AQR Capital Management
In its 13F for Q3 2024 (holdings as of September 30, 2024, filed November 14, 2024), Cliff Asness's AQR Capital Management reported 2,750 stock positions worth $72.4 billion. Its top holding was Nvidia (NVDA) at 2.7% of the portfolio, followed by Apple (AAPL, 2.6%) and Microsoft (MSFT, 2.4%). Compared with Q2 2024, it opened 327 new positions, sold out of 170, added to 1,272 and reduced 1,124. The biggest buy was Progressive (PGR, shares +91%) and the biggest sale Alphabet Class A (GOOGL, shares −23%).
- Most Recent 13F
- Q2 2026
- Notable People
- Cliff Asness
- Location
- Greenwich, CT
- CIK
- 0001167557
- Portfolio Value
- $72.4B (Q3 2024)
- SEC Filing
- 0001085146-24-005943 ↗ filed Nov 14, 2024
Holdings Value
Holdings 2,750 stocks · $72.4B
| NVDA Nvidia Corp. | 2.70% | 16,275,725 | $2.0B | Add +4.6% |
| AAPL Apple Inc. | 2.59% | 8,116,898 | $1.9B | Reduce -1.3% |
| MSFT Microsoft Corp. | 2.39% | 4,057,312 | $1.7B | Add +4.9% |
| AMZN Amazon.com Inc. | 1.28% | 4,978,638 | $927.7M | Reduce -4.7% |
| META Meta Platforms Inc. Class A | 1.18% | 1,507,405 | $855.2M | Reduce -6.3% |
| GE General Electric filed as GE AEROSPACE | 0.84% | 3,281,177 | $606.4M | Add +11.3% |
| LLY Eli Lilly & Co. | 0.82% | 677,637 | $591.8M | Add +42.8% |
| GOOGL Alphabet Inc. Class A | 0.80% | 3,535,821 | $582.5M | Reduce -23.3% |
| AVGO Broadcom Inc. | 0.77% | 3,270,122 | $558.9M | Add +8.6% |
| JNJ Johnson & Johnson | 0.70% | 3,158,963 | $509.9M | Reduce -5.7% |
| ZM Zoom Communications Inc. filed as ZOOM VIDEO COMMUNICATIONS IN | 0.69% | 7,165,235 | $499.7M | Add +25.0% |
| CI The Cigna Group | 0.67% | 1,414,242 | $488.8M | Reduce -8.6% |
| T AT&T Inc. | 0.67% | 22,313,712 | $487.6M | Add +2.1% |
| PGR Progressive Corp. | 0.66% | 1,898,732 | $475.7M | Add +91.0% |
| GOOG Alphabet Inc. Class C | 0.64% | 2,778,727 | $464.6M | Add +0.9% |
| CME Cme Group Inc. | 0.58% | 1,925,667 | $421.7M | Add +56.6% |
| MCK McKesson Corp. | 0.57% | 844,836 | $412.7M | Reduce -1.5% |
| CMCSA Comcast Corp. Class A | 0.56% | 9,785,235 | $407.5M | Add +12.2% |
| CNC Centene Corp. | 0.56% | 5,422,746 | $403.2M | Add +21.5% |
| BKNG Booking Holdings Inc. | 0.52% | 89,348 | $375.9M | Add +3.9% |
| BRK.B Berkshire Hathaway Inc. Class B | 0.50% | 786,255 | $361.9M | Add +1.3% |
| WMT Walmart Inc. | 0.48% | 4,338,961 | $348.5M | Add +3.6% |
| UTHR United Therapeutics Corp. | 0.48% | 967,734 | $346.8M | Add +34.5% |
| MMM 3M Co. | 0.48% | 2,530,613 | $345.9M | Reduce -0.0% |
| MRK Merck & Co. Inc. | 0.47% | 3,023,029 | $343.3M | Add +36.7% |
| CAH Cardinal Health Inc. | 0.47% | 3,066,241 | $338.9M | Reduce -11.4% |
| CL Colgate-Palmolive Co. | 0.47% | 3,245,459 | $336.9M | Add +34.3% |
| ABBV Abbvie Inc. | 0.46% | 1,711,734 | $333.2M | Add +21.9% |
| COR Cencora Inc. | 0.45% | 1,461,159 | $328.0M | Add +34.7% |
| EG Everest Group Ltd. | 0.45% | 836,216 | $327.7M | Reduce -19.0% |
| CB Chubb Ltd. | 0.45% | 1,131,810 | $323.8M | Reduce -2.6% |
| CSCO Cisco Systems Inc. | 0.45% | 6,099,564 | $322.4M | Reduce -36.7% |
| FTNT Fortinet Inc. | 0.43% | 4,023,099 | $310.7M | Add +50.4% |
| COST Costco Wholesale Corp. | 0.42% | 344,950 | $305.8M | Add +29.2% |
| TAP Molson Coors Beverage Co. Class B | 0.42% | 5,365,472 | $305.0M | Add +12.0% |
| ANET Arista Networks Inc. | 0.41% | 793,131 | $300.3M | Add +45.5% |
| XOM Exxon Mobil Corp. | 0.41% | 2,569,713 | $297.0M | Reduce -27.9% |
| MO Altria Group Inc. | 0.39% | 5,612,331 | $285.0M | Reduce -13.5% |
| TRV The Travelers Cos Inc. | 0.38% | 1,181,030 | $276.4M | Add +2.7% |
| KR Kroger Co. | 0.38% | 4,791,387 | $272.6M | Reduce -9.2% |
| V Visa Inc. Class A | 0.37% | 989,153 | $270.6M | Add +52.6% |
| C Citigroup Inc. | 0.37% | 4,345,999 | $268.5M | Reduce -10.5% |
| PG The Procter & Gamble Co. | 0.37% | 1,545,380 | $267.7M | Add +12.2% |
| KO The Coca-Cola Co. | 0.36% | 3,595,615 | $258.4M | Add +7.8% |
| CVS CVS Health Corp. | 0.35% | 4,053,498 | $254.9M | Reduce -23.4% |
| ALL Allstate Corp. | 0.35% | 1,353,563 | $253.4M | Add +88.0% |
| LEN Lennar Corp. Class A | 0.35% | 1,363,945 | $253.4M | Reduce -14.3% |
| IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS | 0.34% | 1,108,090 | $244.5M | Reduce -9.4% |
| GM General Motors Co. | 0.34% | 5,438,341 | $243.9M | Reduce -18.9% |
| MA Mastercard Inc. Class A | 0.34% | 492,716 | $243.2M | Add +8.5% |
| BAC Bank of America Corp. filed as BANK AMERICA CORP | 0.33% | 6,130,858 | $240.9M | Reduce -12.2% |
| HPE Hewlett Packard Enterprise | 0.33% | 11,825,458 | $238.6M | Add +2.2% |
| PEP Pepsico Inc. | 0.33% | 1,401,210 | $238.3M | Reduce -1.1% |
| REGN Regeneron Pharmaceuticals | 0.32% | 225,534 | $235.2M | Add +19.1% |
| AMAT Applied Materials Inc. | 0.32% | 1,162,559 | $234.9M | Reduce -22.0% |
| SYF Synchrony Financial | 0.32% | 4,696,611 | $232.3M | Reduce -18.0% |
| DAL Delta Air Lines Inc. | 0.31% | 4,443,980 | $225.7M | Add +471.6% |
| VRTX Vertex Pharmaceuticals Inc. | 0.31% | 480,861 | $223.1M | Reduce -10.3% |
| ADBE Adobe Inc. | 0.31% | 431,648 | $222.0M | Reduce -20.1% |
| BBY Best Buy Co. Inc. | 0.30% | 2,144,940 | $220.5M | Add +55.5% |
| AIZ Assurant Inc. | 0.30% | 1,078,390 | $213.9M | Add +3.5% |
| NBIX Neurocrine Biosciences Inc. | 0.29% | 1,843,281 | $212.2M | Add +50.7% |
| LMT Lockheed Martin Corp. | 0.29% | 360,919 | $211.0M | Reduce -16.5% |
| CMI Cummins Inc. | 0.29% | 644,963 | $208.8M | Add +4.5% |
| VRSN Verisign Inc. | 0.29% | 1,097,819 | $208.2M | Add +39.2% |
| XEL Xcel Energy Inc. | 0.29% | 3,180,081 | $206.5M | Add +93.6% |
| AXS Axis Capital Holdings Ltd. | 0.28% | 2,555,353 | $200.8M | Reduce -1.1% |
| BMY Bristol-Myers Squibb Co. | 0.28% | 3,900,167 | $200.5M | Add +45.7% |
| HIG Hartford Insurance Group Inc. | 0.27% | 1,714,860 | $198.5M | Add +14.5% |
| LDOS Leidos Holdings Inc. | 0.27% | 1,234,001 | $198.4M | Add +76.6% |
| ABNB Airbnb Inc. Class A | 0.27% | 1,555,883 | $197.0M | Add +302.0% |
| WEN The Wendy's Co. | 0.27% | 11,120,138 | $194.8M | Add +63.2% |
| HWM Howmet Aerospace Inc. | 0.27% | 1,956,768 | $193.8M | Add +66.0% |
| NTAP Netapp Inc. | 0.27% | 1,576,069 | $192.5M | Reduce -4.1% |
| HII Huntington Ingalls Industrie | 0.27% | 732,980 | $192.2M | Add +0.1% |
| MDT Medtronic PLC | 0.26% | 2,141,678 | $191.3M | Add +48.2% |
| CFG Citizens Financial Group | 0.26% | 4,678,828 | $189.7M | Add +5.8% |
| PHM Pultegroup Inc. | 0.26% | 1,332,014 | $189.0M | Reduce -35.3% |
| DIS The Walt Disney Co. filed as DISNEY WALT CO | 0.26% | 1,957,753 | $188.3M | Add +136.1% |
| RSG Republic Services Inc. | 0.26% | 939,051 | $186.9M | Add +1.8% |
| ROST Ross Stores Inc. | 0.25% | 1,228,230 | $184.6M | Reduce -2.6% |
| EME Emcor Group Inc. | 0.25% | 431,342 | $183.1M | Add +4.6% |
| ELV Elevance Health Inc. | 0.25% | 350,244 | $180.9M | Add +37.6% |
| VEEV Veeva Systems Inc. Class A | 0.25% | 857,655 | $180.0M | Add +93.0% |
| INCY Incyte Corp. | 0.25% | 2,701,723 | $178.6M | Add +1.5% |
| MOH Molina Healthcare Inc. | 0.24% | 518,664 | $177.5M | Add +11.9% |
| NOC Northrop Grumman Corp. | 0.24% | 335,614 | $176.6M | Add +36.1% |
| ACGL Arch Capital Group Ltd. | 0.24% | 1,565,307 | $174.3M | Reduce -0.6% |
| GD General Dynamics Corp. | 0.23% | 562,309 | $169.9M | Add +27.7% |
| OC Owens Corning | 0.23% | 983,640 | $169.2M | Reduce -32.2% |
| GRMN Garmin Ltd. | 0.23% | 967,372 | $168.6M | Add +35.9% |
| QCOM Qualcomm Inc. | 0.23% | 987,838 | $167.3M | Reduce -6.6% |
| ALSN Allison Transmission Holding | 0.23% | 1,764,188 | $167.3M | Reduce -14.1% |
| UNM Unum Group | 0.22% | 2,795,700 | $162.9M | Reduce -17.0% |
| GILD Gilead Sciences Inc. | 0.22% | 1,943,072 | $162.6M | Reduce -5.4% |
| JPM JPMorgan Chase & Co. | 0.22% | 782,142 | $162.3M | Add +28.6% |
| NFLX Netflix Inc. | 0.22% | 229,647 | $162.0M | Reduce -4.7% |
| GDDY GoDaddy Inc. Class A | 0.22% | 1,019,975 | $158.9M | Reduce -4.4% |
| NVR NVR Inc. | 0.22% | 16,366 | $158.9M | Add +23.7% |
| TPR Tapestry Inc. | 0.22% | 3,386,715 | $158.6M | Add +126.2% |
Other holdings (1): bonds, preferreds, convertibles and warrants · $1.2M (not counted above)
| Security | Class | Shares / Principal | Value | Change |
|---|---|---|---|---|
| CVE.WS Cenovus Energy Inc. -CW26 | *W EXP 01/01/202 | 100,130 | $1.2M | No change |
Total filed on the 13F, all lines: $72.4B.
Portfolio Sells Q2 2024 → Q3 2024
| GOOGL Alphabet Inc. Class A | Reduce -23.3% | 0.80% | −0.48 |
| AMZN Amazon.com Inc. | Reduce -4.7% | 1.28% | −0.27 |
| CSCO Cisco Systems Inc. | Reduce -36.7% | 0.45% | −0.26 |
| PCAR Paccar Inc. | Reduce -48.3% | 0.18% | −0.23 |
| XOM Exxon Mobil Corp. | Reduce -27.9% | 0.41% | −0.22 |
| AGCO Agco Corp. | Reduce -80.8% | 0.05% | −0.22 |
| AMAT Applied Materials Inc. | Reduce -22.0% | 0.32% | −0.21 |
| CRWD CrowdStrike Holdings Inc. Class A | Reduce -36.0% | 0.15% | −0.21 |
| DKNG Draftkings Inc. Class A | Reduce -93.3% | 0.01% | −0.21 |
| VLO Valero Energy Corp. | Reduce -44.8% | 0.16% | −0.21 |
| LRCX Lam Research Corp. | Reduce -43.1% | 0.13% | −0.21 |
| MCK McKesson Corp. | Reduce -1.5% | 0.57% | −0.20 |
| OC Owens Corning | Reduce -32.2% | 0.23% | −0.15 |
| EG Everest Group Ltd. | Reduce -19.0% | 0.45% | −0.15 |
| ADBE Adobe Inc. | Reduce -20.1% | 0.31% | −0.15 |
| INTC Intel Corp. | Reduce -75.2% | 0.03% | −0.15 |
| CMG Chipotle Mexican Grill Inc. | Reduce -59.7% | 0.07% | −0.15 |
| SWKS Skyworks Solutions Inc. | Reduce -45.3% | 0.12% | −0.15 |
| DOCU Docusign Inc. | Reduce -49.7% | 0.16% | −0.14 |
| GM General Motors Co. | Reduce -18.9% | 0.34% | −0.14 |
| CRM Salesforce Inc. | Reduce -46.3% | 0.14% | −0.14 |
| DINO HF Sinclair Corp. | Reduce -47.8% | 0.09% | −0.14 |
| MPC Marathon Petroleum Corp. | Reduce -30.8% | 0.19% | −0.13 |
| BKR Baker Hughes Co. | Reduce -32.1% | 0.22% | −0.13 |
| CVS CVS Health Corp. | Reduce -23.4% | 0.35% | −0.12 |
| SNOW Snowflake Inc. | Reduce -49.7% | 0.08% | −0.12 |
| CLF Cleveland-Cliffs Inc. | Reduce -76.5% | 0.03% | −0.12 |
| OVV Ovintiv Inc. | Reduce -36.1% | 0.10% | −0.12 |
| DPZ Domino's Pizza Inc. | Reduce -52.6% | 0.06% | −0.11 |
| CI The Cigna Group | Reduce -8.6% | 0.67% | −0.11 |
| DKS Dick's Sporting Goods Inc. | Reduce -53.1% | 0.07% | −0.11 |
| HPQ HP Inc. | Reduce -30.4% | 0.18% | −0.10 |
| EOG EOG Resources Inc. | Reduce -45.1% | 0.09% | −0.10 |
| NOV Nov Inc. | Reduce -58.4% | 0.04% | −0.10 |
| C Citigroup Inc. | Reduce -10.5% | 0.37% | −0.09 |
| DELL Dell Technologies -C | Reduce -15.9% | 0.17% | −0.09 |
| QCOM Qualcomm Inc. | Reduce -6.6% | 0.23% | −0.09 |
| BAC Bank of America Corp. | Reduce -12.2% | 0.33% | −0.09 |
| WYNN WYNN Resorts Ltd. | Reduce -83.5% | 0.02% | −0.09 |
| AIG American International Group | Reduce -27.7% | 0.16% | −0.09 |
| HE Hawaiian Electric Inds | Reduce -95.9% | 0.00% | −0.09 |
| ON On Semiconductor | Reduce -92.0% | 0.01% | −0.09 |
| CNH CNH Industrial NV | Reduce -51.1% | 0.08% | −0.09 |
| PHM Pultegroup Inc. | Reduce -35.3% | 0.26% | −0.09 |
| SYF Synchrony Financial | Reduce -18.0% | 0.32% | −0.09 |
| CVX Chevron Corp. | Reduce -29.1% | 0.12% | −0.08 |
| SMCI Super Micro Computer Inc. | Reduce -84.4% | 0.01% | −0.08 |
| CDNS Cadence Design SYS Inc. | Reduce -38.8% | 0.08% | −0.08 |
| NXPI NXP Semiconductors NV | Reduce -15.8% | 0.17% | −0.08 |
| ADM Archer-Daniels-Midland Co. | Reduce -21.9% | 0.18% | −0.08 |
Portfolio Buys Q2 2024 → Q3 2024
| PGR Progressive Corp. | Add +91.0% | 0.66% | +0.34 |
| DAL Delta Air Lines Inc. | Add +471.6% | 0.31% | +0.26 |
| CME Cme Group Inc. | Add +56.6% | 0.58% | +0.21 |
| ABNB Airbnb Inc. Class A | Add +302.0% | 0.27% | +0.18 |
| FTNT Fortinet Inc. | Add +50.4% | 0.43% | +0.18 |
| ALL Allstate Corp. | Add +88.0% | 0.35% | +0.17 |
| ZM Zoom Communications Inc. | Add +25.0% | 0.69% | +0.17 |
| LLY Eli Lilly & Co. | Add +42.8% | 0.82% | +0.16 |
| TEAM Atlassian Corp. Class A | Add +3359.5% | 0.16% | +0.16 |
| RBLX Roblox Corp. Class A | Add +1178.4% | 0.17% | +0.16 |
| XEL Xcel Energy Inc. | Add +93.6% | 0.29% | +0.15 |
| DIS The Walt Disney Co. | Add +136.1% | 0.26% | +0.13 |
| UTHR United Therapeutics Corp. | Add +34.5% | 0.48% | +0.13 |
| HWM Howmet Aerospace Inc. | Add +66.0% | 0.27% | +0.13 |
| PINS Pinterest Inc. Class A | Add +935.5% | 0.15% | +0.13 |
| BBY Best Buy Co. Inc. | Add +55.5% | 0.30% | +0.13 |
| APPF Appfolio Inc. Class A | Add +682.2% | 0.15% | +0.13 |
| TPR Tapestry Inc. | Add +126.2% | 0.22% | +0.12 |
| VEEV Veeva Systems Inc. Class A | Add +93.0% | 0.25% | +0.12 |
| ALK Alaska Air Group Inc. | Add +2550.2% | 0.13% | +0.12 |
| ANET Arista Networks Inc. | Add +45.5% | 0.41% | +0.12 |
| GE General Electric | Add +11.3% | 0.84% | +0.12 |
| LDOS Leidos Holdings Inc. | Add +76.6% | 0.27% | +0.12 |
| GWRE Guidewire Software Inc. | Add +143.8% | 0.18% | +0.12 |
| V Visa Inc. Class A | Add +52.6% | 0.37% | +0.11 |
| ANF Abercrombie & Fitch Co. Class A | Add +1105.0% | 0.12% | +0.11 |
| BMY Bristol-Myers Squibb Co. | Add +45.7% | 0.28% | +0.11 |
| CL Colgate-Palmolive Co. | Add +34.3% | 0.47% | +0.11 |
| SPOT Spotify Technology SA | Add +239.9% | 0.15% | +0.10 |
| ILMN Illumina Inc. | Add +753.5% | 0.12% | +0.10 |
| CNC Centene Corp. | Add +21.5% | 0.56% | +0.10 |
| TRU Transunion | Add +310.0% | 0.13% | +0.10 |
| HUBS HubSpot Inc. | Add +474.2% | 0.13% | +0.10 |
| CTAS Cintas Corp. | Add +80.7% | 0.20% | +0.10 |
| ABBV Abbvie Inc. | Add +21.9% | 0.46% | +0.10 |
| TMO Thermo Fisher Scientific Inc. | Add +115.4% | 0.18% | +0.10 |
| ORCL Oracle Corp. | Add +138.4% | 0.16% | +0.09 |
| THC Tenet Healthcare Corp. | Add +111.5% | 0.16% | +0.09 |
| WEN The Wendy's Co. | Add +63.2% | 0.27% | +0.09 |
| ALNY Alnylam Pharmaceuticals Inc. | Add +86.2% | 0.19% | +0.09 |
| MDT Medtronic PLC | Add +48.2% | 0.26% | +0.09 |
| SAM Boston Beer Company Inc. Class A | Add +221.0% | 0.14% | +0.09 |
| IVZ Invesco Ltd. | Add +148.8% | 0.14% | +0.09 |
| CCK Crown Holdings Inc. | Add +77.2% | 0.17% | +0.09 |
| TT Trane Technologies PLC | Add +57.7% | 0.21% | +0.09 |
| GTLB Gitlab Inc. Class A | Add +185.3% | 0.13% | +0.08 |
| UHS Universal Health Services-B | Add +256.1% | 0.11% | +0.08 |
| INSP Inspire Medical Systems Inc. | Add +92.5% | 0.13% | +0.08 |
| FICO Fair Isaac Corp. | Add +123.4% | 0.13% | +0.08 |
| NOC Northrop Grumman Corp. | Add +36.1% | 0.24% | +0.08 |
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 |