AQR Capital Management 13F, Q2 2024
Cliff Asness · quarter ending 30 June 2024 · filed 14 August 2024 · SEC CIK 1167557
Common stock only: shares the fund reported owning at the quarter end, valued as filed.
Largest positions, Q2 2024
The 25 largest of 2,593 positions. Weights are against the whole filed book. Changes are in shares held, against the Q1 2024 filing.
| Company | Ticker | Value | % of book | vs Q1 2024 |
|---|---|---|---|---|
| NVIDIA CORPORATION | NVDA | $1.92B | 3.0% | +820% shares |
| APPLE INC | AAPL | $1.73B | 2.6% | -2% shares |
| MICROSOFT CORP | MSFT | $1.73B | 2.6% | -3% shares |
| AMAZON COM INC | AMZN | $1.01B | 1.6% | unchanged |
| ALPHABET INC | GOOGL | $839.53M | 1.3% | -8% shares |
| META PLATFORMS INC | META | $811.08M | 1.2% | -9% shares |
| THE CIGNA GROUP | CI | $510.47M | 0.8% | +63% shares |
| ALPHABET INC | GOOG | $504.90M | 0.8% | +2% shares |
| MCKESSON CORP | MCK | $500.88M | 0.8% | +8% shares |
| JOHNSON & JOHNSON | JNJ | $489.18M | 0.8% | +39% shares |
| BROADCOM INC | AVGO | $483.34M | 0.7% | -9% shares |
| GE AEROSPACE | GE | $468.50M | 0.7% | +18% shares |
| CISCO SYS INC | CSCO | $458.12M | 0.7% | -16% shares |
| ELI LILLY & CO | LLY | $429.65M | 0.7% | +17% shares |
| AT&T INC | T | $414.56M | 0.6% | +43% shares |
| EXXON MOBIL CORP | XOM | $410.12M | 0.6% | +106% shares |
| EVEREST GROUP LTD | $393.39M | 0.6% | unchanged | |
| APPLIED MATLS INC | AMAT | $351.83M | 0.5% | +9% shares |
| BOOKING HOLDINGS INC | BKNG | $340.59M | 0.5% | unchanged |
| CARDINAL HEALTH INC | CAH | $340.47M | 0.5% | -4% shares |
| COMCAST CORP NEW | CMCSA | $339.22M | 0.5% | +92% shares |
| ZOOM VIDEO COMMUNICATIONS IN | ZM | $337.23M | 0.5% | +79% shares |
| BERKSHIRE HATHAWAY INC DEL | BRK/B | $315.66M | 0.5% | +3% shares |
| CVS HEALTH CORP | CVS | $310.72M | 0.5% | +34% shares |
| GENERAL MTRS CO | GM | $310.65M | 0.5% | unchanged |
What changed since Q1 2024
Against the Q1 2024 filing, AQR Capital Management opened 321 new positions, added to 1,316, trimmed 810, left 146 unchanged and exited 131. Every position is compared, matched on its CUSIP; a change of 2% or less in shares counts as unchanged.
New positions
and 313 more
Exited
- LABORATORY CORP AMER HLDGSwas $31.45M
- PIONEER NAT RES COwas $27.69M
- APARTMENT INCOME REIT CORPwas $17.39M
- BALLYS CORPORATIONwas $4.92M
- OPCHwas $4.18M
- KINIKSA PHARMACEUTICALS LTDwas $3.14M
- FORWARD AIR CORPwas $2.23M
- HIBBETT INCwas $2.17M
and 123 more
Other quarters
Source: SEC Form 13F-HR, accession 0001085146-24-004009, 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.