13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2017. See the latest, Q2 2026 →
Reported value
$75.57B
+0.4% on the quarter before
Positions
2,188
144 new · 123 sold out
Top 10
9.2%
of the value
Est. gain
+$1.47B
on stocks held all quarter
Est. return
+2.3%
on those stocks since Q1 2017
Positions as of Jun 30, 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, 18% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2017. Striped tiles are options.
Largest buys
Since Q1 2017, 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.
- Gilead Sciences Inc~$249.0MAdded · 0.5% → 0.8%+3,518,634 shares
- Ebay Inc~$227.8MAdded · 0.6% → 0.9%+6,524,395 shares
- Humana Inc~$195.8MAdded · 0.2% → 0.5%+813,605 shares
- Walt Disney Company (The)~$182.9MAdded · 0.2% → 0.4%+1,721,833 shares
- Dxc Technology Co~$172.2MNew · 0.0% → 0.2%+2,243,991 shares
- Xerox Corp~$143.2MNew · 0.0% → 0.2%+4,984,440 shares
- Pfizer Inc~$126.3MAdded · 0.5% → 0.7%+3,759,969 shares
- Jpmorgan Chase & Co~$124.9MAdded · 0.6% → 0.8%+1,366,355 shares
- Seagate Technology Plc~$123.5MAdded · 0.0% → 0.2%+3,187,103 shares
- IBM~$120.3MAdded · 0.4% → 0.5%+781,872 shares
Largest sells
Since Q1 2017, 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.
- Wells Fargo Co New~$243.9MCut · 0.7% → 0.4%−4,401,127 shares
- Huntsman Corp~$160.5MCut · 0.3% → 0.1%−6,212,283 shares
- Citizens Finl Group Inc~$158.2MCut · 0.3% → 0.1%−4,433,852 shares
- Suntrust Bks Inc~$154.6MCut · 0.6% → 0.5%−2,725,625 shares
- Applied Materials~$151.6MCut · 0.7% → 0.6%−3,669,819 shares
- Cummins~$149.9MCut · 0.5% → 0.3%−924,056 shares
- Fifth Third Bancorp~$146.4MCut · 0.3% → 0.1%−5,638,231 shares
- Delta Air Lines Inc Del~$139.9MCut · 0.6% → 0.5%−2,603,940 shares
- Nucor Corp~$133.7MCut · 0.2% → 0.0%−2,309,610 shares
- Exxon Mobil Corp~$115.3MCut · 0.4% → 0.2%−1,427,725 shares
Holdings
As of Jun 30, 2017. Changes are in shares against Mar 31, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares +5.4% · price +0.3% | 1.3% | $999.3M | +$2.4M | ||||||||
| MicrosoftCOM · shares +10.0% · price +4.7% | 1.2% | $922.6M | +$37.4M | ||||||||
| Wal-Mart Stores IncCOM · shares +14% · price +5.0% | 0.94% | $708.8M | +$29.6M | ||||||||
| Ebay IncCOM · shares +53% · price +4.0% | 0.87% | $660.8M | +$16.7M | ||||||||
| Johnson & JohnsonCOM · shares −14% · price +6.2% | 0.86% | $650.1M | +$38.0M | ||||||||
| Jpmorgan Chase & CoCOM · shares +25% · price +4.1% | 0.83% | $628.8M | +$19.6M | ||||||||
| Unitedhealth Group IncCOM · shares −8.2% · price +13.1% | 0.82% | $618.7M | +$71.4M | ||||||||
| Gilead Sciences IncCOM · shares +67% · price +4.2% | 0.82% | $618.0M | +$14.9M | ||||||||
| Anthem IncCOM · shares +0.00% · price +13.8% | 0.76% | $577.3M | +$69.8M | ||||||||
| Allstate CorpCOM · shares +2.1% · price +8.5% | 0.75% | $566.1M | +$43.6M | ||||||||
| AlibabaSPONSORED ADS · shares +2.3% · price +30.7% | 0.72% | $547.3M | +$125.6M | ||||||||
| Procter And Gamble CoCOM · shares +11% · price −3.0% | 0.71% | $535.0M | −$15.0M | ||||||||
| Merck & Co IncCOM · shares +2.1% · price +0.9% | 0.71% | $533.1M | +$4.5M | ||||||||
| Pnc Finl Svcs Group IncCOM · shares −12% · price +3.9% | 0.69% | $523.2M | +$19.4M | ||||||||
| AlphabetCAP STK CL A · shares +3.0% · price +9.7% | 0.69% | $522.1M | +$44.6M | ||||||||
| Boeing CoCOM · shares −3.6% · price +11.8% | 0.66% | $500.8M | +$52.9M | ||||||||
| AmazonCOM · shares +1.9% · price +9.2% | 0.66% | $500.7M | +$41.4M | ||||||||
| United Contl Hldgs IncCOM · shares −4.0% · price +6.5% | 0.66% | $497.5M | +$30.5M | ||||||||
| Pfizer IncCOM · shares +35% · price −1.8% | 0.65% | $491.5M | −$6.7M | ||||||||
| Travelers Companies IncCOM · shares +25% · price +5.0% | 0.63% | $477.5M | +$18.1M | ||||||||
| TSMCSPONSORED ADR · shares −13% · price +6.5% | 0.62% | $468.4M | +$28.4M | ||||||||
| Northrop Grumman CorpCOM · shares −8.5% · price +7.9% | 0.62% | $467.3M | +$34.3M | ||||||||
| IntelCOM · shares +21% · price −6.5% | 0.61% | $463.8M | −$26.4M | ||||||||
| Raytheon CoCOM NEW · shares +2.3% · price +5.9% | 0.61% | $460.7M | +$25.0M | ||||||||
| Aetna Inc NewCOM · shares −17% · price +19.0% | 0.60% | $456.9M | +$73.1M | ||||||||
| Total · 2,188 positions | 100% | $75.57B | +$1.47B |
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 2017 to Q2 2017: 2,044 stocks held throughout, up $1.47B (+2.3%).
- Alibaba+$125.6M+31%
- Wellcare Health Plans Inc+$79.6M+28%
- Aetna Inc New+$73.1M+19%
- Unitedhealth Group Inc+$71.4M+13%
- Anthem Inc+$69.8M+14%
- Tegna Inc−$32.9M−44%
- Wipro Ltd−$36.1M−49%
- Foot Locker Inc−$48.9M−34%
- Dst Sys Inc Del−$53.9M−50%
- Hewlett Packard Enterprise−$136.7M−30%
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 ↗ |