13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2017. See the latest, Q2 2026 →
Reported value
$83.80B
+11% on the quarter before
Positions
2,234
183 new · 137 sold out
Top 10
9.7%
of the value
Est. gain
+$3.51B
on stocks held all quarter
Est. return
+5.3%
on those stocks since Q2 2017
Positions as of Sep 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, 20% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2017. Striped tiles are options.
Largest buys
Since Q2 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.
- General Mtrs Co~$359.7MAdded · 0.3% → 0.8%+8,874,720 shares
- Western Digital~$352.6MAdded · 0.2% → 0.6%+4,081,151 shares
- Walt Disney Company (The)~$326.2MAdded · 0.4% → 0.7%+3,308,901 shares
- Micron~$305.1MAdded · 0.4% → 0.8%+7,756,475 shares
- Lyondellbasell Industries N~$284.0MAdded · 0.5% → 0.9%+2,862,808 shares
- Meta~$278.6MAdded · 0.5% → 0.8%+1,630,298 shares
- Gilead Sciences Inc~$274.2MAdded · 0.8% → 1.2%+3,384,623 shares
- Amgen Inc~$259.0MAdded · 0.4% → 0.7%+1,389,028 shares
- Abbvie Inc~$252.9MAdded · 0.1% → 0.4%+2,845,510 shares
- Pfizer Inc~$222.3MAdded · 0.7% → 0.9%+6,226,894 shares
Largest sells
Since Q2 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.
- Hp Inc~$227.3MCut · 0.4% → 0.1%−11,359,189 shares
- Tyson Foods Inc~$197.4MCut · 0.5% → 0.3%−2,800,700 shares
- Fiat Chrysler Automobiles N~$184.5MCut · 0.4% → 0.4%−10,293,500 shares
- Unitedhealth Group Inc~$183.3MCut · 0.8% → 0.6%−936,088 shares
- Applied Materials~$173.7MCut · 0.6% → 0.5%−3,334,900 shares
- L3 Technologies Inc~$161.2MCut · 0.4% → 0.2%−855,730 shares
- Pnc Finl Svcs Group Inc~$141.4MCut · 0.7% → 0.5%−1,044,200 shares
- Dow Chem Co~$139.9MSold out · 0.2% → 0.0%−2,217,415 shares
- Aetna Inc New~$134.9MCut · 0.6% → 0.4%−848,249 shares
- American Electric Power~$128.1MCut · 0.6% → 0.4%−1,824,211 shares
Holdings
As of Sep 30, 2017. Changes are in shares against Jun 30, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares +1.6% · price +7.0% | 1.3% | $1.09B | +$70.1M | ||||||||
| MicrosoftCOM · shares +0.04% · price +8.1% | 1.2% | $997.4M | +$74.4M | ||||||||
| Gilead Sciences IncCOM · shares +39% · price +14.5% | 1.2% | $981.7M | +$89.4M | ||||||||
| Wal-Mart Stores IncCOM · shares +1.2% · price +3.9% | 0.89% | $744.8M | +$27.4M | ||||||||
| Pfizer IncCOM · shares +43% · price +6.3% | 0.89% | $744.7M | +$30.9M | ||||||||
| IntelCOM · shares +38% · price +12.9% | 0.87% | $725.0M | +$59.7M | ||||||||
| Merck & Co IncCOM · shares +36% · price −0.1% | 0.86% | $724.1M | −$499,496 | ||||||||
| Ebay IncCOM · shares −0.8% · price +10.1% | 0.86% | $722.0M | +$66.5M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares +66% · price +17.6% | 0.85% | $714.2M | +$64.3M | ||||||||
| MetaCL A · shares +68% · price +13.2% | 0.82% | $686.7M | +$47.5M | ||||||||
| AlibabaSPONSORED ADS · shares +1.0% · price +22.6% | 0.81% | $677.5M | +$123.6M | ||||||||
| Jpmorgan Chase & CoCOM · shares +2.8% · price +4.5% | 0.81% | $675.2M | +$28.3M | ||||||||
| MicronCOM · shares +85% · price +31.7% | 0.79% | $662.9M | +$86.2M | ||||||||
| AlphabetCAP STK CL A · shares +20% · price +4.7% | 0.78% | $655.1M | +$24.7M | ||||||||
| Allstate CorpCOM · shares +9.7% · price +3.9% | 0.77% | $645.1M | +$22.2M | ||||||||
| General Mtrs CoCOM · shares +127% · price +16.0% | 0.77% | $643.8M | +$39.3M | ||||||||
| Johnson & JohnsonCOM · shares +0.4% · price −1.7% | 0.77% | $641.5M | −$11.2M | ||||||||
| Boeing CoCOM · shares −1.3% · price +28.6% | 0.76% | $635.5M | +$141.1M | ||||||||
| Walt Disney Company (The)COM DISNEY · shares +114% · price −7.2% | 0.73% | $613.2M | −$22.4M | ||||||||
| Anthem IncCOM · shares +4.5% · price +0.9% | 0.73% | $608.7M | +$5.4M | ||||||||
| Biogen IncCOM · shares +43% · price +15.4% | 0.70% | $585.4M | +$54.5M | ||||||||
| Humana IncCOM · shares +49% · price +1.3% | 0.67% | $561.4M | +$4.7M | ||||||||
| Amgen IncCOM · shares +90% · price +8.3% | 0.65% | $545.7M | +$21.9M | ||||||||
| TSMCSPONSORED ADR · shares +7.8% · price +7.4% | 0.65% | $542.2M | +$34.7M | ||||||||
| Best Buy IncCOM · shares +74% · price −0.6% | 0.60% | $504.7M | −$1.9M | ||||||||
| Total · 2,234 positions | 100% | $83.80B | +$3.51B |
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 2017 to Q3 2017: 2,051 stocks held throughout, up $3.51B (+5.3%).
- Fiat Chrysler Automobiles N+$148.9M+70%
- Boeing Co+$141.1M+29%
- Alibaba+$123.6M+23%
- Gilead Sciences Inc+$89.4M+14%
- Micron+$86.2M+32%
- Darden Restaurants Inc−$30.8M−13%
- Southwest Airls Co−$33.7M−10%
- Everest Re Group Ltd−$36.6M−10%
- Foot Locker Inc−$41.9M−29%
- United Contl Hldgs Inc−$73.1M−19%
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 ↗ |