Stocks/Funds/CIK 1167557

AQR CAPITAL MANAGEMENT LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1167557
Assets
$218.19B
+124.9% YoY
Holdings
3,728
Lifetime alpha vs market
-0.62% annual
Average hold time
5.1 yr
median 4.0 yr

Quarterly history

Cum return +205% vs S&P +223% · α -18% lifetimeAUM $218.2B · peak $218.2BFlow $30.9B (+16%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-0.21%
trims when stocks drop
when a holding falls −10%+
Middle response
-2.29%
baseline attrition
Rally response
-5.88%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$5.46B2.5%+60.9%10.5 yr
MSFTMicrosoft Corporation$3.68B1.7%-0.6%10.5 yr
AAPLApple Inc.$3.63B1.7%+14.7%10.5 yr
AMZNAmazon.com, Inc.$1.96B0.9%+9.5%10.5 yr
AVGOBroadcom Inc.$1.87B0.9%+86.0%8.0 yr
BMYBristol-Myers Squibb Com$1.80B0.8%+3.4%10.5 yr
GOOGLAlphabet Inc.$1.62B0.7%10.5 yr
EIXEdison International$1.51B0.7%+30.5%10.3 yr
PCGPG&E Corporation$1.50B0.7%+2.9%8.5 yr
GOOGAlphabet Inc.$1.50B0.7%+84.3%10.5 yr
FIXComfort Systems USA, Inc$1.49B0.7%+329.0%10.5 yr
MUMicron Technology, Inc.$1.47B0.7%+289.6%10.5 yr
BKNGBooking Holdings Inc.$1.32B0.6%-96.3%8.3 yr
GEVGE Vernova Inc.$1.27B0.6%+186.8%2.0 yr
CBChubb Limited$1.25B0.6%+9.3%10.3 yr

Portfolio composition (YoY)

Industry mix
Semiconductors6.2%+2.0pp$13.46B
Software - Infrastructure4.4%-1.0pp$9.51B
Asset Management4.2%+1.1pp$9.20B
Software - Application4.2%-1.1pp$9.15B
Aerospace & Defense2.7%-0.0pp$5.84B
Drug Manufacturers - General2.7%-0.7pp$5.79B
Biotechnology2.6%+0.3pp$5.61B
Banks - Regional2.6%-0.1pp$5.59B
Regulated Electric2.4%+0.3pp$5.27B
Internet Content & Information2.3%-0.7pp$4.92B
Country
US91.6%-1.9pp
CA1.6%+1.5pp
GB1.3%+0.6pp
IE1.1%-0.5pp
Unknown1.1%+0.6pp
BM1.0%-0.0pp
CH0.8%+0.0pp
SG0.2%+0.1pp
Top 5: 7.6% · Top 10: 11.2% · Top 25: 19.3%

Winners

TickerPrev $PnLYoY %
NVDA$2.01B+1.27B60.9%
GEV$366M+0.71B186.8%
FIX$165M+0.56B329.0%
AVGO$556M+0.49B86.0%
GOOG$516M+0.43B84.3%

Losers

TickerPrev $PnLYoY %
BKNG$695M-0.68B-96.3%
CNC$670M-0.31B-46.1%
ADBE$616M-0.23B-36.6%
MSFT$1.68B-0.01B-0.6%
VRSN$586M-0.01B-0.9%

Top buys this quarter · 15

MSFT Microsoft Corporation+$1.40B
NVDA NVIDIA Corporation+$1.03B
COST Costco Wholesale Corporation+$696M
AAPL Apple Inc.+$531M
AVGO Broadcom Inc.+$525M
SPGI S&P Global Inc.+$470M
ADBE Adobe Inc.+$462M
SF Stifel Financial Corp.+$412M
OXY Occidental Petroleum Corporati+$395M
DOW Dow Inc.+$382M

Top sells this quarter · 15

PNFP Pinnacle Financial Partners, Iexit$459M
WMT Walmart Inc.$352M
MRK Merck & Co., Inc.$315M
ZM Zoom Communications, Inc.$308M
SNDK Sandisk Corporation$269M
UTHR United Therapeutics Corporatio$270M
TEAM Atlassian Corporation$246M
EXAS Exact Sciences Corporationexit$232M
LYFT Lyft, Inc.$215M
GILD Gilead Sciences, Inc.$213M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$218.19B3728+17.75%+17.59%+0.16%+30.93B
2025-12-31$190.50B3550+16.34%+17.72%-1.38%+31.06B
2025-09-30$155.89B3445+15.13%+17.52%-2.38%+26.38B
2025-06-30$120.83B3283+15.03%+14.94%+0.09%+14.82B
2025-03-31$97.01B3141+4.82%+8.30%-3.48%+21.67B
2024-12-31$77.57B2853+18.09%+24.89%-6.79%+4.32B
2024-09-30$72.37B2742+29.84%+36.04%-6.20%+2.56B
2024-06-30$65.20B2587+18.35%+24.49%-6.14%+6.73B
2024-03-31$58.72B2398+26.05%+29.62%-3.57%+0.60B
2023-12-31$53.11B2317+20.97%+26.18%-5.21%-0.75B
2023-09-30$48.40B2304+19.63%+21.57%-1.94%+2.52B
2023-06-30$47.01B2173+16.01%+19.42%-3.42%-1.25B
2023-03-31$45.50B2148-4.83%-7.82%+2.99%-0.53B
2022-12-31$43.83B2186+10.05%+7.56%+2.49%-1.24B
2022-09-30$40.96B2166-5.35%-4.93%-0.42%-0.83B
2022-06-30$44.16B2165-12.99%-16.11%+3.12%-1.61B