AQR Capital Management 13F, Q3 2024
Cliff Asness · quarter ending 30 September 2024 · filed 14 November 2024 · SEC CIK 1167557
Common stock only: shares the fund reported owning at the quarter end, valued as filed.
Largest positions, Q3 2024
The 25 largest of 2,751 positions. Weights are against the whole filed book. Changes are in shares held, against the Q2 2024 filing.
| Company | Ticker | Value | % of book | vs Q2 2024 |
|---|---|---|---|---|
| NVIDIA CORPORATION | NVDA | $1.96B | 2.7% | +5% shares |
| APPLE INC | AAPL | $1.87B | 2.6% | unchanged |
| MICROSOFT CORP | MSFT | $1.73B | 2.4% | +5% shares |
| AMAZON COM INC | AMZN | $927.67M | 1.3% | -5% shares |
| META PLATFORMS INC | META | $855.17M | 1.2% | -6% shares |
| GE AEROSPACE | GE | $606.36M | 0.8% | +11% shares |
| ELI LILLY & CO | LLY | $591.79M | 0.8% | +43% shares |
| ALPHABET INC | GOOGL | $582.53M | 0.8% | -23% shares |
| BROADCOM INC | AVGO | $558.90M | 0.8% | +986% shares |
| JOHNSON & JOHNSON | JNJ | $509.92M | 0.7% | -6% shares |
| ZOOM VIDEO COMMUNICATIONS IN | ZM | $499.70M | 0.7% | +25% shares |
| THE CIGNA GROUP | CI | $488.80M | 0.7% | -9% shares |
| AT&T INC | T | $487.55M | 0.7% | +2% shares |
| PROGRESSIVE CORP | PGR | $475.71M | 0.7% | +91% shares |
| ALPHABET INC | GOOG | $464.58M | 0.6% | unchanged |
| CME GROUP INC | CME | $421.66M | 0.6% | +57% shares |
| MCKESSON CORP | MCK | $412.72M | 0.6% | unchanged |
| COMCAST CORP NEW | CMCSA | $407.46M | 0.6% | +12% shares |
| CENTENE CORP DEL | CNC | $403.24M | 0.6% | +22% shares |
| BOOKING HOLDINGS INC | BKNG | $375.91M | 0.5% | +4% shares |
| BERKSHIRE HATHAWAY INC DEL | BRK/B | $361.88M | 0.5% | unchanged |
| WALMART INC | WMT | $348.46M | 0.5% | +4% shares |
| UNITED THERAPEUTICS CORP DEL | UTHR | $346.79M | 0.5% | +35% shares |
| 3M CO | MMM | $345.93M | 0.5% | unchanged |
| MERCK & CO INC | MRK | $343.27M | 0.5% | +37% shares |
What changed since Q2 2024
Against the Q2 2024 filing, AQR Capital Management opened 334 new positions, added to 1,202, trimmed 1,052, left 163 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
- TE CONNECTIVITY PLC$74.23M
- FERG$70.44M
- FLUTTER ENTMT PLC$15.83M
- AMTM$15.31M
- RH$15.11M
- BSV$9.57M
- SIRI$9.26M
- BIL$8.79M
and 326 more
Exited
- TE CONNECTIVITY LTDwas $64.86M
- FERGUSON PLC NEWwas $53.96M
- LIBERTY MEDIA CORP DELwas $33.32M
- FIVEwas $29.46M
- SIRIUS XM HOLDINGS INCwas $10.81M
- SBSWwas $6.15M
- NYCBEURwas $4.77M
- CCwas $3.58M
and 168 more
Other quarters
Source: SEC Form 13F-HR, accession 0001085146-24-005943, 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.