13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q3 2018. See the latest, Q2 2026 →
Reported value
$104.52B
+5.3% on the quarter before
Positions
2,254
100 new · 155 sold out
Top 10
13.3%
of the value
Est. gain
+$4.27B
on stocks held all quarter
Est. return
+5.1%
on those stocks since Q2 2018
Positions as of Sep 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, 25% of the reported value, each sized by its share, colored by what the fund did with it since Q2 2018. Striped tiles are options.
Largest buys
Since Q2 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.
- Micron~$554.9MAdded · 0.9% → 1.2%+12,269,445 shares
- Target Corp~$493.1MAdded · 0.4% → 0.9%+5,590,395 shares
- Microsoft~$411.0MAdded · 1.7% → 2.2%+3,593,400 shares
- Pfizer Inc~$383.5MAdded · 0.5% → 1.0%+8,701,301 shares
- Adobe~$364.2MAdded · 0.7% → 1.0%+1,349,015 shares
- Costco Whsl Corp New~$360.0MAdded · 0.1% → 0.5%+1,532,770 shares
- Abiomed Inc~$358.2MAdded · 0.2% → 0.5%+796,482 shares
- Kroger Co~$339.3MAdded · 0.0% → 0.3%+11,657,299 shares
- Conocophillips~$305.9MAdded · 0.3% → 0.6%+3,951,688 shares
- Anadarko Pete Corp~$300.8MAdded · 0.1% → 0.4%+4,462,780 shares
Largest sells
Since Q2 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.
- Meta~$364.2MCut · 1.7% → 1.0%−2,214,810 shares
- Oracle~$342.3MCut · 0.6% → 0.3%−6,639,246 shares
- Exelon Corporation~$234.7MCut · 1.0% → 0.8%−5,375,406 shares
- Ebay Inc~$224.1MCut · 0.5% → 0.2%−6,787,775 shares
- Centene Corp Del~$204.6MCut · 0.4% → 0.3%−1,413,210 shares
- Booking Hldgs Inc~$198.4MCut · 0.7% → 0.5%−100,014 shares
- Ca Inc~$196.6MCut · 0.2% → 0.0%−4,453,080 shares
- Caterpillar Inc Del~$193.8MCut · 0.2% → 0.0%−1,270,735 shares
- Carnival Corp~$163.5MCut · 0.2% → 0.0%−2,564,208 shares
- Travelers Companies Inc~$159.8MCut · 0.3% → 0.2%−1,231,626 shares
Holdings
As of Sep 30, 2018. Changes are in shares against Jun 30, 2018, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares +21% · price +15.0% | 2.2% | $2.34B | +$251.0M | ||||||||
| AppleCOM · shares +5.4% · price +21.1% | 1.9% | $1.99B | +$328.2M | ||||||||
| AmazonCOM · shares −7.4% · price +16.5% | 1.5% | $1.53B | +$216.9M | ||||||||
| MicronCOM · shares +75% · price −14.5% | 1.2% | $1.29B | −$125.2M | ||||||||
| IntelCOM · shares +24% · price −4.9% | 1.2% | $1.22B | −$51.1M | ||||||||
| Walmart IncCOM · shares +27% · price +9.4% | 1.1% | $1.15B | +$77.5M | ||||||||
| Raytheon CoCOM NEW · shares −1.6% · price +6.5% | 1.1% | $1.13B | +$68.5M | ||||||||
| MetaCL A · shares −25% · price −16.3% | 1.0% | $1.09B | −$211.7M | ||||||||
| AdobeCOM · shares +51% · price +10.7% | 1.0% | $1.08B | +$69.3M | ||||||||
| Biogen IncCOM · shares +6.5% · price +21.7% | 1.0% | $1.07B | +$179.1M | ||||||||
| Humana IncCOM · shares −4.4% · price +13.3% | 0.99% | $1.04B | +$122.0M | ||||||||
| Pfizer IncCOM · shares +60% · price +21.1% | 0.98% | $1.02B | +$111.0M | ||||||||
| Valero Energy Corp NewCOM · shares +10% · price +1.7% | 0.91% | $952.2M | +$14.8M | ||||||||
| AlphabetCAP STK CL A · shares +1.6% · price +5.9% | 0.89% | $932.8M | +$51.5M | ||||||||
| Target CorpCOM · shares +114% · price +15.2% | 0.88% | $924.0M | +$56.8M | ||||||||
| Boeing CoCOM · shares −1.1% · price +10.8% | 0.88% | $916.4M | +$89.7M | ||||||||
| Johnson & JohnsonCOM · shares +29% · price +13.9% | 0.88% | $916.0M | +$86.4M | ||||||||
| Lyondellbasell Industries NSHS - A - · shares −5.8% · price −7.4% | 0.85% | $890.6M | −$70.8M | ||||||||
| Allstate CorpCOM · shares −0.01% · price +7.9% | 0.83% | $866.9M | +$63.8M | ||||||||
| Exelon CorporationCOM · shares −22% · price +2.5% | 0.78% | $813.1M | +$19.7M | ||||||||
| Texas InstrumentsCOM · shares +27% · price −3.1% | 0.71% | $740.4M | −$18.9M | ||||||||
| Cigna CorporationCOM · shares −3.7% · price +22.2% | 0.71% | $738.1M | +$134.3M | ||||||||
| CiscoCOM · shares +35% · price +12.3% | 0.69% | $723.0M | +$58.6M | ||||||||
| Unitedhealth Group IncCOM · shares +1.3% · price +8.4% | 0.67% | $697.6M | +$53.4M | ||||||||
| Anthem IncCOM · shares −13% · price +14.8% | 0.66% | $692.7M | +$89.4M | ||||||||
| Total · 2,254 positions | 100% | $104.52B | +$4.27B |
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 2018 to Q3 2018: 2,154 stocks held throughout, up $4.27B (+5.1%).
- Apple+$328.2M+21%
- Microsoft+$251.0M+15%
- Amazon+$216.9M+17%
- Biogen Inc+$179.1M+22%
- Cigna Corporation+$134.3M+22%
- Alibaba−$76.0M−11%
- Lear Corp−$80.9M−23%
- Infosys Ltd−$99.6M−48%
- Micron−$125.2M−15%
- Meta−$211.7M−16%
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 ↗ |