AQR Capital Management Portfolio holdings
AQR Capital Management is an investment manager that builds its strategies on computer-driven research and proprietary models, starting with a hedge fund and adding mutual funds in 2009. Its models can weigh factors such as valuation, momentum and price signals, and it runs both traditional long-only and alternative strategies across stocks, macro, arbitrage and multi-strategy portfolios. Cliff Asness, David Kabiller, John Liew and Robert Krail founded it in 1998 after leaving Goldman Sachs, where Asness had led a new team of computer-driven researchers. Asness is the firm's principal owner, and the publicly traded holding company Affiliated Managers Group holds a minority stake. Its clients include pension plans, charities, insurers, sovereign wealth funds, family offices and high net worth individuals.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$1.17B |
| 2 |
Apple
AAPL
|
+$849M |
| 3 |
Chevron
CVX
|
+$746M |
| 4 |
Synopsys
SNPS
|
+$643M |
| 5 |
Wells Fargo
WFC
|
+$633M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$517M |
| 2 |
Booking.com
BKNG
|
+$488M |
| 3 |
Walmart Inc
WMT
|
+$414M |
| 4 |
Sandisk
SNDK
|
+$355M |
| 5 |
Cigna
CI
|
+$325M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 25.5% |
| 2 | Financials | 14.38% |
| 3 | Industrials | 14.21% |
| 4 | Consumer Discretionary | 10.53% |
| 5 | Healthcare | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
NVIDIA
NVDA
$4.31T
| $7.48B | 2.61% |
37,823,393
+5,705,688
| +18% | +$1.17B |
2013 Q2
52 quarters
|
|
|
2
Apple
AAPL
$5.1T
| $5.01B | 1.75% |
17,560,970
+2,967,013
| +20% | +$849M |
2013 Q2
52 quarters
|
|
|
3
Micron Technology
MU
$830B
| $4.43B | 1.54% |
3,833,728
-689,687
| -15% | -$517M |
2013 Q2
52 quarters
|
|
4
Microsoft
MSFT
$4.05T
| $4.26B | 1.49% |
11,473,057
+1,437,459
| +14% | +$582M |
2013 Q2
52 quarters
|
|
5
Amazon
AMZN
$2.89T
| $2.84B | 0.99% |
11,924,360
+2,455,592
| +26% | +$616M |
2013 Q2
52 quarters
|
|
6
Broadcom
AVGO
$1.53T
| $2.52B | 0.88% |
6,683,693
+497,873
| +8% | +$200M |
2016 Q2
40 quarters
|
|
7
Alphabet (Google) Class C
GOOG
$3.52T
| $2.24B | 0.78% |
6,347,769
+1,135,731
| +22% | +$406M |
2013 Q2
52 quarters
|
|
8
Alphabet (Google) Class A
GOOGL
$3.54T
| $2.11B | 0.73% |
5,991,568
+221,754
| +4% | +$79.8M |
2015 Q4
42 quarters
|
|
9
Comfort Systems
FIX
$39.2B
| $2.08B | 0.73% |
1,059,017
-57,213
| -5% | -$104M |
2015 Q2
44 quarters
|
|
10
Western Digital
WDC
$108B
| $1.88B | 0.65% |
2,940,948
-518,617
| -15% | -$252M |
2020 Q4
22 quarters
|
|
11
Centene
CNC
$33.9B
| $1.84B | 0.64% |
28,678,701
-4,935,086
| -15% | -$264M |
2013 Q2
52 quarters
|
|
12
GE Vernova
GEV
$220B
| $1.71B | 0.6% |
1,521,865
+40,792
| +3% | +$41.6M |
2024 Q2
8 quarters
|
|
13
Bristol-Myers Squibb
BMY
$127B
| $1.58B | 0.55% |
27,357,486
-2,273,619
| -8% | -$131M |
2013 Q2
52 quarters
|
|
14
Airbnb
ABNB
$112B
| $1.52B | 0.53% |
10,624,015
+2,624,264
| +33% | +$358M |
2022 Q1
17 quarters
|
|
15
Lam Research
LRCX
$277B
| $1.51B | 0.53% |
3,485,364
+33,301
| +1% | +$10.1M |
2013 Q2
52 quarters
|
|
16
Intel
INTC
$316B
| $1.47B | 0.51% |
10,742,567
-727,525
| -6% | -$73.6M |
2013 Q2
52 quarters
|
|
17
PG&E
PCG
$28.9B
| $1.45B | 0.51% |
86,284,177
+49,408
| +0.1% | +$831K |
2021 Q4
18 quarters
|
|
18
GE Aerospace
GE
$348B
| $1.4B | 0.49% |
3,740,815
-206,932
| -5% | -$64.8M |
2019 Q1
29 quarters
|
|
19
Edison International
EIX
$23.1B
| $1.39B | 0.49% |
18,694,105
-2,145,223
| -10% | -$153M |
2020 Q4
22 quarters
|
|
20
Chubb
CB
$139B
| $1.36B | 0.48% |
4,003,312
+162,321
| +4% | +$52.9M |
2014 Q4
46 quarters
|
|
21
Fortinet
FTNT
$90B
| $1.33B | 0.46% |
8,673,742
+901,797
| +12% | +$104M |
2013 Q2
52 quarters
|
|
22
VeriSign
VRSN
$27.4B
| $1.25B | 0.43% |
4,949,848
+1,197,478
| +32% | +$333M |
2013 Q2
52 quarters
|
|
23
Eli Lilly
LLY
$1.26T
| $1.24B | 0.43% |
1,035,605
+180,185
| +21% | +$184M |
2013 Q2
52 quarters
|
|
24
Tesla
TSLA
$1.49T
| $1.24B | 0.43% |
3,008,189
+748,559
| +33% | +$298M |
2020 Q1
25 quarters
|
|
25
Meta Platforms (Facebook)
META
$1.64T
| $1.21B | 0.42% |
2,168,492
+296,406
| +16% | +$181M |
2013 Q3
51 quarters
|
|
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AQR Capital Management's Q2 2026 Portfolio in Review
As of Q2 2026, AQR Capital Management held 3,986 positions worth $287B, up 31% from $218B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
AQR Capital Management deployed $37.5B of net new capital in Q2 2026, opening 247 new positions and adding to 2,455 existing holdings. Its largest new stake was FedEx Freight: 1,024,555 shares worth $155M.
By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 22% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Micron Technology, an estimated $517M trimmed.
- AQR Capital Management's largest Q2 2026 buy was FedEx Freight: 1,024,555 shares worth $155M.
- AQR Capital Management added most to NVIDIA in Q2 2026, an estimated $1.17B increase.
- AQR Capital Management's biggest Q2 2026 reduction was Micron Technology, cutting an estimated $517M.
- AQR Capital Management fully exited Masimo in Q2 2026, selling an estimated $147M.
- AQR Capital Management's ten largest holdings make up 12% of its $287B portfolio in Q2 2026.
- AQR Capital Management opened 247 new positions and closed 86 in Q2 2026.
- AQR Capital Management's portfolio value rose 31% quarter-over-quarter to $287B.
Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.