13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2017. See the latest, Q2 2026 →
Reported value
$95.29B
+14% on the quarter before
Positions
2,215
124 new · 143 sold out
Top 10
10.6%
of the value
Est. gain
+$4.69B
on stocks held all quarter
Est. return
+6.3%
on those stocks since Q3 2017
Positions as of Dec 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, 21% of the reported value, each sized by its share, colored by what the fund did with it since Q3 2017. Striped tiles are options.
Largest buys
Since Q3 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.
- Meta~$510.3MAdded · 0.8% → 1.3%+2,892,074 shares
- Oracle~$437.6MAdded · 0.4% → 0.8%+9,255,944 shares
- Western Digital~$409.1MAdded · 0.6% → 0.9%+5,143,651 shares
- Lyondellbasell Industries N~$295.5MAdded · 0.9% → 1.1%+2,678,212 shares
- Celgene Corp~$248.2MAdded · 0.3% → 0.5%+2,378,345 shares
- IQVIA~$237.8MNew · 0.0% → 0.2%+2,428,988 shares
- Amazon~$222.4MAdded · 0.5% → 0.8%+190,208 shares
- Nvidia~$205.3MAdded · 0.2% → 0.4%+1,061,007 shares
- Tyson Foods Inc~$197.5MAdded · 0.3% → 0.5%+2,435,964 shares
- Mckesson Corp~$184.4MAdded · 0.5% → 0.6%+1,182,353 shares
Largest sells
Since Q3 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.
- Aetna Inc New~$278.3MCut · 0.4% → 0.1%−1,542,661 shares
- Regions Finl Corp New~$188.1MCut · 0.3% → 0.1%−10,886,635 shares
- General Mtrs Co~$181.6MCut · 0.8% → 0.5%−4,429,880 shares
- Pg&E Corp~$176.4MCut · 0.4% → 0.1%−3,935,805 shares
- Suntrust Bks Inc~$166.6MCut · 0.5% → 0.3%−2,579,327 shares
- Intel~$159.9MCut · 0.9% → 0.8%−3,463,958 shares
- Wal-Mart Stores Inc~$158.6MCut · 0.9% → 0.8%−1,605,973 shares
- PSEG~$148.4MCut · 0.5% → 0.4%−2,880,983 shares
- Ingersoll-Rand Plc~$131.3MCut · 0.3% → 0.1%−1,472,155 shares
- Hewlett Packard Enterprise~$124.4MCut · 0.3% → 0.1%−8,664,210 shares
Holdings
As of Dec 31, 2017. Changes are in shares against Sep 30, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| AppleCOM · shares +8.4% · price +9.8% | 1.4% | $1.29B | +$106.5M | ||||||||
| MicrosoftCOM · shares +8.6% · price +14.8% | 1.3% | $1.24B | +$148.0M | ||||||||
| MetaCL A · shares +72% · price +3.3% | 1.3% | $1.22B | +$22.5M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares +37% · price +11.2% | 1.1% | $1.09B | +$79.9M | ||||||||
| Boeing CoCOM · shares +25% · price +16.0% | 0.97% | $921.1M | +$101.7M | ||||||||
| Gilead Sciences IncCOM · shares +4.3% · price −11.6% | 0.95% | $905.0M | −$113.7M | ||||||||
| AlphabetCAP STK CL A · shares +26% · price +8.2% | 0.94% | $893.1M | +$53.6M | ||||||||
| Western DigitalCOM · shares +93% · price −8.0% | 0.89% | $850.4M | −$38.1M | ||||||||
| Ebay IncCOM · shares +18% · price −1.9% | 0.88% | $837.9M | −$13.5M | ||||||||
| MicronCOM · shares +16% · price +4.6% | 0.84% | $800.5M | +$30.2M | ||||||||
| OracleCOM · shares +124% · price −2.6% | 0.83% | $789.2M | −$9.4M | ||||||||
| Anthem IncCOM · shares +7.8% · price +18.5% | 0.82% | $777.4M | +$112.6M | ||||||||
| Wal-Mart Stores IncCOM · shares −17% · price +25.6% | 0.82% | $777.1M | +$158.5M | ||||||||
| Johnson & JohnsonCOM · shares +9.5% · price +7.5% | 0.79% | $755.0M | +$47.9M | ||||||||
| Allstate CorpCOM · shares +1.6% · price +13.9% | 0.78% | $746.4M | +$89.8M | ||||||||
| Jpmorgan Chase & CoCOM · shares −2.2% · price +12.0% | 0.78% | $739.0M | +$79.0M | ||||||||
| AmazonCOM · shares +44% · price +21.6% | 0.76% | $728.3M | +$90.0M | ||||||||
| IntelCOM · shares −18% · price +21.2% | 0.75% | $718.9M | +$125.8M | ||||||||
| Pfizer IncCOM · shares −8.5% · price +1.5% | 0.73% | $691.4M | +$9.9M | ||||||||
| AlibabaSPONSORED ADS · shares −0.7% · price −0.2% | 0.70% | $671.6M | −$1.1M | ||||||||
| Humana IncCOM · shares +14% · price +1.8% | 0.69% | $653.0M | +$10.2M | ||||||||
| TSMCSPONSORED ADR · shares +11% · price +5.6% | 0.67% | $636.6M | +$30.3M | ||||||||
| Walt Disney Company (The)COM DISNEY · shares −5.1% · price +9.1% | 0.67% | $634.9M | +$52.8M | ||||||||
| Best Buy IncCOM · shares +4.6% · price +20.2% | 0.67% | $634.8M | +$102.0M | ||||||||
| Amgen IncCOM · shares +24% · price −6.7% | 0.66% | $633.3M | −$36.7M | ||||||||
| Total · 2,215 positions | 100% | $95.29B | +$4.69B |
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 2017 to Q4 2017: 2,091 stocks held throughout, up $4.69B (+6.3%).
- Wal-Mart Stores Inc+$158.5M+26%
- Microsoft+$148.0M+15%
- Intel+$125.8M+21%
- Anthem Inc+$112.6M+19%
- Apple+$106.5M+10%
- Western Digital−$38.1M−8%
- Edison Intl−$53.3M−18%
- Merck & Co Inc−$76.2M−12%
- Celgene Corp−$82.9M−28%
- Gilead Sciences Inc−$113.7M−12%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 3 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 ↗ |