AQR Capital Management 13F, Q4 2023
Cliff Asness · quarter ending 31 December 2023 · filed 14 February 2024 · SEC CIK 1167557
Common stock only: shares the fund reported owning at the quarter end, valued as filed.
Largest positions, Q4 2023
The 25 largest of 2,321 positions. Weights are against the whole filed book. Changes are in shares held, against the Q3 2023 filing.
| Company | Ticker | Value | % of book | vs Q3 2023 |
|---|---|---|---|---|
| APPLE INC | AAPL | $1.55B | 2.9% | -5% shares |
| MICROSOFT CORP | MSFT | $1.53B | 2.9% | -4% shares |
| NVIDIA CORPORATION | NVDA | $827.52M | 1.6% | +22% shares |
| AMAZON COM INC | AMZN | $721.29M | 1.4% | +28% shares |
| TAIWAN SEMICONDUCTOR MFG LTD | TSM | $721.26M | 1.4% | +7% shares |
| ALPHABET INC | GOOGL | $685.03M | 1.3% | +3% shares |
| META PLATFORMS INC | META | $636.61M | 1.2% | +4% shares |
| CISCO SYS INC | CSCO | $614.92M | 1.2% | +7% shares |
| ADOBE INC | ADBE | $448.27M | 0.8% | +4% shares |
| BROADCOM INC | AVGO | $436.84M | 0.8% | -10% shares |
| ALPHABET INC | GOOG | $384.46M | 0.7% | +7% shares |
| PULTE GROUP INC | PHM | $379.78M | 0.7% | -11% shares |
| THE CIGNA GROUP | CI | $352.65M | 0.7% | -4% shares |
| HUMANA INC | HUM | $351.62M | 0.7% | +13% shares |
| CVS HEALTH CORP | CVS | $348.27M | 0.7% | unchanged |
| WALMART INC | WMT | $347.36M | 0.7% | -19% shares |
| GENERAL ELECTRIC CO | GE | $327.39M | 0.6% | +76% shares |
| COCA COLA CO | KO | $323.92M | 0.6% | +7% shares |
| MCKESSON CORP | MCK | $313.34M | 0.6% | +27% shares |
| GILEAD SCIENCES INC | GILD | $312.67M | 0.6% | -19% shares |
| BOOKING HOLDINGS INC | BKNG | $310.95M | 0.6% | +34% shares |
| JOHNSON & JOHNSON | JNJ | $292.82M | 0.6% | +24% shares |
| CARDINAL HEALTH INC | CAH | $287.38M | 0.5% | +15% shares |
| ABBVIE INC | ABBV | $285.58M | 0.5% | +23% shares |
| CITIGROUP INC | C | $282.46M | 0.5% | -15% shares |
What changed since Q3 2023
Against the Q3 2023 filing, AQR Capital Management opened 188 new positions, added to 895, trimmed 1,121, left 117 unchanged and exited 176. Every position is compared, matched on its CUSIP; a change of 2% or less in shares counts as unchanged.
New positions
- BUNGE GLOBAL SA$33.78M
- NATL$12.54M
- RARE$8.16M
- ITOT$6.84M
- WS$5.09M
- PATH$4.98M
- LANDSEA HOMES CORP$4.88M
- NTSX$4.83M
and 180 more
Exited
- ATVIEURwas $38.53M
- BUNGE LIMITEDwas $32.02M
- VMWARE INCwas $17.97M
- NEW RELIC INCwas $14.75M
- HORIZON THERAPEUTICS PUB Lwas $12.71M
- COPA HOLDINGS SAwas $6.54M
- SIX FLAGS ENTMT CORP NEWwas $4.87M
- NGVTwas $3.96M
and 168 more
Other quarters
Source: SEC Form 13F-HR, accession 0001085146-24-001456, 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.