AQR Capital Management 13F, Q3 2023
Cliff Asness · quarter ending 30 September 2023 · filed 14 November 2023 · SEC CIK 1167557
$48.43B
Filed US book
2,309
Positions
3.0%
Largest position
Common stock only: shares the fund reported owning at the quarter end, valued as filed.
Largest positions, Q3 2023
The 25 largest of 2,309 positions. Weights are against the whole filed book.
| Company | Ticker | Value | % of book |
|---|---|---|---|
| APPLE INC | AAPL | $1.45B | 3.0% |
| MICROSOFT CORP | MSFT | $1.34B | 2.8% |
| ALPHABET INC | GOOGL | $624.86M | 1.3% |
| CISCO SYS INC | CSCO | $611.62M | 1.3% |
| NVIDIA CORPORATION | NVDA | $597.89M | 1.2% |
| TAIWAN SEMICONDUCTOR MFG LTD | TSM | $564.43M | 1.2% |
| META PLATFORMS INC | META | $519.93M | 1.1% |
| AMAZON COM INC | AMZN | $472.55M | 1.0% |
| WALMART INC | WMT | $432.47M | 0.9% |
| ADOBE INC | ADBE | $368.17M | 0.8% |
| BROADCOM INC | AVGO | $361.63M | 0.8% |
| GILEAD SCIENCES INC | GILD | $357.74M | 0.7% |
| THE CIGNA GROUP | CI | $350.40M | 0.7% |
| ALPHABET INC | GOOG | $337.66M | 0.7% |
| HUMANA INC | HUM | $331.74M | 0.7% |
| EXXON MOBIL CORP | XOM | $311.01M | 0.6% |
| CVS HEALTH CORP | CVS | $307.17M | 0.6% |
| PULTE GROUP INC | PHM | $305.80M | 0.6% |
| COCA COLA CO | KO | $288.02M | 0.6% |
| VALERO ENERGY CORP | VLO | $287.10M | 0.6% |
| GENERAL MTRS CO | GM | $274.53M | 0.6% |
| UNITEDHEALTH GROUP INC | UNH | $273.29M | 0.6% |
| CITIGROUP INC | C | $266.71M | 0.6% |
| MERCK & CO INC | MRK | $262.27M | 0.5% |
| BERKSHIRE HATHAWAY INC DEL | BRK/B | $261.67M | 0.5% |
This is the earliest AQR Capital Management 13F we hold, so there is no earlier filing here to compare it with.
Other quarters
Source: SEC Form 13F-HR, accession 0001085146-23-004504, filed by AQR CAPITAL MANAGEMENT LLC. Values are as filed and cover US-listed positions only; a 13F does not show short positions or holdings outside the US. A 13F may be filed up to 45 days after the quarter ends, so the fund may have traded since. Educational information, not financial advice.