13F filer · CIK 1167557 ↗
AQR Capital
You are looking at Q4 2018. See the latest, Q2 2026 →
Reported value
$86.30B
−17% on the quarter before
Positions
2,175
149 new · 228 sold out
Top 10
12.7%
of the value
Est. gain
−$13.63B
on stocks held all quarter
Est. return
−15.5%
on those stocks since Q3 2018
Positions as of Dec 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, 24% of the reported value, each sized by its share, colored by what the fund did with it since Q3 2018. Striped tiles are options.
Largest buys
Since Q3 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.
- Cigna Corp New~$708.4MNew · 0.0% → 0.8%+3,729,863 shares
- Merck & Co Inc~$366.0MAdded · 0.6% → 1.2%+4,790,497 shares
- Verizon Communications Inc~$304.7MAdded · 0.3% → 0.7%+5,418,915 shares
- Hca Healthcare Inc~$237.3MAdded · 0.2% → 0.5%+1,906,671 shares
- Comcast Corp New~$215.9MAdded · 0.1% → 0.4%+6,340,688 shares
- United Contl Hldgs Inc~$212.7MAdded · 0.1% → 0.3%+2,540,554 shares
- Marathon Pete Corp~$206.5MAdded · 0.3% → 0.5%+3,499,279 shares
- Costco Whsl Corp New~$202.0MAdded · 0.5% → 0.7%+991,779 shares
- Symantec Corp~$199.4MAdded · 0.0% → 0.3%+10,553,799 shares
- Nike Inc~$194.3MAdded · 0.3% → 0.6%+2,620,858 shares
Largest sells
Since Q3 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.
- Cigna Corporation~$738.1MSold out · 0.7% → 0.0%−3,544,436 shares
- Intel~$361.6MCut · 1.2% → 1.0%−7,706,108 shares
- Texas Instruments~$325.5MCut · 0.7% → 0.4%−3,444,701 shares
- Lyondellbasell Industries N~$276.9MCut · 0.9% → 0.5%−3,329,468 shares
- Wellcare Health Plans Inc~$262.1MCut · 0.4% → 0.0%−1,110,298 shares
- Northrop Grumman Corp~$250.1MCut · 0.5% → 0.2%−1,021,234 shares
- TSMC~$240.0MCut · 0.6% → 0.4%−6,502,754 shares
- L3 Technologies Inc~$238.6MCut · 0.3% → 0.0%−1,373,671 shares
- Skyworks Solutions~$227.2MCut · 0.5% → 0.2%−3,389,984 shares
- Walmart Inc~$222.5MCut · 1.1% → 1.1%−2,388,136 shares
Holdings
As of Dec 31, 2018. Changes are in shares against Sep 30, 2018, so a price move alone never reads as a buy or a sale.
| Holding | Value | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MicrosoftCOM · shares −1.2% · price −11.2% | 2.4% | $2.05B | −$258.2M | ||||||||
| AppleCOM · shares −4.1% · price −30.1% | 1.5% | $1.33B | −$574.4M | ||||||||
| Pfizer IncCOM · shares +18% · price −1.0% | 1.4% | $1.19B | −$9.7M | ||||||||
| Merck & Co IncCOM · shares +58% · price +7.7% | 1.2% | $999.3M | +$45.3M | ||||||||
| Biogen IncCOM · shares +4.4% · price −14.8% | 1.1% | $949.7M | −$158.4M | ||||||||
| AmazonCOM · shares −19% · price −25.0% | 1.1% | $931.3M | −$310.7M | ||||||||
| Walmart IncCOM · shares −20% · price −0.8% | 1.1% | $914.8M | −$7.5M | ||||||||
| MetaCL A · shares +3.6% · price −20.3% | 1.0% | $896.7M | −$220.3M | ||||||||
| Johnson & JohnsonCOM · shares +0.3% · price −6.6% | 0.99% | $857.8M | −$60.5M | ||||||||
| IntelCOM · shares −30% · price −0.8% | 0.99% | $852.7M | −$6.5M | ||||||||
| AdobeCOM · shares −7.1% · price −16.2% | 0.97% | $840.6M | −$162.4M | ||||||||
| Exelon CorporationCOM · shares −4.6% · price +3.3% | 0.93% | $801.5M | +$25.6M | ||||||||
| Humana IncCOM · shares −11% · price −15.4% | 0.90% | $778.9M | −$141.5M | ||||||||
| Anthem IncCOM · shares +17% · price −4.2% | 0.90% | $778.2M | −$28.9M | ||||||||
| AlphabetCAP STK CL A · shares −7.2% · price −13.4% | 0.87% | $749.5M | −$116.3M | ||||||||
| MicronCOM · shares −20% · price −29.8% | 0.84% | $725.1M | −$308.5M | ||||||||
| Cigna Corp NewCOM · shares New | 0.82% | $708.4M | — | ||||||||
| Allstate CorpCOM · shares −5.4% · price −16.3% | 0.80% | $686.2M | −$133.5M | ||||||||
| Raytheon CoCOM NEW · shares −21% · price −25.8% | 0.76% | $656.6M | −$228.3M | ||||||||
| Boeing CoCOM · shares −18% · price −13.3% | 0.75% | $648.9M | −$99.4M | ||||||||
| Verizon Communications IncCOM · shares +90% · price +5.3% | 0.74% | $642.1M | +$17.0M | ||||||||
| Costco Whsl Corp NewCOM · shares +47% · price −13.3% | 0.74% | $634.9M | −$66.2M | ||||||||
| Valero Energy Corp NewCOM · shares −2.9% · price −34.1% | 0.71% | $609.2M | −$315.1M | ||||||||
| Amgen IncCOM · shares +6.1% · price −6.1% | 0.70% | $600.6M | −$36.7M | ||||||||
| CiscoCOM · shares −7.2% · price −10.9% | 0.69% | $597.6M | −$73.4M | ||||||||
| Total · 2,175 positions | 100% | $86.30B | −$13.63B |
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 2018 to Q4 2018: 2,026 stocks held throughout, down $13.63B (−15.5%).
- Merck & Co Inc+$45.3M+8%
- Cme Group Inc+$26.4M+11%
- Exelon Corporation+$25.6M+3%
- Procter And Gamble Co+$23.2M+10%
- Verizon Communications Inc+$17.0M+5%
- Micron−$308.5M−30%
- Amazon−$310.7M−25%
- Valero Energy Corp New−$315.1M−34%
- Tjx Cos Inc New−$327.0M−60%
- Apple−$574.4M−30%
Estimated as in the holdings table: shares held at both quarter ends times the change in price; options left out, 15 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 ↗ |