---
name: Copy AQR Capital Management
kind: hedgecopy-fund
cik: 0001167557
latest_13f_period: 2026-06-30
latest_13f_filed: 2026-08-14
author: HedgeCopy
---

# Copy AQR Capital Management (13F follow-the-filing)

AQR Capital Management files a 13F-HR with the SEC each quarter (CIK 0001167557). This skill describes a
long-only copy portfolio built from that filing, bought the trading day after it is filed.

## Track record (estimated from 13F holdings, net of 10 bps per unit of turnover)
- Annualised return copying the filings, last 3 years (headline): +21.7% vs SPY +22.9% (alpha -1.3%/yr)
- Annualised since the series started (2022-08-19 to 2026-10-09): +16.4% vs SPY +17.3%
- Follow-the-filing TTM: +17.2% vs SPY +16.2% (alpha +1.0%)
- Quarters of history: 17; average coverage 89%; flags: hard_to_copy

## Latest disclosed top holdings (2026-06-30)
| # | Ticker | Issuer | Weight |
|---|---|---|---|
| 1 | NVDA | NVIDIA CORPORATION | 2.6% |
| 2 | AAPL | APPLE INC | 1.7% |
| 3 | MU | MICRON TECHNOLOGY INC | 1.5% |
| 4 | MSFT | MICROSOFT CORP | 1.5% |
| 5 | AMZN | AMAZON COM INC | 1.0% |
| 6 | AVGO | BROADCOM INC | 0.9% |
| 7 | GOOG | ALPHABET INC | 0.8% |
| 8 | GOOGL | ALPHABET INC | 0.7% |
| 9 | FIX | COMFORT SYS USA INC | 0.7% |
| 10 | WDC | WESTERN DIGITAL CORP | 0.7% |
| 11 | CNC | CENTENE CORP DEL | 0.6% |
| 12 | GEV | GE VERNOVA INC | 0.6% |
| 13 | BMY | BRISTOL-MYERS SQUIBB CO | 0.5% |
| 14 | ABNB | AIRBNB INC | 0.5% |
| 15 | LRCX | LAM RESEARCH CORP | 0.5% |
| 16 | INTC | INTEL CORP | 0.5% |
| 17 | PCG | PG&E CORP | 0.5% |
| 18 | GE | GE AEROSPACE | 0.5% |
| 19 | EIX | EDISON INTL | 0.5% |
| 20 | — | CHUBB LIMITED | 0.5% |

## 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.

- Strategy: Multi-Strategy / Quantitative
- Type: Multi-strategy, Quant, Macro, Long/short equity
- Founders: Cliff Asness, David Kabiller, John Liew, Robert Krail
- Key people: Clifford S. Asness (Managing and Founding Principal, Chief Investment Officer); John M. Liew (Founding Principal); David G. Kabiller (Founding Principal); Bradley David Asness (Co-Chief Operating Officer); John Bradley Howard (Co-Chief Operating Officer); Patrick Edmund Ryan (Chief Financial Officer)
- Founded 1998 · HQ Greenwich, USA
- Reported AUM: $187.2bn (as of December 31, 2025)
- Website: https://www.aqr.com

### 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 Corporation (2026): 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._

## Rules
- Hold the top 20 long US-equity positions from the latest 13F-HR, weighted as reported.
- Rebalance on the first trading day after each new 13F-HR is filed. Cash only, paper only.

## Parameters
```json
{
  "params": {
    "funds": [
      "0001167557"
    ],
    "top_n": 20,
    "weighting": "13f",
    "rebalance": "filing_plus_1",
    "budget_usd": 10000,
    "stop_loss_pct": null,
    "cash_only": true
  }
}
```

> Estimated from 13F holdings (long US equities only; no shorts, options, cash or fees). Past performance is not a guide to the future. Not investment advice. Paper trading only.