13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2016. See the latest, Q2 2026 →
Reported value
$65.33B
+15% on the quarter before
Positions
2,243
203 new · 148 sold out
Top 10
9.0%
of the value
Est. gain
+$1.85B
on stocks held all quarter
Est. return
+3.6%
on those stocks since Q2 2016
Positions as of Sep 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, 18% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2016. Striped tiles are options.
Largest buys
Since Q2 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.
- Applied Materials~$351.6MAdded · 0.1% → 0.6%+11,661,066 shares
- Intel~$205.9MAdded · 0.4% → 0.7%+5,454,597 shares
- Hp Inc~$175.6MAdded · 0.4% → 0.7%+11,303,968 shares
- Johnson & Johnson~$170.8MAdded · 0.9% → 1.0%+1,445,764 shares
- Exxon Mobil Corp~$131.4MAdded · 0.5% → 0.6%+1,505,369 shares
- Procter And Gamble Co~$130.3MAdded · 0.9% → 1.0%+1,452,176 shares
- Alibaba~$123.0MAdded · 0.3% → 0.6%+1,162,418 shares
- Biogen Inc~$118.2MAdded · 0.1% → 0.3%+377,752 shares
- Raytheon Co~$112.8MAdded · 0.4% → 0.5%+828,553 shares
- Wal-Mart Stores Inc~$106.1MAdded · 0.7% → 0.8%+1,471,660 shares
Largest sells
Since Q2 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.
- Yum Brands Inc~$128.6MCut · 0.4% → 0.1%−1,416,422 shares
- Hca Holdings Inc~$104.7MCut · 0.3% → 0.1%−1,384,589 shares
- Carnival Corp~$93.8MCut · 0.3% → 0.2%−1,921,419 shares
- Hollyfrontier Corp~$88.2MCut · 0.2% → 0.0%−3,598,867 shares
- Citizens Finl Group Inc~$75.1MCut · 0.2% → 0.1%−3,038,536 shares
- Marathon Pete Corp~$73.2MCut · 0.3% → 0.2%−1,802,665 shares
- Viacom Inc New~$70.9MCut · 0.2% → 0.0%−1,862,143 shares
- Rackspace Hosting Inc~$69.1MCut · 0.1% → 0.0%−2,181,047 shares
- Endo Intl Plc~$67.0MCut · 0.1% → 0.0%−3,325,369 shares
- Mondelez Intl Inc~$64.8MCut · 0.4% → 0.2%−1,475,259 shares
Holdings
As of Sep 30, 2016. Changes are in shares against Jun 30, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares +8.5% · price +12.6% | 1.2% | $812.3M | +$83.6M | ||||||||
| AppleCOM · shares +15% · price +18.3% | 1.1% | $728.4M | +$98.1M | ||||||||
| Procter And Gamble CoCOM · shares +24% · price +6.0% | 1.0% | $675.0M | +$30.8M | ||||||||
| Johnson & JohnsonCOM · shares +34% · price −2.6% | 1.0% | $669.7M | −$13.4M | ||||||||
| Tyson Foods IncCL A · shares +11% · price +11.8% | 0.87% | $569.1M | +$54.3M | ||||||||
| Wal-Mart Stores IncCOM · shares +26% · price −1.2% | 0.79% | $513.6M | −$5.1M | ||||||||
| Pepsico IncCOM · shares −2.2% · price +2.7% | 0.78% | $509.9M | +$13.3M | ||||||||
| Pnc Finl Svcs Group IncCOM · shares +17% · price +10.7% | 0.75% | $492.0M | +$40.5M | ||||||||
| Hp IncCOM · shares +60% · price +23.7% | 0.72% | $467.5M | +$56.0M | ||||||||
| IntelCOM · shares +81% · price +15.1% | 0.71% | $461.1M | +$33.5M | ||||||||
| AmazonCOM · shares +9.6% · price +17.0% | 0.70% | $458.4M | +$60.8M | ||||||||
| AlphabetCAP STK CL A · shares +6.3% · price +14.3% | 0.67% | $440.8M | +$51.9M | ||||||||
| Unitedhealth Group IncCOM · shares +4.4% · price −0.8% | 0.67% | $437.1M | −$3.6M | ||||||||
| MetaCL A · shares +17% · price +12.2% | 0.66% | $428.6M | +$39.9M | ||||||||
| CiscoCOM · shares +12% · price +10.6% | 0.65% | $423.0M | +$36.2M | ||||||||
| Applied MaterialsCOM · shares +497% · price +25.8% | 0.65% | $422.3M | +$14.5M | ||||||||
| American Electric PowerCOM · shares +11% · price −8.4% | 0.64% | $417.1M | −$34.4M | ||||||||
| TSMCSPONSORED ADR · shares +3.8% · price +16.6% | 0.61% | $397.1M | +$54.5M | ||||||||
| United Contl Hldgs IncCOM · shares +11% · price +27.9% | 0.59% | $388.3M | +$76.0M | ||||||||
| Northrop Grumman CorpCOM · shares +7.4% · price −3.7% | 0.58% | $379.7M | −$13.8M | ||||||||
| AlibabaSPONSORED ADS · shares +48% · price +33.0% | 0.58% | $378.6M | +$63.4M | ||||||||
| Exxon Mobil CorpCOM · shares +55% · price −6.9% | 0.57% | $371.7M | −$17.8M | ||||||||
| PSEGCOM · shares −11% · price −10.2% | 0.57% | $371.2M | −$42.0M | ||||||||
| Ebay IncCOM · shares −2.5% · price +40.5% | 0.56% | $366.1M | +$105.6M | ||||||||
| Raytheon CoCOM NEW · shares +46% · price +0.1% | 0.55% | $357.0M | +$323,122 | ||||||||
| Total · 2,243 positions | 100% | $65.33B | +$1.85B |
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 2016 to Q3 2016: 2,040 stocks held throughout, up $1.85B (+3.6%).
- Ebay Inc+$105.6M+41%
- Apple+$98.1M+18%
- Microsoft+$83.6M+13%
- United Contl Hldgs Inc+$76.0M+28%
- Alibaba+$63.4M+33%
- Barrick Gold Corp−$25.6M−17%
- Infosys Ltd−$27.7M−12%
- American Electric Power−$34.4M−8%
- PSEG−$42.0M−10%
- Church & Dwight Inc−$48.0M−53%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 5 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 ↗ |