13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q1 2018. See the latest, Q2 2026 →
Reported value
$92.73B
−2.7% on the quarter before
Positions
2,215
143 new · 143 sold out
Top 10
11.3%
of the value
Est. gain
−$764.6M
on stocks held all quarter
Est. return
−0.9%
on those stocks since Q4 2017
Positions as of Mar 31, 2018, 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, 22% of the reported value, each sized by its share, colored by what the fund did with it since Q4 2017. Striped tiles are options.
Largest buys
Since Q4 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.
- Booking Hldgs Inc~$412.1MNew · 0.0% → 0.4%+198,070 shares
- Aflac Inc~$359.3MAdded · 0.6% → 0.7%+8,207,870 shares
- Lauder Estee Cos Inc~$272.6MAdded · 0.2% → 0.5%+1,820,895 shares
- Adobe~$253.2MAdded · 0.2% → 0.5%+1,171,560 shares
- Walmart Inc~$214.4MAdded · 0.8% → 1.0%+2,409,793 shares
- Skyworks Solutions~$213.0MAdded · 0.4% → 0.6%+2,124,678 shares
- Target Corp~$178.3MAdded · 0.2% → 0.4%+2,567,900 shares
- Constellation Brands Inc~$178.1MAdded · 0.2% → 0.4%+781,334 shares
- Amazon~$165.1MAdded · 0.8% → 1.2%+114,068 shares
- Meta~$163.9MAdded · 1.3% → 1.4%+1,025,998 shares
Largest sells
Since Q4 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.
- Boeing Co~$350.6MCut · 1.0% → 0.7%−1,069,435 shares
- Edison Intl~$312.7MCut · 0.4% → 0.1%−4,912,042 shares
- Priceline Grp Inc~$282.8MSold out · 0.3% → 0.0%−162,732 shares
- Ebay Inc~$273.2MCut · 0.9% → 0.7%−6,788,989 shares
- Fiat Chrysler Automobiles N~$256.4MCut · 0.4% → 0.2%−12,610,817 shares
- Lam Research~$245.9MCut · 0.4% → 0.2%−1,210,430 shares
- Western Digital~$240.5MCut · 0.9% → 0.8%−2,606,826 shares
- Union Pac Corp~$215.6MCut · 0.3% → 0.0%−1,604,153 shares
- Netflix~$203.2MCut · 0.3% → 0.2%−687,995 shares
- Nvidia~$202.8MCut · 0.4% → 0.3%−875,641 shares
Holdings
As of Mar 31, 2018. Changes are in shares against Dec 31, 2017, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares +2.5% · price +6.7% | 1.5% | $1.36B | +$83.3M | ||||||||
| AppleCOM · shares +1.4% · price −0.9% | 1.4% | $1.30B | −$11.1M | ||||||||
| MetaCL A · shares +15% · price −9.4% | 1.4% | $1.27B | −$115.2M | ||||||||
| AmazonCOM · shares +18% · price +23.8% | 1.2% | $1.07B | +$173.0M | ||||||||
| MicronCOM · shares −2.1% · price +26.8% | 1.1% | $994.1M | +$210.1M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares −6.7% · price −4.2% | 1.0% | $973.5M | −$42.7M | ||||||||
| Walmart IncCOM · shares +31% · price −9.9% | 0.99% | $914.5M | −$77.0M | ||||||||
| Jpmorgan Chase & CoCOM · shares +16% · price +2.8% | 0.95% | $882.2M | +$20.9M | ||||||||
| Raytheon CoCOM NEW · shares +21% · price +14.9% | 0.93% | $864.9M | +$92.4M | ||||||||
| IntelCOM · shares +5.9% · price +12.8% | 0.93% | $859.0M | +$92.2M | ||||||||
| Gilead Sciences IncCOM · shares −16% · price +5.2% | 0.87% | $803.2M | +$40.0M | ||||||||
| Allstate CorpCOM · shares +14% · price −9.1% | 0.83% | $773.3M | −$68.0M | ||||||||
| AlphabetCAP STK CL A · shares −12% · price −1.5% | 0.83% | $770.8M | −$12.1M | ||||||||
| OracleCOM · shares −2.0% · price −3.2% | 0.81% | $748.3M | −$25.0M | ||||||||
| Western DigitalCOM · shares −24% · price +16.0% | 0.80% | $746.1M | +$103.0M | ||||||||
| TSMCSPONSORED ADR · shares +5.1% · price +10.4% | 0.80% | $738.2M | +$66.0M | ||||||||
| Exelon CorporationCOM · shares +23% · price −0.4% | 0.79% | $733.0M | −$2.2M | ||||||||
| Humana IncCOM · shares +3.4% · price +8.4% | 0.79% | $731.6M | +$54.6M | ||||||||
| Johnson & JohnsonCOM · shares +1.1% · price −8.3% | 0.75% | $700.0M | −$62.5M | ||||||||
| Anthem IncCOM · shares −9.5% · price −2.1% | 0.74% | $689.1M | −$14.8M | ||||||||
| AlibabaSPONSORED ADS · shares −5.0% · price +6.4% | 0.73% | $679.3M | +$41.1M | ||||||||
| Boeing CoCOM · shares −34% · price +11.2% | 0.73% | $673.4M | +$67.7M | ||||||||
| Biogen IncCOM · shares +24% · price −14.0% | 0.72% | $669.2M | −$88.0M | ||||||||
| IBMCOM · shares +4.9% · price +0.0% | 0.72% | $663.2M | +$40,484 | ||||||||
| Aflac IncCOM · shares +127% · price −50.1% | 0.69% | $641.2M | −$283.5M | ||||||||
| Total · 2,215 positions | 100% | $92.73B | −$764.6M |
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 2017 to Q1 2018: 2,072 stocks held throughout, down $764.6M (−0.9%).
- Micron+$210.1M+27%
- Amazon+$173.0M+24%
- Western Digital+$103.0M+16%
- Raytheon Co+$92.4M+15%
- Intel+$92.2M+13%
- Walmart Inc−$77.0M−10%
- Cigna Corporation−$83.4M−17%
- Biogen Inc−$88.0M−14%
- Meta−$115.2M−9%
- Aflac Inc−$283.5M−50%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 2 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 ↗ |