13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2016. See the latest, Q2 2026 →
Reported value
$72.48B
+11% on the quarter before
Positions
2,222
131 new · 152 sold out
Top 10
8.9%
of the value
Est. gain
+$2.38B
on stocks held all quarter
Est. return
+4.0%
on those stocks since Q3 2016
Positions as of Dec 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
- 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 Q3 2016. Striped tiles are options.
Largest buys
Since Q3 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.
- Hewlett Packard Enterprise~$486.4MAdded · 0.1% → 0.8%+21,019,389 shares
- Wells Fargo & Co New~$160.7MAdded · 0.4% → 0.7%+2,916,320 shares
- Delta Air Lines Inc Del~$150.4MAdded · 0.3% → 0.6%+3,056,526 shares
- Suntrust Bks Inc~$142.0MAdded · 0.4% → 0.6%+2,588,353 shares
- Aflac Inc~$126.5MAdded · 0.3% → 0.4%+1,817,630 shares
- Bank Amer Corp~$121.8MAdded · 0.0% → 0.2%+5,510,536 shares
- Jpmorgan Chase & Co~$121.8MAdded · 0.4% → 0.7%+1,411,214 shares
- Ingersoll-Rand Plc~$118.5MAdded · 0.2% → 0.4%+1,578,895 shares
- Wal-Mart Stores Inc~$116.8MAdded · 0.8% → 0.8%+1,689,794 shares
- Applied Materials~$109.5MAdded · 0.6% → 0.8%+3,392,749 shares
Largest sells
Since Q3 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.
- Mondelez Intl Inc~$118.8MCut · 0.2% → 0.0%−2,680,353 shares
- Brocade Communications Sys I~$118.4MCut · 0.2% → 0.1%−9,476,017 shares
- Cognizant~$111.7MCut · 0.2% → 0.0%−1,993,557 shares
- Dow Chem Co~$93.9MCut · 0.3% → 0.2%−1,641,642 shares
- Pepsico Inc~$69.4MCut · 0.8% → 0.6%−663,559 shares
- Lowes Cos Inc~$67.4MCut · 0.3% → 0.1%−948,233 shares
- General Mls Inc~$64.4MCut · 0.2% → 0.1%−1,041,813 shares
- Robert Half Intl Inc~$63.5MCut · 0.2% → 0.1%−1,301,639 shares
- Edwards Lifesciences Corp~$57.0MCut · 0.2% → 0.1%−607,939 shares
- Coca Cola Co~$52.8MCut · 0.2% → 0.1%−1,272,376 shares
Holdings
As of Dec 31, 2016. Changes are in shares against Sep 30, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −1.8% · price +7.9% | 1.2% | $860.1M | +$62.8M | ||||||||
| AppleCOM · shares +2.5% · price +2.5% | 1.1% | $765.0M | +$17.8M | ||||||||
| Johnson & JohnsonCOM · shares +10% · price −2.5% | 0.99% | $720.5M | −$16.6M | ||||||||
| Wal-Mart Stores IncCOM · shares +24% · price −4.2% | 0.84% | $609.0M | −$21.4M | ||||||||
| Procter And Gamble CoCOM · shares −4.3% · price −6.3% | 0.83% | $605.0M | −$40.8M | ||||||||
| Unitedhealth Group IncCOM · shares +20% · price +14.3% | 0.83% | $598.3M | +$62.6M | ||||||||
| Pnc Finl Svcs Group IncCOM · shares −7.8% · price +29.8% | 0.81% | $589.2M | +$135.4M | ||||||||
| Hewlett Packard EnterpriseCOM · shares +527% · price +1.7% | 0.80% | $578.7M | +$1.6M | ||||||||
| Applied MaterialsCOM · shares +24% · price +7.0% | 0.77% | $561.5M | +$29.7M | ||||||||
| Tyson Foods IncCL A · shares +13% · price −17.4% | 0.74% | $533.3M | −$99.0M | ||||||||
| Wells Fargo & Co NewCOM · shares +45% · price +24.5% | 0.72% | $520.2M | +$70.6M | ||||||||
| United Contl Hldgs IncCOM · shares −8.4% · price +38.9% | 0.68% | $494.0M | +$138.4M | ||||||||
| Jpmorgan Chase & CoCOM · shares +34% · price +29.6% | 0.66% | $478.0M | +$81.3M | ||||||||
| TSMCSPONSORED ADR · shares +27% · price −6.0% | 0.65% | $473.9M | −$23.9M | ||||||||
| Northrop Grumman CorpCOM · shares +12% · price +8.7% | 0.64% | $462.2M | +$33.1M | ||||||||
| Raytheon CoCOM NEW · shares +21% · price +4.3% | 0.62% | $449.2M | +$15.4M | ||||||||
| IntelCOM · shares +0.3% · price −3.9% | 0.61% | $444.2M | −$18.1M | ||||||||
| Suntrust Bks IncCOM · shares +47% · price +25.2% | 0.61% | $442.3M | +$60.5M | ||||||||
| Allstate CorpCOM · shares +15% · price +7.1% | 0.60% | $437.7M | +$25.4M | ||||||||
| CiscoCOM · shares +5.2% · price −4.7% | 0.59% | $424.1M | −$20.0M | ||||||||
| Hp IncCOM · shares −5.6% · price −4.4% | 0.58% | $421.6M | −$19.6M | ||||||||
| Pepsico IncCOM · shares −14% · price −3.8% | 0.58% | $421.1M | −$16.7M | ||||||||
| American Electric PowerCOM · shares +1.9% · price −1.9% | 0.58% | $416.8M | −$8.1M | ||||||||
| Exxon Mobil CorpCOM · shares +7.4% · price +3.4% | 0.57% | $412.9M | +$12.7M | ||||||||
| PSEGCOM · shares +6.1% · price +4.8% | 0.57% | $412.8M | +$17.8M | ||||||||
| Total · 2,222 positions | 100% | $72.48B | +$2.38B |
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 2016 to Q4 2016: 2,091 stocks held throughout, up $2.38B (+4.0%).
- United Contl Hldgs Inc+$138.4M+39%
- Pnc Finl Svcs Group Inc+$135.4M+30%
- Jpmorgan Chase & Co+$81.3M+30%
- Wells Fargo & Co New+$70.6M+24%
- Nvidia+$69.3M+56%
- Meta−$44.2M−10%
- Amazon−$46.5M−10%
- Alibaba−$64.3M−17%
- Smith A O−$74.5M−52%
- Tyson Foods Inc−$99.0M−17%
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 ↗ |