Latest AQR CAPITAL MANAGEMENT LLC Stock Portfolio

$65.24Billion– No. of Holdings #2588

Cliff Asness Performance:

2024 Q2: -3.09%YTD: 4.86%2023: 15.51%

Performance for 2024 Q2 is -3.09%, and YTD is 4.86%, and 2023 is 15.51%.

About Cliff Asness and 13F Hedge Fund Stock Holdings

Cliff Asness is a hedge fund based in GREENWICH, CT. On 23-Aug-2023, the fund reported that it had an AUM (Regulated Assets under Management) of $120 Billions. In it's latest 13F Holdings report, AQR CAPITAL MANAGEMENT LLC reported an equity portfolio of $65.2 Billions as of 30 Jun, 2024.

The top stock holdings of AQR CAPITAL MANAGEMENT LLC are NVDA, AAPL, MSFT. The fund has invested 3% of it's portfolio in NVIDIA CORPORATION and 2.6% of portfolio in APPLE INC.

The fund managers got completely rid off LABORATORY CORP AMER HLDGS (LH), PIONEER NAT RES CO (PXD) and APARTMENT INCOME REIT CORP (AIRC) stocks. They significantly reduced their stock positions in H WORLD GROUP LTD (HTHT), NIO INC (NIO) and CHARTER COMMUNICATIONS INC N (CHTR). AQR CAPITAL MANAGEMENT LLC opened new stock positions in SOLVENTUM CORP, KANZHUN LIMITED (BZ) and QIFU TECHNOLOGY INC (QFIN). The fund showed a lot of confidence in some stocks as they added substantially to STEM INC (STEM), CABLE ONE INC (CABO) and MASTEC INC (MTZ).

Cliff Asness Equity Portfolio Value

Last Reported on: 14 Aug, 2024

Cliff Asness Annual Return Estimates Vs S&P 500

Our best estimate is that AQR CAPITAL MANAGEMENT LLC made a return of -3.09% in the last quarter. In trailing 12 months, it's portfolio return was 11.88%.

New Buys

Ticker	$ Bought
solventum corp	62,617,300
labcorp holdings inc	57,526,500
kanzhun limited	28,704,600

New stocks bought by AQR CAPITAL MANAGEMENT LLC

Additions

Ticker	% Inc.
mastec inc	3,439
burlington stores inc	2,542
americold realty trust inc	2,175
trimble inc	2,035
vail resorts inc	1,063
mister car wash inc	763
texas pacific land corporati	751
twilio inc	736

Additions to existing portfolio by AQR CAPITAL MANAGEMENT LLC

Reductions

Ticker	% Reduced
humana inc	-87.76
international paper co	-64.3
first ctzns bancshares inc n	-57.8
las vegas sands corp	-55.72
oracle corp	-55.17
vistra corp	-51.13
nextera energy inc	-46.27
kimberly-clark corp	-45.08

AQR CAPITAL MANAGEMENT LLC reduced stake in above stock

Sold off

None of the stocks were completely sold off by AQR CAPITAL MANAGEMENT LLC

Sector Distribution

AQR CAPITAL MANAGEMENT LLC has about 23.9% of it's holdings in Technology sector.

Sector	%
Technology	23.9
Industrials	12.4
Consumer Cyclical	12.3
Financial Services	12
Healthcare	11.6
Consumer Defensive	6.4
Communication Services	5.8
Others	5.6
Energy	4.2
Basic Materials	2.4
Utilities	1.7
Real Estate	1.6

Market Cap. Distribution

AQR CAPITAL MANAGEMENT LLC has about 73.4% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
LARGE-CAP	51.4
MEGA-CAP	22
MID-CAP	18.1
UNALLOCATED	5.4
SMALL-CAP	2.7

Stocks belong to which Index?

About 72.3% of the stocks held by AQR CAPITAL MANAGEMENT LLC either belong to S&P 500 or RUSSELL 2000 index.

Index	%
S&P 500	65.2
Others	27.7
RUSSELL 2000	7.1

Top 5 Winners (%)		%
TWOU	2u inc	1385.3 %
ATRA	atara biotherapeutics inc	1115.7 %
DM	desktop metal inc	362.6 %
INSM	insmed inc	148.8 %
EBS	emergent biosolutions inc	121.8 %

Top 5 Winners ($)		$
NVDA	nvidia corporation	511.7 M
AAPL	apple inc	329.9 M
GOOG	alphabet inc	153.5 M
MSFT	microsoft corp	101.5 M
AVGO	broadcom inc	87.4 M

Top 5 Losers (%)		%
CMG	chipotle mexican grill inc	-93.5 %
MRNS	marinus pharmaceuticals inc	-80.1 %
BBSI	barrett business svcs inc	-73.7 %
AKTS	akoustis technologies inc	-70.9 %
CARA	cara therapeutics inc	-70.6 %

Top 5 Losers ($)		$
CMG	chipotle mexican grill inc	-2071.4 M
CVS	cvs health corp	-84.4 M
TAP	molson coors beverage co	-81.0 M
PCAR	paccar inc	-55.3 M
CNC	centene corp del	-49.1 M

Cliff Asness Holdings Map

This heatmap illustrates the top 50 positions within the fund's portfolio.

Current Stock Holdings of Cliff Asness

AQR CAPITAL MANAGEMENT LLC has 2588 stocks in it's portfolio. About 15.4% of the portfolio is in top 10 stocks. CMG proved to be the most loss making stock for the portfolio. NVDA was the most profitable stock for AQR CAPITAL MANAGEMENT LLC last quarter.

Last Reported on: 14 Aug, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
AAL	american airls group inc	0.05	2,723,920	30,684,900	reduced	-7.23

AAPL	apple inc	2.65	8,219,550	1,731,200,000	reduced	-2.26

ABBV	abbvie inc	0.36	1,404,430	237,812,000	reduced	-8.71

ABC	cencora inc	0.38	1,084,600	244,361,000	added	17.17

ABNB	airbnb inc	0.09	387,062	58,539,400	added	486

ABT	abbott labs	0.14	871,196	90,421,500	added	4.65

ACGL	arch cap group ltd	0.24	1,575,270	158,551,000	added	9.88

ACM	aecom	0.05	362,817	31,978,700	added	81.05

ACN	accenture plc ireland	0.07	158,571	48,112,200	reduced	-31.17

ADBE	adobe inc	0.46	540,370	297,849,000	reduced	-33.69

ADC	agree rlty corp	0.04	462,868	28,475,600	added	67.35

ADI	analog devices inc	0.07	203,655	46,486,300	reduced	-13.5

ADM	archer daniels midland co	0.26	2,830,930	170,960,000	added	73.58

ADP	automatic data processing in	0.13	355,778	84,920,600	added	13.74

ADT	adt inc del	0.09	7,862,450	59,754,600	added	75.04

AGCO	agco corp	0.26	1,747,950	171,090,000	added	53.00

AGO	assured guaranty ltd	0.08	662,354	51,100,600	added	82.62

AIG	american intl group inc	0.24	2,152,150	159,775,000	reduced	-9.91

AIZ	assurant inc	0.26	1,041,680	173,179,000	added	32.49

AJG	gallagher arthur j & co	0.04	113,139	29,338,100	reduced	-7.22