AQR Capital Management
In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 15, 2024), Cliff Asness's AQR Capital Management reported 2,402 stock positions worth $58.7 billion. Its top holding was Microsoft (MSFT) at 2.9% of the portfolio, followed by Nvidia (NVDA, 2.6%) and Apple (AAPL, 2.4%). Compared with Q4 2023, it opened 224 new positions, sold out of 143, added to 1,203 and reduced 956. The biggest buy was Nvidia (NVDA, shares +1%) and the biggest sale Taiwan Semiconductor-SP ADR (TSM, shares −78%).
- Most Recent 13F
- Q2 2026
- Notable People
- Cliff Asness
- Location
- Greenwich, CT
- CIK
- 0001167557
- Portfolio Value
- $58.7B (Q1 2024)
- SEC Filing
- 0001085146-24-002596 ↗ filed May 15, 2024
Holdings Value
Holdings 2,402 stocks · $58.7B
| MSFT Microsoft Corp. | 2.85% | 3,979,965 | $1.7B | Reduce -2.2% |
| NVDA Nvidia Corp. | 2.60% | 1,691,623 | $1.5B | Add +1.2% |
| AAPL Apple Inc. | 2.45% | 8,409,802 | $1.4B | Add +4.2% |
| AMZN Amazon.com Inc. | 1.60% | 5,195,938 | $937.2M | Add +9.4% |
| META Meta Platforms Inc. Class A | 1.47% | 1,775,413 | $862.1M | Reduce -1.3% |
| GOOGL Alphabet Inc. Class A | 1.28% | 5,004,043 | $754.0M | Add +2.0% |
| CSCO Cisco Systems Inc. | 0.98% | 11,511,445 | $574.5M | Reduce -5.4% |
| GE General Electric | 0.75% | 2,507,979 | $439.1M | Reduce -2.2% |
| AVGO Broadcom Inc. | 0.74% | 330,896 | $435.8M | Reduce -15.4% |
| MCK McKesson Corp. | 0.73% | 794,736 | $426.7M | Add +16.7% |
| ADBE Adobe Inc. | 0.70% | 814,885 | $411.2M | Add +8.4% |
| GOOG Alphabet Inc. Class C | 0.70% | 2,687,641 | $409.2M | Reduce -1.5% |
| EG Everest Group Ltd. | 0.69% | 1,014,594 | $402.9M | Add +35.0% |
| CAH Cardinal Health Inc. | 0.68% | 3,586,580 | $401.3M | Add +25.1% |
| JNJ Johnson & Johnson | 0.65% | 2,417,815 | $382.5M | Add +29.2% |
| PHM Pultegroup Inc. | 0.65% | 3,151,607 | $379.1M | Reduce -14.3% |
| C Citigroup Inc. | 0.62% | 5,774,802 | $364.9M | Add +5.2% |
| CI The Cigna Group | 0.59% | 947,030 | $344.0M | Reduce -19.7% |
| PCAR Paccar Inc. | 0.56% | 2,639,225 | $327.0M | Reduce -6.5% |
| TAP Molson Coors Beverage Co. Class B | 0.55% | 4,812,303 | $323.6M | Add +5.8% |
| BRK.B Berkshire Hathaway Inc. Class B | 0.54% | 751,272 | $315.9M | Add +2.5% |
| CVS CVS Health Corp. | 0.54% | 3,961,933 | $314.9M | Reduce -10.2% |
| BKNG Booking Holdings Inc. | 0.54% | 86,736 | $314.7M | Reduce -1.1% |
| LLY Eli Lilly & Co. | 0.54% | 404,430 | $314.6M | Add +20.4% |
| GM General Motors Co. | 0.52% | 6,691,114 | $303.4M | Add +2.9% |
| MRK Merck & Co. Inc. | 0.50% | 2,238,260 | $294.7M | Reduce -4.2% |
| CNC Centene Corp. | 0.48% | 3,629,199 | $284.2M | Add +57.3% |
| AMAT Applied Materials Inc. | 0.48% | 1,373,081 | $280.4M | Reduce -1.3% |
| VRTX Vertex Pharmaceuticals Inc. | 0.47% | 666,691 | $278.7M | Add +3.4% |
| ABBV Abbvie Inc. | 0.47% | 1,538,483 | $278.5M | Reduce -16.6% |
| KR Kroger Co. | 0.47% | 4,871,739 | $278.3M | Reduce -5.3% |
| HUM Humana Inc. | 0.47% | 800,554 | $277.6M | Add +3.7% |
| PEP Pepsico Inc. | 0.46% | 1,534,644 | $268.6M | Add +26.4% |
| T AT&T Inc. | 0.46% | 15,251,038 | $267.9M | Add +15.2% |
| HPE Hewlett Packard Enterprise | 0.44% | 14,495,697 | $257.0M | Reduce -0.8% |
| PG The Procter & Gamble Co. | 0.44% | 1,579,334 | $256.2M | Add +2.1% |
| TRV The Travelers Cos Inc. | 0.42% | 1,064,594 | $244.8M | Add +10.3% |
| GILD Gilead Sciences Inc. | 0.41% | 3,314,704 | $242.8M | Reduce -14.2% |
| OC Owens Corning | 0.41% | 1,454,770 | $242.7M | Reduce -12.1% |
| LEN Lennar Corp. Class A | 0.41% | 1,396,903 | $239.9M | Reduce -17.1% |
| WMT Walmart Inc. | 0.41% | 3,984,282 | $239.7M | Reduce -39.7% |
| CME Cme Group Inc. | 0.41% | 1,112,303 | $239.5M | Add +28.6% |
| DELL Dell Technologies -C | 0.41% | 2,095,832 | $239.0M | Reduce -34.9% |
| CRM Salesforce Inc. | 0.40% | 776,816 | $233.8M | Reduce -11.2% |
| KO The Coca-Cola Co. | 0.40% | 3,819,220 | $233.6M | Reduce -30.9% |
| IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS | 0.40% | 1,220,006 | $233.0M | Add +11.1% |
| DOCU Docusign Inc. | 0.39% | 3,853,082 | $229.5M | Add +15.4% |
| CB Chubb Ltd. | 0.39% | 887,451 | $229.2M | Add +56.1% |
| MO Altria Group Inc. | 0.39% | 5,190,738 | $226.4M | Reduce -2.9% |
| MMM 3M Co. | 0.38% | 2,134,649 | $224.5M | Add +49.6% |
| COR Cencora Inc. | 0.38% | 925,636 | $222.7M | Add +91.7% |
| VLO Valero Energy Corp. | 0.38% | 1,317,516 | $222.3M | Reduce -22.3% |
| LMT Lockheed Martin Corp. | 0.37% | 472,607 | $215.0M | Add +11.8% |
| SYF Synchrony Financial | 0.37% | 4,999,055 | $214.7M | Reduce -11.9% |
| ZM Zoom Communications Inc. filed as ZOOM VIDEO COMMUNICATIONS IN | 0.36% | 3,210,367 | $209.9M | Add +235.5% |
| BAC Bank of America Corp. filed as BANK AMERICA CORP | 0.35% | 5,506,272 | $207.4M | Add +40.3% |
| TSM Taiwan Semiconductor-SP ADR | 0.35% | 1,521,041 | $206.9M | Reduce -78.1% |
| GDDY GoDaddy Inc. Class A | 0.35% | 1,724,543 | $204.7M | Add +205.9% |
| MPC Marathon Petroleum Corp. | 0.34% | 1,017,188 | $202.5M | Reduce -30.0% |
| KMB Kimberly-Clark Corp. | 0.34% | 1,564,810 | $202.4M | Add +42.8% |
| UNM Unum Group | 0.34% | 3,752,045 | $201.3M | Add +4.8% |
| XOM Exxon Mobil Corp. | 0.34% | 1,732,258 | $200.2M | Reduce -12.6% |
| BKR Baker Hughes Co. | 0.34% | 5,969,608 | $199.4M | Add +48.0% |
| CMCSA Comcast Corp. Class A | 0.33% | 4,540,095 | $196.4M | Add +8.2% |
| UTHR United Therapeutics Corp. | 0.33% | 846,955 | $194.6M | Add +53.5% |
| ARW Arrow Electronics Inc. | 0.33% | 1,497,864 | $193.9M | Reduce -15.9% |
| TOL Toll Brothers Inc. | 0.33% | 1,477,915 | $191.2M | Reduce -29.9% |
| CRWD CrowdStrike Holdings Inc. Class A | 0.32% | 591,846 | $189.7M | Add +99.5% |
| V Visa Inc. Class A | 0.32% | 678,792 | $189.3M | Reduce -2.9% |
| ALSN Allison Transmission Holding | 0.32% | 2,334,073 | $188.8M | Reduce -18.2% |
| AIG American International Group | 0.32% | 2,388,965 | $186.7M | Reduce -15.1% |
| QCOM Qualcomm Inc. | 0.32% | 1,106,789 | $186.5M | Add +8.2% |
| COST Costco Wholesale Corp. | 0.31% | 248,336 | $181.4M | Add +24.6% |
| MA Mastercard Inc. Class A | 0.31% | 374,765 | $180.1M | Reduce -4.3% |
| REGN Regeneron Pharmaceuticals | 0.30% | 182,452 | $175.2M | Reduce -6.9% |
| UNH Unitedhealth Group Inc. | 0.30% | 352,767 | $173.7M | Reduce -10.2% |
| RSG Republic Services Inc. | 0.29% | 892,746 | $170.9M | Add +4.0% |
| ORLY O'reilly Automotive Inc. | 0.29% | 150,389 | $169.8M | Reduce -7.2% |
| WU Western Union Co. | 0.29% | 12,109,628 | $168.1M | Reduce -3.0% |
| JPM JPMorgan Chase & Co. | 0.28% | 828,981 | $165.4M | Add +8.0% |
| LRCX Lam Research Corp. | 0.28% | 166,779 | $161.6M | Reduce -2.6% |
| NFLX Netflix Inc. | 0.27% | 260,307 | $158.1M | Add +140.9% |
| HPQ HP Inc. | 0.26% | 5,146,058 | $155.1M | Add +46.3% |
| AXS Axis Capital Holdings Ltd. | 0.26% | 2,370,141 | $154.1M | Add +31.1% |
| MCD McDonald's Corp. | 0.26% | 539,499 | $152.1M | Reduce -12.2% |
| ELV Elevance Health Inc. | 0.26% | 291,109 | $151.0M | Reduce -0.6% |
| HII Huntington Ingalls Industrie | 0.26% | 517,225 | $150.8M | Add +3.6% |
| AIZ Assurant Inc. | 0.25% | 786,207 | $148.0M | Add +316.1% |
| HIG Hartford Insurance Group Inc. | 0.25% | 1,427,942 | $146.8M | Reduce -0.5% |
| CBOE Cboe Global Markets Inc. | 0.25% | 801,194 | $145.8M | Add +57.1% |
| SNX TD Synnex Corp. | 0.25% | 1,276,346 | $144.4M | Add +4.9% |
| GTES Gates Industrial Corp. UK Ltd. | 0.24% | 7,985,046 | $141.2M | Add +1.6% |
| DECK Deckers Outdoor Corp. | 0.24% | 149,747 | $141.0M | Add +41.4% |
| AGCO Agco Corp. | 0.24% | 1,142,445 | $140.0M | Add +4.1% |
| MOH Molina Healthcare Inc. | 0.24% | 340,416 | $139.7M | Add +74.7% |
| EA Electronic Arts Inc. | 0.24% | 1,052,287 | $139.6M | Add +0.9% |
| CMI Cummins Inc. | 0.24% | 470,955 | $138.8M | Add +4.6% |
| VZ Verizon Communications Inc. | 0.24% | 3,307,236 | $138.1M | Reduce -29.6% |
| GD General Dynamics Corp. | 0.23% | 487,134 | $137.6M | Add +9.5% |
| CL Colgate-Palmolive Co. | 0.23% | 1,524,237 | $137.3M | Add +18.0% |
Other holdings (1): bonds, preferreds, convertibles and warrants · $1.5M (not counted above)
| Security | Class | Shares / Principal | Value | Change |
|---|---|---|---|---|
| CVE.WS Cenovus Energy Inc. -CW26 | *W EXP 01/01/202 | 100,200 | $1.5M | No change |
Total filed on the 13F, all lines: $58.7B.
Portfolio Sells Q4 2023 → Q1 2024
| TSM Taiwan Semiconductor-SP ADR | Reduce -78.1% | 0.35% | −1.01 |
| AMGN Amgen Inc. | Reduce -72.7% | 0.12% | −0.38 |
| TSLA Tesla Inc. | Reduce -43.2% | 0.16% | −0.28 |
| WMT Walmart Inc. | Reduce -39.7% | 0.41% | −0.25 |
| KO The Coca-Cola Co. | Reduce -30.9% | 0.40% | −0.21 |
| DFS Discover Financial Services | Reduce -85.4% | 0.04% | −0.21 |
| CSCO Cisco Systems Inc. | Reduce -5.4% | 0.98% | −0.18 |
| GILD Gilead Sciences Inc. | Reduce -14.2% | 0.41% | −0.18 |
| ULTA Ulta Beauty Inc. | Reduce -59.5% | 0.10% | −0.15 |
| BLDR Builders Firstsource Inc. | Reduce -45.0% | 0.23% | −0.14 |
| ROKU Roku Inc. | Reduce -96.0% | 0.00% | −0.13 |
| ORCL Oracle Corp. | Reduce -51.6% | 0.14% | −0.12 |
| ADM Archer-Daniels-Midland Co. | Reduce -25.8% | 0.17% | −0.12 |
| CVS CVS Health Corp. | Reduce -10.2% | 0.54% | −0.12 |
| VZ Verizon Communications Inc. | Reduce -29.6% | 0.24% | −0.10 |
| UNH Unitedhealth Group Inc. | Reduce -10.2% | 0.30% | −0.09 |
| TRIP Tripadvisor Inc. | Reduce -60.8% | 0.07% | −0.09 |
| EXPD Expeditors Intl Wash Inc. | Reduce -71.8% | 0.03% | −0.09 |
| KHC The Kraft Heinz Co. | Reduce -19.9% | 0.22% | −0.08 |
| MCHP Microchip Technology Inc. | Reduce -65.5% | 0.04% | −0.08 |
| MCD McDonald's Corp. | Reduce -12.2% | 0.26% | −0.08 |
| TOL Toll Brothers Inc. | Reduce -29.9% | 0.33% | −0.08 |
| VTRS Viatris Inc. | Reduce -44.7% | 0.10% | −0.08 |
| HRB H&R Block Inc. | Reduce -33.7% | 0.13% | −0.08 |
| SNPS Synopsys Inc. | Reduce -39.6% | 0.13% | −0.08 |
| ADI Analog Devices Inc. | Reduce -45.1% | 0.08% | −0.08 |
| AVGO Broadcom Inc. | Reduce -15.4% | 0.74% | −0.08 |
| ARW Arrow Electronics Inc. | Reduce -15.9% | 0.33% | −0.08 |
| X United States Steel Corp. | Reduce -85.8% | 0.01% | −0.08 |
| CI The Cigna Group | Reduce -19.7% | 0.59% | −0.08 |
| SBUX Starbucks Corp. | Reduce -46.5% | 0.07% | −0.08 |
| PYPL PayPal Holdings Inc. | Reduce -27.6% | 0.19% | −0.07 |
| EXPE Expedia Group Inc. | Reduce -33.0% | 0.09% | −0.07 |
| CNXC Concentrix Corp. | Reduce -31.8% | 0.05% | −0.07 |
| VSXY Victoria's Secret & Co. | Reduce -42.0% | 0.04% | −0.07 |
| CVX Chevron Corp. | Reduce -26.9% | 0.16% | −0.07 |
| PHM Pultegroup Inc. | Reduce -14.3% | 0.65% | −0.07 |
| CFG Citizens Financial Group | Reduce -26.8% | 0.17% | −0.07 |
| PFE Pfizer Inc. | Reduce -65.3% | 0.03% | −0.07 |
| LEN Lennar Corp. Class A | Reduce -17.1% | 0.41% | −0.06 |
| COKE Coca-Cola Consolidated Inc. | Reduce -28.2% | 0.09% | −0.06 |
| ABBV Abbvie Inc. | Reduce -16.6% | 0.47% | −0.06 |
| MOS The Mosaic Co. | Reduce -11.2% | 0.16% | −0.06 |
| SNOW Snowflake Inc. | Reduce -20.4% | 0.09% | −0.06 |
| CTSH Cognizant Tech Solutions-A | Reduce -24.6% | 0.12% | −0.06 |
| MPC Marathon Petroleum Corp. | Reduce -30.0% | 0.34% | −0.06 |
| DUK Duke Energy Corp. | Reduce -41.7% | 0.07% | −0.06 |
| SMAR Smartsheet Inc. Class A | Reduce -53.5% | 0.03% | −0.06 |
| BA The Boeing Co. | Reduce -32.8% | 0.05% | −0.06 |
| DELL Dell Technologies -C | Reduce -34.9% | 0.41% | −0.06 |
Portfolio Buys Q4 2023 → Q1 2024
| NVDA Nvidia Corp. | Add +1.2% | 2.60% | +1.04 |
| AMZN Amazon.com Inc. | Add +9.4% | 1.60% | +0.24 |
| GDDY GoDaddy Inc. Class A | Add +205.9% | 0.35% | +0.24 |
| ZM Zoom Communications Inc. | Add +235.5% | 0.36% | +0.23 |
| DKNG Draftkings Inc. Class A | Add +477.0% | 0.23% | +0.20 |
| COR Cencora Inc. | Add +91.7% | 0.38% | +0.19 |
| AIZ Assurant Inc. | Add +316.1% | 0.25% | +0.19 |
| EG Everest Group Ltd. | Add +35.0% | 0.69% | +0.19 |
| WYNN WYNN Resorts Ltd. | Add +2723.0% | 0.19% | +0.19 |
| CRWD CrowdStrike Holdings Inc. Class A | Add +99.5% | 0.32% | +0.18 |
| NFLX Netflix Inc. | Add +140.9% | 0.27% | +0.17 |
| LLY Eli Lilly & Co. | Add +20.4% | 0.54% | +0.17 |
| ANET Arista Networks Inc. | Add +258.2% | 0.22% | +0.17 |
| CNC Centene Corp. | Add +57.3% | 0.48% | +0.16 |
| CB Chubb Ltd. | Add +56.1% | 0.39% | +0.15 |
| CAH Cardinal Health Inc. | Add +25.1% | 0.68% | +0.14 |
| MCK McKesson Corp. | Add +16.7% | 0.73% | +0.14 |
| VRT Vertiv Holdings Co. Class A | Add +34.5% | 0.22% | +0.11 |
| MOH Molina Healthcare Inc. | Add +74.7% | 0.24% | +0.11 |
| DECK Deckers Outdoor Corp. | Add +41.4% | 0.24% | +0.11 |
| CMG Chipotle Mexican Grill Inc. | Add +159.9% | 0.16% | +0.11 |
| BAC Bank of America Corp. | Add +40.3% | 0.35% | +0.10 |
| UTHR United Therapeutics Corp. | Add +53.5% | 0.33% | +0.10 |
| JNJ Johnson & Johnson | Add +29.2% | 0.65% | +0.10 |
| ROST Ross Stores Inc. | Add +104.5% | 0.20% | +0.10 |
| KMB Kimberly-Clark Corp. | Add +42.8% | 0.34% | +0.10 |
| CRBG Corebridge Financial Inc. | Add +104.5% | 0.15% | +0.09 |
| C Citigroup Inc. | Add +5.2% | 0.62% | +0.09 |
| WING Wingstop Inc. | Add +188.2% | 0.12% | +0.09 |
| MMM 3M Co. | Add +49.6% | 0.38% | +0.09 |
| APO Apollo Global Management Inc. | Add +9813.6% | 0.09% | +0.09 |
| DPZ Domino's Pizza Inc. | Add +119.2% | 0.15% | +0.09 |
| ACGL Arch Capital Group Ltd. | Add +44.7% | 0.22% | +0.09 |
| SNAP Snap Inc. Class A | New | 0.09% | +0.09 |
| JAZZ Jazz Pharmaceuticals PLC | Add +144.7% | 0.15% | +0.08 |
| FIVE Five Below | Add +869.7% | 0.09% | +0.08 |
| BKR Baker Hughes Co. | Add +48.0% | 0.34% | +0.08 |
| GM General Motors Co. | Add +2.9% | 0.52% | +0.08 |
| CBOE Cboe Global Markets Inc. | Add +57.1% | 0.25% | +0.08 |
| CLF Cleveland-Cliffs Inc. | Add +96.0% | 0.16% | +0.08 |
| PGR Progressive Corp. | Add +29.6% | 0.22% | +0.07 |
| AXS Axis Capital Holdings Ltd. | Add +31.1% | 0.26% | +0.07 |
| BG Bunge Global SA | Add +134.8% | 0.14% | +0.07 |
| TRV The Travelers Cos Inc. | Add +10.3% | 0.42% | +0.07 |
| CZR Caesars Entertainment Inc. | Add +86.3% | 0.20% | +0.07 |
| PEP Pepsico Inc. | Add +26.4% | 0.46% | +0.07 |
| CME Cme Group Inc. | Add +28.6% | 0.41% | +0.07 |
| HPQ HP Inc. | Add +46.3% | 0.26% | +0.06 |
| FISV Fiserv Inc. | Add +32.6% | 0.21% | +0.06 |
| TXRH Texas Roadhouse Inc. | Add +28.7% | 0.20% | +0.06 |
All Filings
| Quarter | Positions | 13F Reported Value | Top Holdings |
|---|---|---|---|
| Q2 2026 | 3,895 | $286.8B | NVDA, AAPL, MU, MSFT, AMZN |
| Q1 2026 | 3,733 | $218.4B | NVDA, MSFT, AAPL, AMZN, AVGO |
| Q4 2025 | 3,558 | $190.6B | NVDA, AAPL, MSFT, AMZN, AVGO |
| Q3 2025 | 3,455 | $156.0B | NVDA, MSFT, AAPL, AMZN, AVGO |
| Q2 2025 | 3,291 | $120.9B | NVDA, MSFT, AAPL, AMZN, AVGO |
| Q1 2025 | 3,149 | $97.1B | AAPL, NVDA, MSFT, AMZN, META |
| Q4 2024 | 2,860 | $77.6B | AAPL, NVDA, MSFT, AMZN, META |
| Q3 2024 | 2,750 | $72.4B | NVDA, AAPL, MSFT, AMZN, META |
| Q2 2024 | 2,592 | $65.2B | NVDA, AAPL, MSFT, AMZN, GOOGL |
| Q1 2024 | 2,402 | $58.7B | MSFT, NVDA, AAPL, AMZN, META |