AQR Capital Management
In its 13F for Q2 2024 (holdings as of June 30, 2024, filed August 14, 2024), Cliff Asness's AQR Capital Management reported 2,592 stock positions worth $65.2 billion. Its top holding was Nvidia (NVDA) at 2.9% of the portfolio, followed by Apple (AAPL, 2.7%) and Microsoft (MSFT, 2.7%). Compared with Q1 2024, it opened 313 new positions, sold out of 126, added to 1,392 and reduced 872. The biggest buy was Exxon Mobil (XOM, shares +106%) and the biggest sale Humana (HUM, shares −88%).
- Most Recent 13F
- Q2 2026
- Notable People
- Cliff Asness
- Location
- Greenwich, CT
- CIK
- 0001167557
- Portfolio Value
- $65.2B (Q2 2024)
- SEC Filing
- 0001085146-24-004009 ↗ filed Aug 14, 2024
Holdings Value
Holdings 2,592 stocks · $65.2B
| NVDA Nvidia Corp. | 2.95% | 15,556,015 | $1.9B | Reduce -8.0% |
| AAPL Apple Inc. | 2.65% | 8,219,549 | $1.7B | Reduce -2.3% |
| MSFT Microsoft Corp. | 2.65% | 3,868,943 | $1.7B | Reduce -2.8% |
| AMZN Amazon.com Inc. | 1.55% | 5,223,797 | $1.0B | Add +0.5% |
| GOOGL Alphabet Inc. Class A | 1.29% | 4,609,018 | $839.5M | Reduce -7.9% |
| META Meta Platforms Inc. Class A | 1.24% | 1,608,580 | $811.1M | Reduce -9.4% |
| CI The Cigna Group | 0.78% | 1,547,245 | $510.5M | Add +63.4% |
| GOOG Alphabet Inc. Class C | 0.77% | 2,752,699 | $504.9M | Add +2.4% |
| MCK McKesson Corp. | 0.77% | 857,611 | $500.9M | Add +7.9% |
| JNJ Johnson & Johnson | 0.75% | 3,350,292 | $489.2M | Add +38.6% |
| AVGO Broadcom Inc. | 0.74% | 301,045 | $483.3M | Reduce -9.0% |
| GE General Electric filed as GE AEROSPACE | 0.72% | 2,947,084 | $468.5M | Add +17.5% |
| CSCO Cisco Systems Inc. | 0.70% | 9,642,667 | $458.1M | Reduce -16.2% |
| LLY Eli Lilly & Co. | 0.66% | 474,552 | $429.6M | Add +17.3% |
| T AT&T Inc. | 0.64% | 21,853,624 | $414.6M | Add +43.3% |
| XOM Exxon Mobil Corp. | 0.63% | 3,562,523 | $410.1M | Add +105.7% |
| EG Everest Group Ltd. | 0.60% | 1,032,479 | $393.4M | Add +1.8% |
| AMAT Applied Materials Inc. | 0.54% | 1,490,874 | $351.8M | Add +8.6% |
| BKNG Booking Holdings Inc. | 0.52% | 85,974 | $340.6M | Reduce -0.9% |
| CAH Cardinal Health Inc. | 0.52% | 3,462,830 | $340.5M | Reduce -3.5% |
| CMCSA Comcast Corp. Class A | 0.52% | 8,722,620 | $339.2M | Add +92.1% |
| ZM Zoom Communications Inc. filed as ZOOM VIDEO COMMUNICATIONS IN | 0.52% | 5,731,354 | $337.2M | Add +78.5% |
| BRK.B Berkshire Hathaway Inc. Class B | 0.48% | 775,965 | $315.7M | Add +3.3% |
| CVS CVS Health Corp. | 0.48% | 5,289,788 | $310.7M | Add +33.5% |
| GM General Motors Co. | 0.48% | 6,702,261 | $310.6M | Add +0.2% |
| C Citigroup Inc. | 0.46% | 4,855,265 | $302.0M | Reduce -15.9% |
| ADBE Adobe Inc. | 0.46% | 540,370 | $297.8M | Reduce -33.7% |
| CB Chubb Ltd. | 0.45% | 1,162,039 | $296.4M | Add +30.9% |
| CNC Centene Corp. | 0.45% | 4,461,517 | $295.8M | Add +22.9% |
| MO Altria Group Inc. | 0.45% | 6,490,441 | $295.1M | Add +25.0% |
| WMT Walmart Inc. | 0.43% | 4,187,908 | $283.6M | Add +5.1% |
| BAC Bank of America Corp. filed as BANK AMERICA CORP | 0.42% | 6,979,594 | $276.3M | Add +26.8% |
| MRK Merck & Co. Inc. | 0.42% | 2,211,270 | $273.8M | Reduce -1.2% |
| PCAR Paccar Inc. | 0.42% | 2,644,535 | $272.2M | Add +0.2% |
| SYF Synchrony Financial | 0.41% | 5,726,704 | $264.9M | Add +14.6% |
| KR Kroger Co. | 0.40% | 5,279,429 | $261.5M | Add +8.4% |
| MMM 3M Co. | 0.40% | 2,531,422 | $258.7M | Add +18.6% |
| OC Owens Corning | 0.39% | 1,451,032 | $252.1M | Reduce -0.3% |
| VRTX Vertex Pharmaceuticals Inc. | 0.39% | 536,114 | $251.3M | Reduce -19.6% |
| COR Cencora Inc. | 0.37% | 1,084,603 | $244.4M | Add +17.2% |
| HPE Hewlett Packard Enterprise | 0.37% | 11,574,767 | $243.4M | Reduce -20.1% |
| TAP Molson Coors Beverage Co. Class B | 0.37% | 4,790,486 | $241.4M | Reduce -0.5% |
| CME Cme Group Inc. | 0.37% | 1,229,566 | $240.3M | Add +10.5% |
| VLO Valero Energy Corp. | 0.37% | 1,550,010 | $238.8M | Add +17.6% |
| LEN Lennar Corp. Class A | 0.37% | 1,592,409 | $238.6M | Add +14.0% |
| ABBV Abbvie Inc. | 0.36% | 1,404,428 | $237.8M | Reduce -8.7% |
| CRWD CrowdStrike Holdings Inc. Class A | 0.36% | 615,182 | $235.7M | Add +3.9% |
| CL Colgate-Palmolive Co. | 0.36% | 2,416,943 | $234.5M | Add +58.6% |
| PEP Pepsico Inc. | 0.36% | 1,417,496 | $233.8M | Reduce -7.6% |
| TRV The Travelers Cos Inc. | 0.36% | 1,150,213 | $233.8M | Add +8.0% |
| UTHR United Therapeutics Corp. | 0.35% | 719,510 | $229.2M | Reduce -15.1% |
| PG The Procter & Gamble Co. | 0.35% | 1,377,005 | $227.1M | Reduce -12.8% |
| COST Costco Wholesale Corp. | 0.35% | 266,964 | $226.9M | Add +7.5% |
| PHM Pultegroup Inc. | 0.35% | 2,058,227 | $226.6M | Reduce -34.7% |
| BKR Baker Hughes Co. | 0.34% | 6,424,915 | $223.5M | Add +7.6% |
| LRCX Lam Research Corp. | 0.34% | 207,686 | $221.2M | Add +24.5% |
| KO The Coca-Cola Co. | 0.33% | 3,334,552 | $212.2M | Reduce -12.7% |
| NTAP Netapp Inc. | 0.32% | 1,643,146 | $211.6M | Add +59.6% |
| QCOM Qualcomm Inc. | 0.32% | 1,057,937 | $210.7M | Reduce -4.4% |
| IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS | 0.32% | 1,222,630 | $209.5M | Add +0.2% |
| MPC Marathon Petroleum Corp. | 0.32% | 1,197,401 | $207.2M | Add +17.7% |
| PGR Progressive Corp. | 0.32% | 993,835 | $206.4M | Add +61.9% |
| LMT Lockheed Martin Corp. | 0.31% | 432,114 | $201.8M | Reduce -8.6% |
| MA Mastercard Inc. Class A | 0.31% | 454,183 | $200.4M | Add +21.2% |
| REGN Regeneron Pharmaceuticals | 0.30% | 189,291 | $198.6M | Add +3.8% |
| DOCU Docusign Inc. | 0.30% | 3,653,518 | $193.9M | Reduce -5.2% |
| ANET Arista Networks Inc. | 0.29% | 545,041 | $191.0M | Add +21.5% |
| HPQ HP Inc. | 0.29% | 5,359,174 | $186.9M | Add +4.1% |
| CRM Salesforce Inc. | 0.28% | 718,902 | $184.8M | Reduce -7.5% |
| ROST Ross Stores Inc. | 0.28% | 1,261,102 | $183.3M | Add +59.4% |
| AXS Axis Capital Holdings Ltd. | 0.28% | 2,583,700 | $182.5M | Add +9.0% |
| HII Huntington Ingalls Industrie | 0.28% | 732,587 | $180.5M | Add +41.6% |
| RSG Republic Services Inc. | 0.27% | 922,459 | $179.3M | Add +3.3% |
| SNX TD Synnex Corp. | 0.27% | 1,546,105 | $178.4M | Add +21.1% |
| SWKS Skyworks Solutions Inc. | 0.27% | 1,641,047 | $174.9M | Add +46.9% |
| AIZ Assurant Inc. | 0.27% | 1,041,678 | $173.2M | Add +32.5% |
| DELL Dell Technologies -C | 0.26% | 1,246,331 | $171.9M | Reduce -40.5% |
| UNM Unum Group | 0.26% | 3,368,196 | $171.3M | Reduce -10.2% |
| AGCO Agco Corp. | 0.26% | 1,747,954 | $171.1M | Add +53.0% |
| ADM Archer-Daniels-Midland Co. | 0.26% | 2,830,927 | $171.0M | Add +73.6% |
| CMI Cummins Inc. | 0.26% | 616,876 | $170.8M | Add +31.0% |
| V Visa Inc. Class A | 0.26% | 648,052 | $170.1M | Reduce -4.5% |
| KLAC KLA Corp. | 0.26% | 206,189 | $170.0M | Add +7.8% |
| NBIX Neurocrine Biosciences Inc. | 0.26% | 1,223,055 | $167.0M | Add +23.0% |
| NFLX Netflix Inc. | 0.25% | 240,950 | $162.6M | Reduce -7.4% |
| NXPI NXP Semiconductors NV | 0.25% | 601,370 | $161.8M | Add +75.0% |
| FTNT Fortinet Inc. | 0.25% | 2,675,644 | $161.3M | Add +89.7% |
| INCY Incyte Corp. | 0.25% | 2,661,758 | $159.9M | Add +70.5% |
| ETN Eaton Corp. PLC | 0.25% | 509,906 | $159.9M | Add +63.6% |
| AIG American International Group | 0.24% | 2,152,148 | $159.8M | Reduce -9.9% |
| ACGL Arch Capital Group Ltd. | 0.24% | 1,575,266 | $158.6M | Add +9.9% |
| TXRH Texas Roadhouse Inc. | 0.24% | 909,847 | $156.2M | Add +22.3% |
| CFG Citizens Financial Group | 0.24% | 4,422,948 | $155.9M | Add +61.4% |
| ALSN Allison Transmission Holding | 0.24% | 2,054,398 | $154.6M | Reduce -12.0% |
| ARW Arrow Electronics Inc. | 0.23% | 1,264,027 | $152.6M | Reduce -15.6% |
| HIG Hartford Insurance Group Inc. | 0.23% | 1,497,960 | $150.6M | Add +4.9% |
| EME Emcor Group Inc. | 0.23% | 412,382 | $150.6M | Add +27.5% |
| RL Ralph Lauren Corp. | 0.23% | 863,336 | $149.5M | Add +158.1% |
| GDDY GoDaddy Inc. Class A | 0.23% | 1,067,160 | $149.1M | Reduce -38.1% |
| DINO HF Sinclair Corp. | 0.23% | 2,816,084 | $147.9M | Add +54.9% |
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 | 100,130 | $1.5M | Reduce -0.1% |
Total filed on the 13F, all lines: $65.2B.
Portfolio Sells Q1 2024 → Q2 2024
| HUM Humana Inc. | Reduce -87.8% | 0.06% | −0.42 |
| TSM Taiwan Semiconductor-SP ADR | Reduce -92.8% | 0.03% | −0.32 |
| PHM Pultegroup Inc. | Reduce -34.7% | 0.35% | −0.30 |
| CSCO Cisco Systems Inc. | Reduce -16.2% | 0.70% | −0.28 |
| ADBE Adobe Inc. | Reduce -33.7% | 0.46% | −0.24 |
| META Meta Platforms Inc. Class A | Reduce -9.4% | 1.24% | −0.22 |
| MSFT Microsoft Corp. | Reduce -2.8% | 2.65% | −0.20 |
| GILD Gilead Sciences Inc. | Reduce -38.1% | 0.22% | −0.20 |
| TAP Molson Coors Beverage Co. Class B | Reduce -0.5% | 0.37% | −0.18 |
| KMB Kimberly-Clark Corp. | Reduce -45.1% | 0.18% | −0.16 |
| CZR Caesars Entertainment Inc. | Reduce -78.8% | 0.03% | −0.16 |
| CAH Cardinal Health Inc. | Reduce -3.5% | 0.52% | −0.16 |
| C Citigroup Inc. | Reduce -15.9% | 0.46% | −0.16 |
| GEV GE Vernova Inc. | Reduce -79.5% | 0.03% | −0.15 |
| DELL Dell Technologies -C | Reduce -40.5% | 0.26% | −0.14 |
| CROX Crocs Inc. | Reduce -82.7% | 0.02% | −0.13 |
| BLDR Builders Firstsource Inc. | Reduce -27.2% | 0.10% | −0.13 |
| LVS Las Vegas Sands Corp. | Reduce -55.7% | 0.06% | −0.12 |
| GDDY GoDaddy Inc. Class A | Reduce -38.1% | 0.23% | −0.12 |
| CRM Salesforce Inc. | Reduce -7.5% | 0.28% | −0.11 |
| TOL Toll Brothers Inc. | Reduce -18.1% | 0.21% | −0.11 |
| ABBV Abbvie Inc. | Reduce -8.7% | 0.36% | −0.11 |
| MCD McDonald's Corp. | Reduce -26.3% | 0.16% | −0.10 |
| PEP Pepsico Inc. | Reduce -7.6% | 0.36% | −0.10 |
| ARW Arrow Electronics Inc. | Reduce -15.6% | 0.23% | −0.10 |
| JPM JPMorgan Chase & Co. | Reduce -26.6% | 0.19% | −0.10 |
| DOCU Docusign Inc. | Reduce -5.2% | 0.30% | −0.09 |
| FISV Fiserv Inc. | Reduce -32.7% | 0.12% | −0.09 |
| AMGN Amgen Inc. | Reduce -71.6% | 0.04% | −0.09 |
| VRTX Vertex Pharmaceuticals Inc. | Reduce -19.6% | 0.39% | −0.09 |
| PG The Procter & Gamble Co. | Reduce -12.8% | 0.35% | −0.09 |
| IP International Paper Co. | Reduce -64.3% | 0.05% | −0.09 |
| KBH KB Home | Reduce -39.7% | 0.10% | −0.09 |
| UNH Unitedhealth Group Inc. | Reduce -21.7% | 0.21% | −0.09 |
| WDAY Workday Inc. Class A | Reduce -29.7% | 0.09% | −0.09 |
| WYNN WYNN Resorts Ltd. | Reduce -29.7% | 0.11% | −0.09 |
| ALSN Allison Transmission Holding | Reduce -12.0% | 0.24% | −0.08 |
| MRK Merck & Co. Inc. | Reduce -1.2% | 0.42% | −0.08 |
| WU Western Union Co. | Reduce -9.0% | 0.20% | −0.08 |
| DHI D.R. Horton Inc. | Reduce -29.8% | 0.10% | −0.08 |
| DECK Deckers Outdoor Corp. | Reduce -28.3% | 0.16% | −0.08 |
| UNM Unum Group | Reduce -10.2% | 0.26% | −0.08 |
| ORCL Oracle Corp. | Reduce -55.2% | 0.06% | −0.07 |
| AIG American International Group | Reduce -9.9% | 0.24% | −0.07 |
| KO The Coca-Cola Co. | Reduce -12.7% | 0.33% | −0.07 |
| FCNCA First Citizens Bcshs Class A | Reduce -57.8% | 0.05% | −0.07 |
| SNAP Snap Inc. Class A | Reduce -86.6% | 0.01% | −0.07 |
| VST Vistra Corp. | Reduce -51.1% | 0.08% | −0.07 |
| ORLY O'reilly Automotive Inc. | Reduce -8.2% | 0.22% | −0.07 |
| HPE Hewlett Packard Enterprise | Reduce -20.1% | 0.37% | −0.06 |
Portfolio Buys Q1 2024 → Q2 2024
| XOM Exxon Mobil Corp. | Add +105.7% | 0.63% | +0.29 |
| CI The Cigna Group | Add +63.4% | 0.78% | +0.20 |
| CMCSA Comcast Corp. Class A | Add +92.1% | 0.52% | +0.19 |
| T AT&T Inc. | Add +43.3% | 0.64% | +0.18 |
| TGT Target Corp. | Add +711.2% | 0.20% | +0.17 |
| ZM Zoom Communications Inc. | Add +78.5% | 0.52% | +0.16 |
| NTAP Netapp Inc. | Add +59.6% | 0.32% | +0.14 |
| CL Colgate-Palmolive Co. | Add +58.6% | 0.36% | +0.13 |
| LLY Eli Lilly & Co. | Add +17.3% | 0.66% | +0.12 |
| RL Ralph Lauren Corp. | Add +158.1% | 0.23% | +0.12 |
| CNH CNH Industrial NV | Add +360.6% | 0.17% | +0.12 |
| SNOW Snowflake Inc. | Add +210.0% | 0.20% | +0.12 |
| HXL Hexcel Corp. | Add +277.9% | 0.16% | +0.11 |
| NXPI NXP Semiconductors NV | Add +75.0% | 0.25% | +0.10 |
| ALL Allstate Corp. | Add +181.6% | 0.18% | +0.10 |
| PGR Progressive Corp. | Add +61.9% | 0.32% | +0.10 |
| GRMN Garmin Ltd. | Add +136.7% | 0.18% | +0.10 |
| OZK Bank Ozk | Add +291.4% | 0.15% | +0.10 |
| JNJ Johnson & Johnson | Add +38.6% | 0.75% | +0.10 |
| JBL Jabil Inc. | Add +195.8% | 0.18% | +0.10 |
| INCY Incyte Corp. | Add +70.5% | 0.25% | +0.09 |
| NOV Nov Inc. | Add +232.6% | 0.14% | +0.09 |
| OVV Ovintiv Inc. | Add +114.9% | 0.22% | +0.09 |
| TRMB Trimble Inc. | Add +2035.1% | 0.10% | +0.09 |
| WING Wingstop Inc. | Add +66.6% | 0.21% | +0.09 |
| SBAC SBA Communications Corp. | Add +500.0% | 0.11% | +0.09 |
| ADM Archer-Daniels-Midland Co. | Add +73.6% | 0.26% | +0.09 |
| BURL Burlington Stores Inc. | Add +2542.2% | 0.09% | +0.09 |
| TWLO Twilio Inc. Class A | Add +736.9% | 0.10% | +0.08 |
| FTNT Fortinet Inc. | Add +89.7% | 0.25% | +0.08 |
| ROST Ross Stores Inc. | Add +59.4% | 0.28% | +0.08 |
| PSA Public Storage | Add +116.7% | 0.17% | +0.08 |
| NTRA Natera Inc. | Add +257.6% | 0.11% | +0.08 |
| ETN Eaton Corp. PLC | Add +63.6% | 0.25% | +0.08 |
| PK Park Hotels & Resorts Inc. | Add +287.7% | 0.12% | +0.08 |
| GPN Global Payments Inc. | Add +188.1% | 0.17% | +0.08 |
| GOOG Alphabet Inc. Class C | Add +2.4% | 0.77% | +0.08 |
| MU Micron Technology Inc. | Add +360.7% | 0.09% | +0.07 |
| CFG Citizens Financial Group | Add +61.4% | 0.24% | +0.07 |
| ANET Arista Networks Inc. | Add +21.5% | 0.29% | +0.07 |
| ABNB Airbnb Inc. Class A | Add +486.0% | 0.09% | +0.07 |
| BAC Bank of America Corp. | Add +26.8% | 0.42% | +0.07 |
| FMC FMC Corp. | Add +317.7% | 0.10% | +0.07 |
| LDOS Leidos Holdings Inc. | Add +76.9% | 0.16% | +0.07 |
| WCC Wesco International Inc. | Add +122.4% | 0.15% | +0.07 |
| MO Altria Group Inc. | Add +25.0% | 0.45% | +0.07 |
| NOC Northrop Grumman Corp. | Add +104.6% | 0.16% | +0.07 |
| ALNY Alnylam Pharmaceuticals Inc. | Add +92.5% | 0.10% | +0.07 |
| MEDP Medpace Holdings Inc. | Add +62.3% | 0.20% | +0.07 |
| CB Chubb Ltd. | Add +30.9% | 0.45% | +0.06 |
Notes & Other Activity Q1 2024 → Q2 2024
| CVE.WS Cenovus Energy Inc. -CW26 | *W EXP 01/01/202 | Reduce -0.1% | 100,130 | $1.5M |
Bonds, preferreds, convertibles and warrants; not part of the stock holdings or percentages above.
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 |