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AQR Capital Management LLC: 13F portfolio Q2 2026 and what copying it returned
AQR Capital Management LLC's 13F for the quarter ended 2026-06-30 (filed Aug 14, 2026): 400 common-share positions, $286.8B reported. Copying each 13F the day after it was filed returned +22.6% from May 19, 2025 to Nov 6, 2026, against +23.7% for SPY.
Copying the 13F
Each 13F bought at the close of the first trading day after it was filed and held, drifting, until the next one; value-weighted over the common-share positions with a price (93.3% of the portfolio on average); 6 filings since May 15, 2025. Price returns for the clone and SPY alike (no dividends, no costs). A 13F lists only US long positions at quarter end, reported up to 45 days later.
Largest holdings (2026-06-30)
| Ticker | Company | Weight | Value | Change in the quarter |
|---|---|---|---|---|
| NVDA | NVIDIA | 2.6% | $7.5B | +17.8% |
| AAPL | Apple | 1.8% | $5.0B | +20.3% |
| MU | Micron Technology | 1.5% | $4.4B | -15.2% |
| MSFT | Microsoft | 1.5% | $4.3B | +14.3% |
| AMZN | Amazon.com | 1.0% | $2.8B | +25.9% |
| AVGO | Broadcom | 0.9% | $2.5B | +8.0% |
| GOOG | Alphabet | 0.8% | $2.2B | +21.8% |
| GOOGL | Alphabet | 0.7% | $2.1B | +3.8% |
| FIX | Comfort Systems USA | 0.7% | $2.1B | -5.1% |
| WDC | Western Digital | 0.7% | $1.9B | -15.0% |
| CNC | Centene | 0.6% | $1.8B | -14.7% |
| GEV | GE Vernova | 0.6% | $1.7B | +2.8% |
| BMY | Bristol Myers Squibb | 0.5% | $1.6B | -7.7% |
| ABNB | Airbnb | 0.5% | $1.5B | +32.8% |
| LRCX | LAM Research | 0.5% | $1.5B | +1.0% |
| INTC | Intel | 0.5% | $1.5B | -6.3% |
| PCG | PG&E | 0.5% | $1.5B | +0.1% |
| GE | General Electric | 0.5% | $1.4B | -5.2% |
| EIX | Edison International | 0.5% | $1.4B | -10.3% |
| FTNT | Fortinet | 0.5% | $1.3B | +11.6% |
| VRSN | VeriSign | 0.4% | $1.2B | +31.9% |
| LLY | ELI Lilly | 0.4% | $1.2B | +21.1% |
| TSLA | Tesla | 0.4% | $1.2B | +33.1% |
| META | Meta Platforms | 0.4% | $1.2B | +15.8% |
Biggest adds
- FDXF new
- HON new
- HONA new
- DD new
- OGC new
- TRI new
- SGOV new
- XLK new
- DFUS new
- CRWV +6110.8%
- SHV +3247.5%
Biggest cuts
- BIL exit
- XLE exit
- SPTM exit
- SPYM exit
Track record
Of 331 position changes scored in 331 separate decisions, 44.1% were on the right side of SPY over the next three months (Disclosures → Smart money).
Open in Disclosures → every quarter, the clone month by month, the smart-money record
Source: SEC Form 13F-HR, filer CIK 1167557. Not investment advice.