AQR Capital Management 13F, Q1 2024
Cliff Asness · quarter ending 31 March 2024 · filed 15 May 2024 · SEC CIK 1167557
Common stock only: shares the fund reported owning at the quarter end, valued as filed.
Largest positions, Q1 2024
The 25 largest of 2,403 positions. Weights are against the whole filed book. Changes are in shares held, against the Q4 2023 filing.
| Company | Ticker | Value | % of book | vs Q4 2023 |
|---|---|---|---|---|
| MICROSOFT CORP | MSFT | $1.67B | 2.9% | -2% shares |
| NVIDIA CORPORATION | NVDA | $1.53B | 2.6% | unchanged |
| APPLE INC | AAPL | $1.44B | 2.5% | +4% shares |
| AMAZON COM INC | AMZN | $937.24M | 1.6% | +10% shares |
| META PLATFORMS INC | META | $862.11M | 1.5% | unchanged |
| ALPHABET INC | GOOGL | $754.01M | 1.3% | +2% shares |
| CISCO SYS INC | CSCO | $574.54M | 1.0% | -5% shares |
| GENERAL ELECTRIC CO | GE | $439.10M | 0.8% | -2% shares |
| BROADCOM INC | AVGO | $435.81M | 0.7% | -15% shares |
| MCKESSON CORP | MCK | $426.65M | 0.7% | +17% shares |
| ADOBE INC | ADBE | $411.19M | 0.7% | +9% shares |
| ALPHABET INC | GOOG | $409.22M | 0.7% | unchanged |
| EVEREST GROUP LTD | $402.92M | 0.7% | +35% shares | |
| CARDINAL HEALTH INC | CAH | $401.34M | 0.7% | +25% shares |
| JOHNSON & JOHNSON | JNJ | $382.47M | 0.7% | +29% shares |
| PULTE GROUP INC | PHM | $379.11M | 0.7% | -14% shares |
| CITIGROUP INC | C | $364.85M | 0.6% | +5% shares |
| THE CIGNA GROUP | CI | $343.95M | 0.6% | -20% shares |
| PACCAR INC | PCAR | $326.97M | 0.6% | -7% shares |
| MOLSON COORS BEVERAGE CO | TAP | $323.63M | 0.6% | +6% shares |
| BERKSHIRE HATHAWAY INC DEL | BRK/B | $315.93M | 0.5% | +3% shares |
| CVS HEALTH CORP | CVS | $314.89M | 0.5% | -10% shares |
| BOOKING HOLDINGS INC | BKNG | $314.67M | 0.5% | unchanged |
| ELI LILLY & CO | LLY | $314.63M | 0.5% | +20% shares |
| GENERAL MTRS CO | GM | $303.44M | 0.5% | +3% shares |
What changed since Q4 2023
Against the Q4 2023 filing, AQR Capital Management opened 229 new positions, added to 1,138, trimmed 895, left 141 unchanged and exited 147. Every position is compared, matched on its CUSIP; a change of 2% or less in shares counts as unchanged.
New positions
and 221 more
Exited
- FLEETCOR TECHNOLOGIES INCwas $23.78M
- SPLUNK INCwas $9.79M
- MXLwas $5.32M
- QIAGEN NVwas $5.29M
- VERADIGM INCwas $4.27M
- IMMUNOGEN INCwas $2.30M
- SEDGwas $2.00M
- PGT INNOVATIONS INCwas $1.98M
and 139 more
Other quarters
Source: SEC Form 13F-HR, accession 0001085146-24-002596, 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.