13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2017. See the latest, Q2 2026 →
Reported value
$75.24B
+3.8% on the quarter before
Positions
2,167
129 new · 184 sold out
Top 10
8.4%
of the value
Est. gain
+$3.39B
on stocks held all quarter
Est. return
+5.4%
on those stocks since Q4 2016
Positions as of Mar 31, 2017, 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 Q4 2016. Striped tiles are options.
Largest buys
Since Q4 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.
- L3 Technologies Inc~$343.8MNew · 0.0% → 0.5%+2,079,692 shares
- Boeing Co~$185.6MAdded · 0.3% → 0.6%+1,049,546 shares
- Union Pac Corp~$172.0MAdded · 0.1% → 0.3%+1,623,701 shares
- Comcast Corp New~$163.6MAdded · 0.2% → 0.3%+4,351,602 shares
- Fiat Chrysler Automobiles N~$125.5MAdded · 0.3% → 0.5%+11,450,245 shares
- Electronic Arts Inc~$124.1MAdded · 0.1% → 0.3%+1,386,296 shares
- Humana Inc~$122.2MAdded · 0.0% → 0.2%+592,772 shares
- Capital One Finl Corp~$117.9MAdded · 0.2% → 0.4%+1,360,057 shares
- Fifth Third Bancorp~$110.1MAdded · 0.2% → 0.3%+4,332,945 shares
- United Rentals Inc~$108.8MAdded · 0.0% → 0.2%+869,711 shares
Largest sells
Since Q4 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.
- L-3 Communications Hldgs Inc~$319.1MSold out · 0.4% → 0.0%−2,098,142 shares
- Entergy~$178.5MCut · 0.5% → 0.2%−2,350,142 shares
- Hp Inc~$173.2MCut · 0.6% → 0.4%−9,689,407 shares
- FirstEnergy~$154.0MCut · 0.4% → 0.2%−4,840,714 shares
- Procter And Gamble Co~$148.2MCut · 0.8% → 0.7%−1,649,098 shares
- Tesoro Corp~$145.9MCut · 0.3% → 0.1%−1,800,003 shares
- Hewlett Packard Enterprise~$136.9MCut · 0.8% → 0.6%−5,774,839 shares
- Valero Energy Corp New~$122.0MCut · 0.4% → 0.2%−1,840,801 shares
- Applied Materials~$118.1MCut · 0.8% → 0.7%−3,034,836 shares
- Verizon Communications Inc~$116.2MCut · 0.5% → 0.2%−2,382,681 shares
Holdings
As of Mar 31, 2017. Changes are in shares against Dec 31, 2016, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares −0.3% · price +24.0% | 1.3% | $946.0M | +$183.3M | ||||||||
| MicrosoftCOM · shares −12% · price +6.0% | 1.1% | $801.7M | +$45.3M | ||||||||
| Johnson & JohnsonCOM · shares −8.2% · price +8.1% | 0.95% | $714.8M | +$53.6M | ||||||||
| Unitedhealth Group IncCOM · shares −2.7% · price +2.5% | 0.79% | $596.3M | +$14.4M | ||||||||
| Wal-Mart Stores IncCOM · shares −6.6% · price +4.3% | 0.79% | $593.4M | +$24.4M | ||||||||
| Pnc Finl Svcs Group IncCOM · shares −6.0% · price +2.8% | 0.76% | $569.5M | +$15.5M | ||||||||
| Applied MaterialsCOM · shares −17% · price +20.5% | 0.74% | $558.8M | +$95.2M | ||||||||
| Wells Fargo & Co NewCOM · shares +1.6% · price +1.0% | 0.71% | $533.7M | +$5.2M | ||||||||
| Merck & Co IncCOM · shares +24% · price +7.9% | 0.69% | $517.6M | +$30.8M | ||||||||
| Allstate CorpCOM · shares +6.1% · price +9.9% | 0.68% | $510.8M | +$43.5M | ||||||||
| TSMCSPONSORED ADR · shares −6.2% · price +14.2% | 0.67% | $507.7M | +$63.2M | ||||||||
| Anthem IncCOM · shares +11% · price +15.0% | 0.67% | $507.4M | +$59.5M | ||||||||
| Procter And Gamble CoCOM · shares −23% · price +6.9% | 0.66% | $498.4M | +$32.0M | ||||||||
| United Contl Hldgs IncCOM · shares +1.6% · price −3.1% | 0.65% | $486.6M | −$15.2M | ||||||||
| Suntrust Bks IncCOM · shares +8.6% · price +0.8% | 0.64% | $484.3M | +$3.6M | ||||||||
| Jpmorgan Chase & CoCOM · shares −0.5% · price +1.8% | 0.64% | $484.3M | +$8.5M | ||||||||
| Northrop Grumman CorpCOM · shares +0.09% · price +2.3% | 0.63% | $473.1M | +$10.5M | ||||||||
| Tyson Foods IncCL A · shares −12% · price +0.0% | 0.62% | $467.8M | +$227,494 | ||||||||
| Boeing CoCOM · shares +67% · price +13.6% | 0.62% | $464.7M | +$33.4M | ||||||||
| Aetna Inc NewCOM · shares +26% · price +2.9% | 0.62% | $464.2M | +$10.2M | ||||||||
| AlphabetCAP STK CL A · shares +9.1% · price +7.0% | 0.61% | $462.2M | +$27.7M | ||||||||
| Hewlett Packard EnterpriseCOM · shares −23% · price +2.4% | 0.61% | $455.8M | +$10.8M | ||||||||
| AmazonCOM · shares −4.4% · price +18.2% | 0.60% | $450.2M | +$69.4M | ||||||||
| CiscoCOM · shares −6.0% · price +11.8% | 0.59% | $445.7M | +$47.2M | ||||||||
| Delta Air Lines Inc DelCOM NEW · shares +16% · price −6.6% | 0.58% | $439.9M | −$26.7M | ||||||||
| Total · 2,167 positions | 100% | $75.24B | +$3.39B |
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 Q4 2016 to Q1 2017: 2,038 stocks held throughout, up $3.39B (+5.4%).
- Apple+$183.3M+24%
- Applied Materials+$95.2M+21%
- Meta+$78.8M+23%
- Alibaba+$76.0M+23%
- Amazon+$69.4M+18%
- Scana Corp New−$18.7M−11%
- Delta Air Lines Inc Del−$26.7M−7%
- Qualcomm−$26.7M−12%
- Exxon Mobil Corp−$27.9M−9%
- Comcast Corp New−$82.5M−46%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 1 split 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 ↗ |