AQR Capital Management
Cliff Asness · CIK 0001167557 · latest 13F for 2026-06-30 filed 2026-08-14
Estimated from 13F holdings — long US equities only; follow-the-filing returns are net of an assumed 10 bps per unit of turnover.
About the fund
AQR Capital Management is a global investment management firm that specializes in quantitative investment analysis. Founded in 1998, the firm provides a range of alternative and traditional investment strategies to institutional and individual investors.
Investment approach
AQR utilizes a systematic, research-driven approach to investment management, relying on proprietary quantitative models to analyze a broad universe of securities. The firm employs a disciplined process that integrates strategy development, research, portfolio implementation, risk management, and trading execution. Its investment teams aim to deliver active returns within a risk-controlled framework, often focusing on factors such as value, momentum, carry, and defensive across various asset classes.
History
AQR was founded in 1998 by Cliff Asness, David Kabiller, Robert Krail, and John Liew, who met while in the University of Chicago's PhD program. The firm began with a single multistrategy hedge fund and later expanded into long-only strategies, mutual funds, and international markets. Over the years, it has navigated various market cycles, including the quant winter, while continuing to innovate its quantitative research and investment offerings.
Notable positions & campaigns
- Nvidia Corporation2026 — Largest position in the 13F portfolio for the quarter ended June 30, 2026.
Profile generated 2026-10-09 from public sources; may be incomplete or out of date.
- Founded by
- Cliff Asness, David Kabiller, John Liew, Robert Krail
- Founded
- 1998
- HQ
- Greenwich, USA
- Reported AUM
- $187.2bn (as of December 31, 2025)
- Website
- aqr.com
Management
- Clifford S. AsnessManaging and Founding Principal, Chief Investment Officer
- John M. LiewFounding Principal
- David G. KabillerFounding Principal
- Bradley David AsnessCo-Chief Operating Officer
- John Bradley HowardCo-Chief Operating Officer
- Patrick Edmund RyanChief Financial Officer
Holdings heatmap
Latest 13F (2026-06-30): top 50 positions grouped by sector, sized by weight, coloured by the change in weight since the previous 13F.
Holdings map
Each tile is a position, sized by reported value and coloured by the stock's own price return (red down, green up) — the LiquidRound / finviz-style map.
Copy portfolio vs SPY
Growth of $1 following each filing the trading day after it was filed.
Top holdings
Latest 13F (2026-06-30).
| # | Ticker | Value | Weight |
|---|---|---|---|
| 1 | NVDA | $7.5B | 2.6% |
| 2 | AAPL | $5.0B | 1.7% |
| 3 | MU | $4.4B | 1.5% |
| 4 | MSFT | $4.3B | 1.5% |
| 5 | AMZN | $2.8B | 1.0% |
| 6 | AVGO | $2.5B | 0.9% |
| 7 | GOOG | $2.2B | 0.8% |
| 8 | GOOGL | $2.1B | 0.7% |
| 9 | FIX | $2.1B | 0.7% |
| 10 | WDC | $1.9B | 0.7% |
| 11 | CNC | $1.8B | 0.6% |
| 12 | GEV | $1.7B | 0.6% |
| 13 | BMY | $1.6B | 0.5% |
| 14 | ABNB | $1.5B | 0.5% |
| 15 | LRCX | $1.5B | 0.5% |
| 16 | INTC | $1.5B | 0.5% |
| 17 | PCG | $1.5B | 0.5% |
| 18 | GE | $1.4B | 0.5% |
| 19 | EIX | $1.4B | 0.5% |
| 20 | — | $1.4B | 0.5% |
| 21 | FTNT | $1.3B | 0.5% |
| 22 | VRSN | $1.2B | 0.4% |
| 23 | LLY | $1.2B | 0.4% |
| 24 | TSLA | $1.2B | 0.4% |
| 25 | META | $1.2B | 0.4% |
Sector mix
Top-25 holdings by weight.
Changes this quarter
| Move | Ticker | Prev wt | Now wt |
|---|---|---|---|
| trimmed | MU | 0.7% | 1.5% |
| trimmed | WMT | 0.5% | 0.2% |
| trimmed | INTC | 0.2% | 0.5% |
| added | BKNG | 0.6% | 0.3% |
| trimmed | BMY | 0.8% | 0.5% |
| added | — | 0.2% | 0.4% |
| trimmed | WDC | 0.4% | 0.7% |
| added | AMD | 0.1% | 0.3% |
| trimmed | — | 0.6% | 0.3% |
| added | RBRK | 0.0% | 0.3% |
| added | SNPS | 0.0% | 0.2% |
| added | WFC | 0.1% | 0.3% |
| trimmed | EIX | 0.7% | 0.5% |
| added | MSFT | 1.7% | 1.5% |
| trimmed | FDX | 0.5% | 0.3% |
| trimmed | REGN | 0.4% | 0.2% |
| trimmed | ADBE | 0.5% | 0.3% |
| added | CRS | 0.1% | 0.3% |
| trimmed | CRM | 0.2% | 0.0% |
| added | FTNT | 0.3% | 0.5% |
Quarterly copy returns
Each 13F held from the day after filing until the next filing.
| 13F period | Copy | SPY | Alpha | Coverage |
|---|---|---|---|---|
| 2026-06-30 | -2.9% | +0.4% | -3.3% | 90% |
| 2026-03-31 | +10.4% | +4.9% | +5.5% | 89% |
| 2025-12-31 | +4.3% | +7.9% | -3.7% | 88% |
| 2025-09-30 | +7.6% | +3.4% | +4.2% | 89% |
| 2025-06-30 | +2.2% | +3.7% | -1.6% | 89% |
| 2025-03-31 | +5.8% | +8.6% | -2.8% | 89% |
| 2024-12-31 | -1.4% | -2.5% | +1.1% | 89% |
| 2024-09-30 | +3.7% | +4.7% | -1.0% | 89% |
| 2024-06-30 | +6.8% | +6.2% | +0.6% | 88% |
| 2024-03-31 | +3.3% | +4.9% | -1.6% | 89% |
| 2023-12-31 | +6.1% | +5.6% | +0.5% | 89% |
| 2023-09-30 | +12.0% | +12.1% | -0.1% | 88% |
| 2023-06-30 | +0.7% | +1.9% | -1.2% | 89% |
| 2023-03-31 | +9.3% | +8.4% | +1.0% | 88% |
| 2022-12-31 | -4.3% | -0.5% | -3.8% | 87% |
| 2022-09-30 | +4.8% | +4.4% | +0.5% | 87% |
Filing dates
- 2026-08-1413F-HR for 2026-06-30 · $286.8B · 21,077 rows
- 2026-05-1513F-HR for 2026-03-31 · $218.4B · 20,832 rows
- 2026-02-1713F-HR for 2025-12-31 · $190.6B · 16,934 rows
- 2025-11-1413F-HR for 2025-09-30 · $156.0B · 14,495 rows
- 2025-08-1413F-HR for 2025-06-30 · $120.9B · 13,746 rows
- 2025-05-1513F-HR for 2025-03-31 · $97.1B · 13,314 rows
- 2025-02-1413F-HR for 2024-12-31 · $77.6B · 8,973 rows
- 2024-11-1413F-HR for 2024-09-30 · $72.4B · 7,191 rows
- 2024-08-1413F-HR for 2024-06-30 · $65.2B · 6,964 rows
- 2024-05-1513F-HR for 2024-03-31 · $58.7B · 5,962 rows
- 2024-02-1413F-HR for 2023-12-31 · $53.1B · 4,274 rows
- 2023-11-1413F-HR for 2023-09-30 · $48.4B · 3,712 rows
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