How We Invest

13F FILER • CLIFF ASNESS

AQR Capital Management

Cliff Asness — AQR CAPITAL MANAGEMENT LLC

No writing by this manager has been read and indexed yet, so this page carries the filings only. Holdings come straight from the Form 13F-HR on EDGAR.

3900

Positions

$286.8B

Reported Value

12.2%

In Top 10

—

Claims Indexed

Largest reported positions

AQR CAPITAL MANAGEMENT LLC • CIK 0001167557 • 2026-06-30 • FILED 2026-08-14

WHAT CHANGED THIS QUARTER

In its Q2 2026 13F, filed Aug 14, 2026, AQR Capital Management reported 3,900 positions worth $286.8B in US-listed stock. With 3,900 positions and only 12.2% in the ten largest, this is a diffuse book, where single lines are inventory rather than convictions.

It opened 254 new positions, and exited 93, the largest stock exits being Honeywell Intl Inc ($319.6M last quarter), Carnival Corp ($234.1M last quarter) and Masimo Corp ($147.4M last quarter).

Among positions it already held, the biggest increases by share count were Capital One Finl Corp (+46%), Berkshire Hathaway Inc Del (+45%) and Tesla Inc (+33%), and the biggest cuts were Sandisk Corp (−36%), Arista Networks Inc (−25%) and Technipfmc Plc (−17%).

Largest reported positions, quarter ended 2026-06-30
IssuerValueWeightShares QoQ
NVIDIA CORPORATION$7.5B2.6%+18%
APPLE INC$5.0B1.8%+20%
MICRON TECHNOLOGY INC$4.4B1.5%-15%
MICROSOFT CORP$4.3B1.5%+14%
AMAZON COM INC$2.8B1.0%+26%
BROADCOM INC$2.5B0.9%+8%
ALPHABET INC$2.2B0.8%+22%
ALPHABET INC$2.1B0.7%+4%
COMFORT SYS USA INC$2.1B0.7%-5%
WESTERN DIGITAL CORP$1.9B0.7%-15%
CENTENE CORP DEL$1.8B0.6%-15%
GE VERNOVA INC$1.7B0.6%+3%
BRISTOL-MYERS SQUIBB CO$1.6B0.6%-8%
AIRBNB INC$1.5B0.5%+33%
LAM RESEARCH CORP$1.5B0.5%+1%
INTEL CORP$1.5B0.5%-6%
PG&E CORP$1.5B0.5%+0%
GE AEROSPACE$1.4B0.5%-5%
EDISON INTL$1.4B0.5%-10%
CHUBB LIMITED$1.4B0.5%+4%

20 of 3,900 positions. A 13F covers long US-listed positions at a quarter end only — no shorts, leverage, cash, ordinary bonds or private holdings — and is 45 days old on publication.

EXITS

  • Honeywell Intl Inc$319.6M last quarter
  • Carnival Corp$234.1M last quarter
  • Masimo Corp$147.4M last quarter
  • Air Lease Corp$127.7M last quarter
  • Dupont De Nemours Inc$110.7M last quarter

QUESTIONS PEOPLE ASK

What are AQR Capital Management's largest holdings?

OPEN
As of Jun 30, 2026, the three largest stock positions are Nvidia Corporation (2.6%), Apple Inc (1.8%) and Micron Technology Inc (1.5%). With 3,900 positions and only 12.2% in the ten largest, this is a diffuse book, where single lines are inventory rather than convictions.

How big is AQR Capital Management's 13F portfolio?

OPEN
The Q2 2026 13F, filed Aug 14, 2026, reports 3,900 positions worth $286.8B. The ten largest make up 12.2% of it.

What did AQR Capital Management buy and sell in Q2 2026?

OPEN
It opened 254 new positions, and exited 93, the largest stock exits being Honeywell Intl Inc ($319.6M last quarter), Carnival Corp ($234.1M last quarter) and Masimo Corp ($147.4M last quarter). Among positions it already held, the biggest increases by share count were Capital One Finl Corp (+46%), Berkshire Hathaway Inc Del (+45%) and Tesla Inc (+33%), and the biggest cuts were Sandisk Corp (−36%), Arista Networks Inc (−25%) and Technipfmc Plc (−17%).

When is AQR Capital Management's next 13F due?

OPEN
The Q3 2026 13F is due Nov 16, 2026. Forty-five days after the quarter ends is November 14, 2026 (Saturday), so the deadline moves to the next business day. Cliff Asness' filing usually lands close to the deadline.

Filers with overlapping books