0.73% | $412.5M | +$24.0M | ||||||||
| American Electric PowerCOM · shares +11% · price +5.6% | 0.72% | $409.5M | +$19.5M | ||||||||
| Pnc Finl Svcs Group IncCOM · shares +2.9% · price −3.8% | 0.67% | $378.9M | −$14.4M | ||||||||
| Northrop Grumman CorpCOM · shares −6.3% · price +12.3% | 0.65% | $367.2M | +$40.3M | ||||||||
| AlphabetCAP STK CL A · shares −6.5% · price −7.8% | 0.64% | $362.9M | −$30.6M | ||||||||
| AmazonCOM · shares −7.5% · price +20.5% | 0.63% | $357.6M | +$61.0M | ||||||||
| CiscoCOM · shares −6.8% · price +0.8% | 0.61% | $343.0M | +$2.6M | ||||||||
| TSMCSPONSORED ADR · shares −17% · price +0.1% | 0.58% | $328.1M | +$376,012 | ||||||||
| Verizon Communications IncCOM · shares +9.8% · price +3.3% | 0.58% | $328.0M | +$9.4M | ||||||||
| FirstEnergyCOM · shares +138% · price −2.9% | 0.58% | $327.6M | −$4.2M | ||||||||
| MetaCL A · shares +14% · price +0.2% | 0.57% | $325.6M | +$452,245 | ||||||||
| Allstate CorpCOM · shares −5.6% · price +3.8% | 0.57% | $325.5M | +$12.0M | ||||||||
| Travelers Companies IncCOM · shares +1.0% · price +2.0% | 0.55% | $309.9M | +$6.0M | ||||||||
| AT&TCOM · shares +12% · price +10.3% | 0.51% | $287.5M | +$23.9M | ||||||||
| Anthem IncCOM · shares +13% · price −5.5% | 0.51% | $287.4M | −$14.8M | ||||||||
| Home Depot IncCOM · shares −0.7% · price −4.3% | 0.50% | $282.6M | −$12.7M | ||||||||
| Pfizer IncCOM · shares −2.2% · price +18.8% | 0.49% | $278.4M | +$44.0M | ||||||||
| Total · 2,188 positions | 100% | $56.67B | +$423.6M |
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 2016 to Q2 2016: 2,019 stocks held throughout, up $423.6M (+0.9%).
- Endo Intl Plc98:1 split+$71.2M+5,327%
- Amazon+$61.0M+21%
- Johnson & Johnson+$44.9M+12%
- Pfizer Inc+$44.0M+19%
- Huntington Ingalls Inds Inc+$43.0M+23%
- Hollyfrontier Corp−$53.1M−33%
- Valero Energy Corp New−$63.3M−20%
- Delta Air Lines Inc Del−$66.7M−25%
- Apple−$75.3M−12%
- United Contl Hldgs Inc−$104.1M−31%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 4 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 ↗ |