Cliff Asness — Aqr Capital Management LLC 13F Filings Tracker & Latest Positions (Q2 2026)
Aqr Capital Management LLCCIK: 0001167557
Diversified strategyMomentum follower
Total reported value
$286.8B
Reporting period: 2026-06-30 · Number of holdings: 21077
AQR CAPITAL MANAGEMENT LLC disclosed 21077 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $286.8B and a quarterly turnover rate of 42.9%.
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Personality snowflake
- Concentration
- 1.34
- Portfolio Stability
- 42.85
- Momentum
- 71.82
- Sector conviction
- 43.93
- Diversification
- 100
- Sizing Uniformity
- 65.2
Aqr Capital Management LLC's disclosed holdings carry a Herfindahl concentration index of 0.003 — mathematically equivalent to about 297 equally-sized positions, well below its 21077 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 3.48), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd MU
-15.2% $3.0B
Add INTC
-6.3% $986.8M
Trim WMT
-34.9% -$481.6M
Trim BKNG
+1501.2% -$411.9M
Trim BMY
-7.7% -$220.8M
Add STX
+24.4% $817.8M
Holdings Map
New buyAddUnchangedTrim
Institutional Game-State Analysis
Core Intent
The data shows AQR maintaining an extremely diversified book — roughly 3,900 positions with an HHI of just 0.0034 — while this quarter's eight largest reported changes cluster entirely in semiconductors and storage hardware: adds to NVDA, AAPL, AMZN, STX and LRCX against active trims of MU, INTC and WDC. Notably, all three trimmed names ended the quarter at higher weights (MU from 0.67% to 1.54%), suggesting selling that lagged sharp price appreciation rather than a decisive exit.
Macro & Fundamentals
These flows line up with the market's capital rotation around AI compute and the memory/storage upcycle — plausibly harvesting winners further down the hardware stack while nudging weight toward platform-level leaders. That said, a 13F is a quarter-end snapshot and this payload lacks share-count detail, so this reading is an inference from limited data, not a confirmed causal claim.
Blind Spots / Risks
The sharpest data-grounded risk is residual exposure in names the fund was actively cutting: MU, INTC and WDC collectively carry about 1.4 percentage points more weight than last quarter despite being sells, meaning realized de-risking trailed the tape. If the memory/storage cycle turns, those unharvested gains convert directly into unbuffered downside. The absent shares_change_pct fields also mean the true size of each add and trim cannot be independently verified from this dataset.
Generated by AI directly from this institution's Form 13F disclosures on SEC EDGAR. Reflects historical positioning only and should not be treated as investment advice — the original filing is linked below for verification. View the original 2026-06-30 Form 13F filing on SEC.gov
Top 10 holdings by weight
Full holdings list this quarter
Showing top 200 holdings (of 21077 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | NVDA | Nvidia CORP | Stock-Tech | 2.61% | +0.11% | +17.76% | |
| 2 | AAPL | Apple Inc | Stock-Tech | 1.75% | +0.09% | +20.33% | |
| 3 | MU | Micron Technology Inc | Stock-Tech | 1.54% | +0.87% | -15.25% | |
| 4 | MSFT | Microsoft CORP | Stock-Tech | 1.49% | -0.20% | +14.32% | |
| 5 | AMZN | Amazon.com Inc | Stock-Consumer Disc | 0.99% | +0.09% | +25.93% | |
| 6 | AVGO | Broadcom Inc | Stock-Tech | 0.88% | +0.02% | +8.05% | |
| 7 | GOOG | Alphabet Inc-cl C | Stock-Comm Services | 0.78% | +0.10% | +21.79% | |
| 8 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 0.73% | -0.01% | +3.84% | |
| 9 | FIX | Comfort Systems USA Inc | Stock-Industrials | 0.73% | +0.05% | -5.13% | |
| 10 | WDC | Western Digital CORP | Stock-Tech | 0.65% | +0.23% | -14.99% | |
| 11 | CNC | Centene CORP | Stock-Healthcare | 0.64% | +0.14% | -14.68% | |
| 12 | GEV | GE Vernova Inc | Stock-Industrials | 0.60% | +0.02% | +2.75% | |
| 13 | BMY | Bristol-myers Squibb Co | Stock-Healthcare | 0.55% | -0.27% | -7.67% | |
| 14 | ABNB | Airbnb Inc-class A | Stock-Consumer Disc | 0.53% | +0.07% | +32.80% | |
| 15 | LRCX | Lam Research CORP | Stock-Tech | 0.53% | +0.20% | +0.96% | |
| 16 | INTC | Intel CORP | Stock-Tech | 0.51% | +0.29% | -6.34% | |
| 17 | PCG | P G & E CORP | Stock-Utilities | 0.51% | -0.18% | +0.06% | |
| 18 | GE | General Electric | Stock-Industrials | 0.49% | -0.02% | -5.24% | |
| 19 | EIX | Edison International | Stock-Utilities | 0.49% | -0.20% | -10.29% | |
| 20 | CB | Chubb Limited | Stock-Financials | 0.48% | -0.09% | +4.23% | |
| 21 | FTNT | Fortinet Inc | Stock-Tech | 0.46% | +0.17% | +11.60% | |
| 22 | VRSN | Verisign Inc | Stock-Tech | 0.43% | — | +31.91% | |
| 23 | LLY | Eli Lilly & Co | Stock-Healthcare | 0.43% | +0.07% | +21.06% | |
| 24 | TSLA | Tesla Inc | Stock-Consumer Disc | 0.43% | +0.05% | +33.13% | |
| 25 | META | Meta Platforms Inc-class A | Stock-Comm Services | 0.42% | -0.06% | +15.83% | |
| 26 | STX | Seagate Technology Holdings plc | Stock-Tech | 0.42% | +0.24% | +24.41% | |
| 27 | BRK-B | Berkshire Hathaway Inc-cl B | Stock-Other | 0.42% | +0.06% | +44.92% | |
| 28 | JBHT | Hunt (jb) Transprt Svcs Inc | Stock-Industrials | 0.41% | +0.02% | +2.60% | |
| 29 | COST | Costco Wholesale CORP | Stock-Consumer Staples | 0.41% | -0.06% | +22.00% | |
| 30 | TER | Teradyne Inc | Stock-Tech | 0.40% | +0.11% | +10.69% | |
| 31 | SNOW | Snowflake Inc | Stock-Tech | 0.39% | +0.05% | -9.81% | |
| 32 | GM | General Motors Co | Stock-Consumer Disc | 0.38% | -0.09% | +0.61% | |
| 33 | COF | Capital One Financial CORP | Stock-Financials | 0.37% | +0.07% | +45.87% | |
| 34 | PNC | Pnc Financial Services Group | Stock-Financials | 0.36% | -0.06% | -4.88% | |
| 35 | MRK | Merck & Co. Inc. | Stock-Healthcare | 0.36% | -0.12% | -5.73% | |
| 36 | ANET | Arista Networks Inc | Stock-Tech | 0.35% | -0.09% | -25.39% | |
| 37 | FTI | TechnipFMC plc | Stock-Energy | 0.34% | -0.22% | -17.54% | |
| 38 | TJX | Tjx Companies Inc | Stock-Consumer Disc | 0.34% | -0.10% | +7.31% | |
| 39 | VIK | Viking Holdings Ltd | Stock-Consumer Disc | 0.34% | +0.10% | +23.82% | |
| 40 | SNDK | Sandisk CORP | Stock-Tech | 0.34% | +0.15% | -35.82% | |
| 41 | TRV | Travelers Cos Inc/the | Stock-Financials | 0.33% | — | +15.43% | |
| 42 | AMD | Advanced Micro Devices | Stock-Tech | 0.33% | +0.24% | +71.41% | |
| 43 | JPM | Jpmorgan Chase & Co | Stock-Financials | 0.32% | +0.10% | +74.37% | |
| 44 | CVX | Chevron CORP | Stock-Energy | 0.32% | +0.18% | +268.60% | |
| 45 | BKNG | Booking Holdings Inc | Stock-Consumer Disc | 0.32% | -0.28% | +1501.22% | |
| 46 | NTNX | Nutanix Inc - A | Stock-Tech | 0.31% | +0.05% | +17.32% | |
| 47 | CRS | Carpenter Technology | Stock-Industrials | 0.31% | +0.18% | +101.46% | |
| 48 | WFC | Wells Fargo & Co | Stock-Financials | 0.31% | +0.21% | +274.04% | |
| 49 | CMI | Cummins Inc | Stock-Industrials | 0.31% | +0.08% | +30.58% | |
| 50 | VRT | Vertiv Holdings Co-a | Stock-Industrials | 0.30% | — | +0.52% |
1–50 of 200
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Portfolio Performance
Performance for Q3 2026
+5.6%
Performance Last 4 Quarters
+24.1%
- Stdev
- +12.4%
- Beta
- +0.89
- Alpha
- +1.2%
- Max Drawdown
- -8.1%
- Annualized Perf
- +20%
- Batting Avg vs S&P
- +41.7%
- Sortino
- +3.01
- Stutzer
- +0.45
- Treynor
- +0.21
- Sterling
- +1.26
- Calmar
- +2.48
- Information Ratio
- -0.2
- Tracking Error
- +4.7%
- Stdev Down
- +6.3%
- Winning Months %
- +75%
- Losing Months %
- +25%
- Best 12 Months
- +31.7%
- Worst 12 Months
- +4.6%
- Efficiency Ratio
- +0.62
- Sharpe
- +1.54
- Stdev Sectors
- +7.1%
- Skewness
- -0.22
- Kurtosis
- -0.47
- Upside Potential
- +4.57
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 21077 | $286.8B | 43 | ||
| 2026 Q1 | 20832 | $218.4B | 34 | ||
| 2025 Q4 | 16934 | $190.6B | 36 | ||
| 2025 Q3 | 14495 | $156.0B | 59 | ||
| 2025 Q2 | 13746 | $120.9B | 0 | ||
| 2025 Q1 | 13314 | $97.1B | 100 | ||
| 2024 Q4 | 8973 | $77.6B | 0 | ||
| 2024 Q3 | 7191 | $72.4B | 0 | ||
| 2024 Q2 | 6964 | $65.2B | 0 | ||
| 2024 Q1 | 5962 | $58.7B | 0 | ||
| 2023 Q4 | 4274 | $53.1B | 0 | ||
| 2023 Q3 | 3712 | $48.4B | 0 | ||
| 2023 Q2 | 3316 | $47.0B | 0 | ||
| 2023 Q1 | 2424 | $45.6B | 0 | ||
| 2022 Q4 | 2477 | $43.9B | 0 | ||
| 2022 Q3 | 2458 | $41.0B | 0 | ||
| 2022 Q2 | 2475 | $44.2B | 0 | ||
| 2022 Q1 | 2514 | $52.7B | 0 | ||
| 2021 Q4 | 2479 | $55.2B | 0 | ||
| 2021 Q3 | 2598 | $53.9B | 0 | ||
| 2021 Q2 | 2574 | $57.8B | 22 | ||
| 2021 Q1 | 2539 | $61.1B | 23 | ||
| 2020 Q4 | 2529 | $56.4B | 26 | ||
| 2020 Q3 | 2523 | $59.2B | 28 | ||
| 2020 Q2 | 2249 | $61.8B | 35 | ||
| 2020 Q1 | 2485 | $59.5B | 46 | ||
| 2019 Q4 | 2404 | $88.0B | 27 | ||
| 2019 Q3 | 2400 | $84.9B | 32 | ||
| 2019 Q2 | 2324 | $89.6B | 33 | ||
| 2019 Q1 | 2286 | $94.3B | 33 | ||
| 2018 Q4 | 2313 | $86.3B | 38 | ||
| 2018 Q3 | 2977 | $104.5B | 34 | ||
| 2018 Q2 | 3055 | $99.3B | 33 | ||
| 2018 Q1 | 2941 | $92.7B | 28 | ||
| 2017 Q4 | 2894 | $95.3B | 31 | ||
| 2017 Q3 | 3059 | $83.8B | 33 | ||
| 2017 Q2 | 3064 | $75.6B | 27 | ||
| 2017 Q1 | 3090 | $75.2B | 25 | ||
| 2016 Q4 | 3129 | $72.5B | 27 | ||
| 2016 Q3 | 3212 | $65.3B | 29 | ||
| 2016 Q2 | 3220 | $56.7B | 25 | ||
| 2016 Q1 | 2691 | $55.6B | 33 | ||
| 2015 Q4 | 3085 | $57.1B | 32 | ||
| 2015 Q3 | 2653 | $50.0B | 34 | ||
| 2015 Q2 | 2759 | $50.4B | 31 | ||
| 2015 Q1 | 2675 | $43.8B | 42 | ||
| 2014 Q4 | 3366 | $47.8B | 53 | ||
| 2014 Q3 | 2507 | $36.4B | 38 | ||
| 2014 Q2 | 2511 | $37.1B | 37 | ||
| 2014 Q1 | 2547 | $33.1B | 40 | ||
| 2013 Q4 | 2558 | $33.5B | 42 | ||
| 2013 Q3 | 2471 | $28.4B | 35 | ||
| 2013 Q2 | 2329 | $28.2B | 54 |
Holding changes this quarter
Aqr Capital Management LLC's most significant position changes for 2026-06-30: New buy: Carnival CORP LTD F; Sold out: Honeywell International Inc (HON); Sold out: Carnival CORP LTD (CCL1EUR); New buy: ; Sold out: Masimo CORP (MASI*).
Showing top 200 changes by size (of 3993 total)
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | MU | Micron Technology Inc | +0.9% | -15.25% | Trim |
| 2 | INTC | Intel CORP | +0.3% | -6.34% | Trim |
| 3 | STX | Seagate Technology Holdings plc | +0.2% | +24.41% | Add |
| 4 | AMD | Advanced Micro Devices | +0.2% | +71.41% | Add |
| 5 | WDC | Western Digital CORP | +0.2% | -14.99% | Trim |
| 6 | RBRK | Rubrik Inc-a | +0.2% | +348.67% | Add |
| 7 | WFC | Wells Fargo & Co | +0.2% | +274.04% | Add |
| 8 | LRCX | Lam Research CORP | +0.2% | +0.96% | Add |
| 9 | SNPS | Synopsys Inc | +0.2% | +972.19% | Add |
| 10 | CRS | Carpenter Technology | +0.2% | +101.46% | Add |
| 11 | CVX | Chevron CORP | +0.2% | +268.60% | Add |
| 12 | FTNT | Fortinet Inc | +0.2% | +11.60% | Add |
| 13 | WCN | Waste Connections Inc | +0.2% | +270.84% | Add |
| 14 | SNDK | Sandisk CORP | +0.2% | -35.82% | Trim |
| 15 | ES | Eversource Energy | +0.2% | +170.87% | Add |
| 16 | PH | Parker Hannifin CORP | +0.2% | +786.19% | Add |
| 17 | CNC | Centene CORP | +0.1% | -14.68% | Trim |
| 18 | MAA | Mid-america Apartment Comm | +0.1% | +384.25% | Add |
| 19 | HD | Home Depot Inc | +0.1% | +396.24% | Add |
| 20 | UNH | Unitedhealth Group Inc | +0.1% | +79.82% | Add |
| 21 | AMAT | Applied Materials Inc | +0.1% | +66.90% | Add |
| 22 | HLT | Hilton Worldwide Holdings In | +0.1% | +204.93% | Add |
| 23 | WAL | Western Alliance Bancorp | +0.1% | +467.83% | Add |
| 24 | TXN | Texas Instruments Inc | +0.1% | +397.24% | Add |
| 25 | ✓ | Carnival CORP LTD F | +0.1% | NEW | New buy |
| 26 | NVDA | Nvidia CORP | +0.1% | +17.76% | Add |
| 27 | TER | Teradyne Inc | +0.1% | +10.69% | Add |
| 28 | MOH | Molina Healthcare Inc | +0.1% | +24.35% | Add |
| 29 | TEAM | Atlassian Corp-cl A | +0.1% | +112.60% | Add |
| 30 | AYI | Acuity Inc | +0.1% | +192.38% | Add |
| 31 | CAT | Caterpillar Inc | +0.1% | +89.17% | Add |
| 32 | GOOG | Alphabet Inc-cl C | +0.1% | +21.79% | Add |
| 33 | JPM | Jpmorgan Chase & Co | +0.1% | +74.37% | Add |
| 34 | VIK | Viking Holdings Ltd | +0.1% | +23.82% | Add |
| 35 | BA | Boeing Co/the | +0.1% | +122.58% | Add |
| 36 | KLAC | Kla CORP | +0.1% | +1223.19% | Add |
| 37 | VLO | Valero Energy CORP | +0.1% | +193.05% | Add |
| 38 | TT | Trane Technologies plc | +0.1% | +142.26% | Add |
| 39 | NET | Cloudflare Inc - Class A | +0.1% | +128.88% | Add |
| 40 | FDS | Factset Research Systems Inc | +0.1% | +444.87% | Add |
| 41 | DTE | Dte Energy Company | +0.1% | +332.97% | Add |
| 42 | DT | Dynatrace Inc | +0.1% | +345.39% | Add |
| 43 | IP | International Paper Co | +0.1% | +619.03% | Add |
| 44 | AAPL | Apple Inc | +0.1% | +20.33% | Add |
| 45 | AMZN | Amazon.com Inc | +0.1% | +25.93% | Add |
| 46 | OSK | Oshkosh CORP | +0.1% | +147.74% | Add |
| 47 | ABBV | Abbvie Inc | +0.1% | +126.71% | Add |
| 48 | AMT | American Tower CORP | +0.1% | +328.56% | Add |
| 49 | IRDM | Iridium Communications Inc | +0.1% | +134.66% | Add |
| 50 | NNN | Nnn Reit Inc | +0.1% | +153.36% | Add |
1–50 of 200
Filing History
Related 13F Filing Analysis
- AQR CAPITAL MANAGEMENT LLC2026-Q1
AQR slashes TEAM, adds COST, new PNFP
Jul 28, 2026⏱ 4 minTEAMCOSTMSFTNVDARead →
FAQ
What is Aqr Capital Management LLC and what type of investor is it?
Aqr Capital Management LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $286.8B, spread across 21077 disclosed positions.
What are Aqr Capital Management LLC's largest equity positions?
Based on the latest 13F filing, Aqr Capital Management LLC's top holdings by market value are:
1. Nvidia CORP (NVDA) — $7.5B (2.6%)
2. Apple Inc (AAPL) — $5.0B (1.8%)
3. Micron Technology Inc (MU) — $4.4B (1.5%)
4. Microsoft CORP (MSFT) — $4.3B (1.5%)
5. Amazon.com Inc (AMZN) — $2.8B (1.0%)
What changes did Aqr Capital Management LLC make in its most recent portfolio filing?
In the latest reported quarter, Aqr Capital Management LLC made 200 notable position adjustments: 2 new positions were initiated, 148 existing holdings were added to, 47 positions were partially reduced, and 3 were completely exited. The largest of these moves: New buy: Carnival CORP LTD F; Sold out: Honeywell International Inc (HON); Sold out: Carnival CORP LTD (CCL1EUR); New buy: ; Sold out: Masimo CORP (MASI*)
What sectors does Aqr Capital Management LLC focus on?
Aqr Capital Management LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 26.9%
• Industrials: 14.6%
• Financials: 14.3%
• Consumer Discretionary: 11.1%
• Health Care: 10.6%
• Communication Services: 4.8%
Investment Profile
Aqr Capital Management LLC returned an annualized 20.0% over the trailing 36 months — outperforming the S&P 500 by 1.2 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.89 (less volatile than the market) and a 42% quarterly batting average against the index.
Its portfolio is broadly diversified and moderately active.
Its turnover score has risen from 0 to 43 over the past 4 quarters — a shift toward more active trading.
It has added to its MU position over the past two quarters (+$3.4B, now $4.4B), while trimming WMT over the same stretch (-$675.1M, still holding $703.4M).
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Developer Access
Access Aqr Capital Management LLC's institutional profile programmatically:
REST API
curl https://alphasmo.com/api/v1/institutions/aqr-capital-management-llcCLI
npx alphasmo institutions get aqr-capital-management-llc