AQR CAPITAL MANAGEMENT LLC
Long book
$218.37B
Q1 2026
Positions
3739
Top-10 weight
11%
concentration
Last quarter
+13.5%
SPY +14.8%
Turnover
10%
of book per quarter
Strategy in plain words
auto-generated from filingsAQR CAPITAL MANAGEMENT LLC is a quantitative fund whose holdings reflect models, not opinions, running a $218.37B US long book across 3739 positions.
The portfolio is broadly diversified across 3739 positions (top 10 only 11%). Turnover is modest: positions are typically held for years. Current anchor positions: NVIDIA CORP, MICROSOFT CORP, APPLE INC, AMAZON.COM INC, BROADCOM INC.
Over the last 9 quarters its long book ran on average 0.4pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.
Implied long-book return vs S&P 500
methodology: positions priced quarterly, no shorts/options Fund long book S&P 500
Q1 2024
+0.9%
Q2 2024
+6.8%
Q3 2024
+1.0%
Q4 2024
-2.5%
Q1 2025
+8.8%
Q2 2025
+6.9%
Q3 2025
+2.1%
Q4 2025
-1.4%
Q1 2026
+13.5%
Sector allocation
Technology 25%
Industrials 16%
Financials 15%
Healthcare 9%
Consumer discretionary 9%
Services media 6%
Other 5%
Utilities 4%
Long book by quarter
What does AQR CAPITAL own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| NVDA NVIDIA CORP | Technology | 32.1M | $5.46B | 2.5% | +22.4% |
| MSFT MICROSOFT CORP | Technology | 10.0M | $3.68B | 1.7% | +60.2% |
| AAPL APPLE INC | Technology | 14.6M | $3.63B | 1.7% | +16.7% |
| AMZN AMAZON.COM INC | Consumer discretionary | 9.5M | $1.96B | 0.9% | +6.1% |
| AVGO BROADCOM INC | Technology | 6.2M | $1.87B | 0.9% | +37.8% |
| BMY BRISTOL-MYERS SQUIBB CO | Healthcare | 29.6M | $1.80B | 0.8% | +14.9% |
| GOOGL ALPHABET INC-CL A | Technology | 5.8M | $1.62B | 0.7% | +28.1% |
| EIX EDISON INTERNATIONAL | Utilities | 20.8M | $1.51B | 0.7% | +14.0% |
| PCG P G & E CORP | Utilities | 86.2M | $1.50B | 0.7% | +15.2% |
| GOOG ALPHABET INC-CL C | Technology | 5.2M | $1.50B | 0.7% | +14.5% |
| FIX COMFORT SYSTEMS USA INC | Industrials | 1.1M | $1.49B | 0.7% | +9.4% |
| MU MICRON TECHNOLOGY INC | Technology | 4.5M | $1.47B | 0.7% | +28.0% |
| BKNG BOOKING HOLDINGS INC | Industrials | 318.5K | $1.32B | 0.6% | +79.0% |
| GEV GE VERNOVA INC | Industrials | 1.5M | $1.27B | 0.6% | +34.1% |
| CB CHUBB LTD | Financials | 3.8M | $1.25B | 0.6% | -9.5% |
| FTI TECHNIPFMC PLC | Industrials | 17.8M | $1.23B | 0.6% | +5.6% |
| WMT WALMART INC | Consumer discretionary | 9.5M | $1.19B | 0.5% | -22.9% |
| GE GENERAL ELECTRIC | Industrials | 3.9M | $1.10B | 0.5% | +31.2% |
| CNC CENTENE CORP | Financials | 33.6M | $1.09B | 0.5% | +5.7% |
| FDX FEDEX CORP | Industrials | 3.1M | $1.06B | 0.5% | +4.5% |
| META META PLATFORMS INC-CLASS A | Technology | 1.9M | $1.04B | 0.5% | -10.4% |
| MRK MERCK & CO. INC. | Healthcare | 8.6M | $1.04B | 0.5% | -23.3% |
| GM GENERAL MOTORS CO | Industrials | 13.9M | $1.03B | 0.5% | +27.6% |
| COST COSTCO WHOLESALE CORP | Consumer discretionary | 1.0M | $1.02B | 0.5% | +211.9% |
| ADBE ADOBE INC | Technology | 4.2M | $1.02B | 0.5% | +81.6% |
| ABNB AIRBNB INC-CLASS A | Services media | 8.0M | $997.4M | 0.5% | +18.3% |
| TJX TJX COMPANIES INC | Consumer discretionary | 6.0M | $951.8M | 0.4% | +25.5% |
| ANET ARISTA NETWORKS INC | Technology | 8.0M | $950.2M | 0.4% | +8.2% |
| REGN REGENERON PHARMACEUTICALS | Healthcare | 1.2M | $946.0M | 0.4% | +23.6% |
| VRSN VERISIGN INC | Technology | 3.8M | $931.9M | 0.4% | -6.7% |
| PNC PNC FINANCIAL SERVICES GROUP | Financials | 4.4M | $913.9M | 0.4% | +7.5% |
| WDC WESTERN DIGITAL CORP | Technology | 3.5M | $913.0M | 0.4% | +16.4% |
| LMT LOCKHEED MARTIN CORP | Industrials | 1.5M | $911.3M | 0.4% | +16.5% |
| PEP PEPSICO INC | Consumer staples | 5.9M | $909.3M | 0.4% | -11.1% |
| JNJ JOHNSON & JOHNSON | Healthcare | 3.5M | $864.3M | 0.4% | -8.6% |
| JBHT HUNT (JB) TRANSPRT SVCS INC | Industrials | 4.1M | $846.8M | 0.4% | +7.9% |
| TSLA TESLA INC | Industrials | 2.3M | $823.3M | 0.4% | +6.2% |
| NEM NEWMONT CORP | Materials | 7.6M | $815.0M | 0.4% | +3.1% |
| BRK/B BERKSHIRE HATHAWAY INC-CL B | Financials | 1.6M | $786.9M | 0.4% | -2.0% |
| LLY ELI LILLY & CO | Healthcare | 855.4K | $785.7M | 0.4% | +68.8% |
| MCK MCKESSON CORP | Consumer discretionary | 907.5K | $784.2M | 0.4% | -1.2% |
| GD GENERAL DYNAMICS CORP | Industrials | 2.2M | $763.5M | 0.3% | +7.8% |
| SNOW SNOWFLAKE INC | Technology | 4.9M | $740.9M | 0.3% | +49.9% |
| LRCX LAM RESEARCH CORP | Industrials | 3.5M | $724.3M | 0.3% | -6.9% |
| TRV TRAVELERS COS INC/THE | Financials | 2.5M | $717.1M | 0.3% | +43.7% |
| APH AMPHENOL CORP-CL A | Technology | 5.6M | $697.1M | 0.3% | +57.5% |
| NYT NEW YORK TIMES CO-A | Other | 8.2M | $683.6M | 0.3% | +31.1% |
| EME EMCOR GROUP INC | Industrials | 937.1K | $681.4M | 0.3% | +40.3% |
| CI THE CIGNA GROUP | Financials | 2.6M | $672.4M | 0.3% | +61.9% |
| ZM ZOOM COMMUNICATIONS INC | Technology | 8.4M | $662.1M | 0.3% | -31.4% |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 15, 2026 | 20832 | $218.37B | canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 17, 2026 | 16934 | $190.63B | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Nov 14, 2025 | 14495 | $156.00B | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 14, 2025 | 13746 | $120.88B | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | May 15, 2025 | 13314 | $97.07B | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Feb 14, 2025 | 8973 | $77.63B | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 14, 2024 | 7191 | $72.44B | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 14, 2024 | 6964 | $65.24B | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 15, 2024 | 5962 | $58.73B | canonical | SEC ↗ |
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