13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q2 2018. See the latest, Q2 2026 →
Reported value
$99.28B
+7.1% on the quarter before
Positions
2,309
249 new · 155 sold out
Top 10
12.5%
of the value
Est. gain
+$1.72B
on stocks held all quarter
Est. return
+2.1%
on those stocks since Q1 2018
Positions as of Jun 30, 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, 23% of the reported value, each sized by its share, colored by what the fund did with it since Q1 2018. Striped tiles are options.
Largest buys
Since Q1 2018, 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.
- Valero Energy Corp New~$393.0MAdded · 0.4% → 0.9%+3,515,013 shares
- Booking Hldgs Inc~$308.4MAdded · 0.4% → 0.7%+152,047 shares
- Raytheon Co~$298.2MAdded · 0.9% → 1.1%+1,536,501 shares
- Conocophillips~$293.7MAdded · 0.0% → 0.3%+4,179,471 shares
- Fedex Corp~$281.5MAdded · 0.2% → 0.4%+1,233,534 shares
- Consolidated Edison Inc~$275.9MAdded · 0.5% → 0.7%+3,537,760 shares
- Hollyfrontier Corp~$239.2MAdded · 0.2% → 0.5%+3,464,097 shares
- Lam Research~$232.8MAdded · 0.2% → 0.4%+1,339,127 shares
- Exelon Corporation~$227.1MAdded · 0.8% → 1.0%+5,330,476 shares
- Nextera Energy Inc~$223.2MAdded · 0.2% → 0.4%+1,336,048 shares
Largest sells
Since Q1 2018, 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.
- Walt Disney Company (The)~$299.4MCut · 0.5% → 0.2%−2,850,384 shares
- Western Digital~$262.7MCut · 0.8% → 0.4%−3,388,530 shares
- Celgene Corp~$250.4MCut · 0.6% → 0.2%−3,152,880 shares
- United Contl Hldgs Inc~$248.0MCut · 0.3% → 0.0%−3,557,237 shares
- Jpmorgan Chase & Co~$197.1MCut · 1.0% → 0.6%−1,891,953 shares
- Liberty Interactive Corp~$187.2MSold out · 0.2% → 0.0%−7,436,087 shares
- Royal Caribbean Cruises Ltd~$180.0MCut · 0.4% → 0.1%−1,718,085 shares
- American Electric Power~$178.2MCut · 0.3% → 0.1%−2,573,797 shares
- General Mtrs Co~$175.3MCut · 0.3% → 0.1%−4,355,497 shares
- Procter And Gamble Co~$174.3MCut · 0.4% → 0.2%−2,232,836 shares
Holdings
As of Jun 30, 2018. Changes are in shares against Mar 31, 2018, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MetaCL A · shares +11% · price +23.0% | 1.7% | $1.73B | +$291.6M | ||||||||
| MicrosoftCOM · shares +13% · price +9.0% | 1.7% | $1.67B | +$122.0M | ||||||||
| AppleCOM · shares +7.8% · price +11.1% | 1.6% | $1.56B | +$144.7M | ||||||||
| AmazonCOM · shares +12% · price +18.7% | 1.4% | $1.42B | +$199.9M | ||||||||
| Raytheon CoCOM NEW · shares +38% · price −10.1% | 1.1% | $1.08B | −$87.0M | ||||||||
| IntelCOM · shares +27% · price −4.5% | 1.0% | $1.04B | −$38.6M | ||||||||
| Exelon CorporationCOM · shares +29% · price +8.5% | 1.0% | $1.02B | +$62.3M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares +0.1% · price +4.7% | 1.0% | $1.02B | +$45.9M | ||||||||
| Humana IncCOM · shares +18% · price +11.1% | 0.97% | $958.8M | +$81.4M | ||||||||
| AlphabetCAP STK CL A · shares +2.4% · price +9.9% | 0.87% | $866.8M | +$76.0M | ||||||||
| MicronCOM · shares −15% · price +1.5% | 0.87% | $860.7M | +$12.8M | ||||||||
| Valero Energy Corp NewCOM · shares +86% · price +20.5% | 0.85% | $848.5M | +$77.6M | ||||||||
| Boeing CoCOM · shares +21% · price +2.3% | 0.84% | $835.5M | +$15.7M | ||||||||
| Biogen IncCOM · shares +16% · price +6.0% | 0.83% | $824.4M | +$40.1M | ||||||||
| Walmart IncCOM · shares −6.6% · price −3.5% | 0.83% | $824.1M | −$30.1M | ||||||||
| Allstate CorpCOM · shares +8.1% · price −3.9% | 0.81% | $803.2M | −$30.4M | ||||||||
| Consolidated Edison IncCOM · shares +61% · price −0.5% | 0.73% | $727.7M | −$2.1M | ||||||||
| Booking Hldgs IncCOM · shares +77% · price −2.5% | 0.72% | $710.1M | −$10.4M | ||||||||
| Skyworks SolutionsCOM · shares +24% · price −2.7% | 0.70% | $698.3M | −$15.4M | ||||||||
| Anthem IncCOM · shares −7.2% · price +8.3% | 0.70% | $693.1M | +$53.4M | ||||||||
| AlibabaSPONSORED ADS · shares −1.1% · price +1.1% | 0.68% | $679.1M | +$7.3M | ||||||||
| Northrop Grumman CorpCOM · shares +34% · price −11.5% | 0.67% | $665.9M | −$64.7M | ||||||||
| Best Buy IncCOM · shares +0.2% · price +7.7% | 0.67% | $661.4M | +$47.2M | ||||||||
| AdobeCOM · shares +31% · price +12.8% | 0.65% | $646.0M | +$56.2M | ||||||||
| IBMCOM · shares +5.5% · price −8.3% | 0.65% | $641.5M | −$55.1M | ||||||||
| Total · 2,309 positions | 100% | $99.28B | +$1.72B |
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 2018 to Q2 2018: 2,060 stocks held throughout, up $1.72B (+2.1%).
- Meta+$291.6M+23%
- Amazon+$199.9M+19%
- Apple+$144.7M+11%
- Microsoft+$122.0M+9%
- Darden Restaurants Inc+$93.4M+27%
- Western Digital−$69.2M−16%
- Huntington Ingalls Inds Inc−$73.5M−16%
- Applied Materials−$78.5M−16%
- Raytheon Co−$87.0M−10%
- TSMC−$115.6M−16%
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 ↗ |