Latest AQR CAPITAL MANAGEMENT LLC Stock Portfolio

$58.73Billion– No. of Holdings #2399

Cliff Asness Performance:

2024 Q1: 8.2%YTD: 8.2%2023: 15.51%

Performance for 2024 Q1 is 8.2%, and YTD is 8.2%, 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 $58.7 Billions as of 31 Mar, 2024.

The top stock holdings of AQR CAPITAL MANAGEMENT LLC are MSFT, NVDA, AAPL. The fund has invested 2.9% of it's portfolio in MICROSOFT CORP and 2.6% of portfolio in NVIDIA CORPORATION.

The fund managers got completely rid off FLEETCOR TECHNOLOGIES INC (FLT), SPLUNK INC (SPLK) and MAXLINEAR INC (MXL) stocks. They significantly reduced their stock positions in ALBEMARLE CORP (ALB), SOCIEDAD QUIMICA Y MINERA DE (SQM) and INDUSTRIAL LOGISTICS PPTYS T (ILPT). AQR CAPITAL MANAGEMENT LLC opened new stock positions in SNAP INC (SNAP), CNH INDL N V (CNHI) and CORPAY INC. The fund showed a lot of confidence in some stocks as they added substantially to APOLLO GLOBAL MGMT INC, PENUMBRA INC (PEN) and GOODYEAR TIRE & RUBR CO (GT).

Cliff Asness Equity Portfolio Value

Last Reported on: 15 May, 2024

Cliff Asness Annual Return Estimates Vs S&P 500

Our best estimate is that AQR CAPITAL MANAGEMENT LLC made a return of 8.2% in the last quarter. In trailing 12 months, it's portfolio return was 21.48%.

New Buys

Ticker	$ Bought
snap inc	50,356,000
cnh indl n v	30,219,400
corpay inc	22,278,300

New stocks bought by AQR CAPITAL MANAGEMENT LLC

Additions

Ticker	% Inc.
apollo global mgmt inc	9,813
wynn resorts ltd	2,723
vestis corporation	2,347
lantheus hldgs inc	1,108
five below inc	869
davita inc	802
palantir technologies inc	633
bank ozk little rock ark	517

Additions to existing portfolio by AQR CAPITAL MANAGEMENT LLC

Reductions

Ticker	% Reduced
discover finl svcs	-85.38
taiwan semiconductor mfg ltd	-78.07
super micro computer inc	-73.29
amgen inc	-72.65
microchip technology inc.	-65.5
tripadvisor inc	-60.84
ulta beauty inc	-59.51
oracle corp	-51.56

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 23.7% of it's holdings in Technology sector.

Sector	%
Technology	23.7
Consumer Cyclical	13.2
Healthcare	12.6
Industrials	12.3
Financial Services	11.6
Consumer Defensive	6.7
Communication Services	5.7
Others	5.3
Energy	3.5
Basic Materials	2.4
Utilities	1.6
Real Estate	1.4

Market Cap. Distribution

AQR CAPITAL MANAGEMENT LLC has about 74.8% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
LARGE-CAP	52.9
MEGA-CAP	21.9
MID-CAP	16.9
UNALLOCATED	5
SMALL-CAP	2.9

Stocks belong to which Index?

About 73.6% of the stocks held by AQR CAPITAL MANAGEMENT LLC either belong to S&P 500 or RUSSELL 2000 index.

Index	%
S&P 500	66.3
Others	26.4
RUSSELL 2000	7.3

Top 5 Winners (%)		%
VKTX	viking therapeutics inc	301.4 %
SMCI	super micro computer inc	202.0 %
ARQT	arcutis biotherapeutics inc	190.0 %
MSTR	microstrategy inc	145.6 %
FGEN	fibrogen inc	133.8 %

Top 5 Winners ($)		$
NVDA	nvidia corporation	686.0 M
META	meta platforms inc	236.5 M
MSFT	microsoft corp	180.8 M
SMCI	super micro computer inc	150.4 M
AMZN	amazon com inc	137.7 M

Top 5 Losers (%)		%
AMLX	amylyx pharmaceuticals inc	-81.8 %
OPI	office pptys income tr	-70.3 %
NYCB	new york cmnty bancorp inc	-65.6 %
WW	ww intl inc	-62.4 %
PACB	pacific biosciences calif in	-55.6 %

Top 5 Losers ($)		$
AAPL	apple inc	-178.8 M
HUM	humana inc	-84.5 M
ADBE	adobe inc	-72.9 M
ODFL	old dominion freight line in	-71.1 M
TSLA	tesla inc	-62.8 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 2399 stocks in it's portfolio. About 15.4% of the portfolio is in top 10 stocks. AAPL 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: 15 May, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
A	agilent technologies inc	0.05	209,277	30,451,800	added	6.06

AAL	american airls group inc	0.08	2,936,340	44,852,500	added	247

AAPL	apple inc	2.45	8,409,800	1,436,690,000	added	4.17

ABBV	abbvie inc	0.47	1,538,480	278,481,000	reduced	-16.62

ABC	cencora inc	0.38	925,636	222,727,000	added	91.73

ABT	abbott labs	0.16	832,520	94,391,200	added	3.63

ACGL	arch cap group ltd	0.22	1,433,690	131,641,000	added	44.72

ACN	accenture plc ireland	0.14	230,373	79,018,100	reduced	-4.29

ADBE	adobe inc	0.70	814,885	411,191,000	added	8.45

ADI	analog devices inc	0.08	235,451	46,426,100	reduced	-45.13

ADM	archer daniels midland co	0.17	1,630,940	102,439,000	reduced	-25.77

ADP	automatic data processing in	0.13	312,809	78,121,100	reduced	-10.02

ADSK	autodesk inc	0.06	128,304	33,412,900	reduced	-41.09

ADT	adt inc del	0.05	4,491,900	30,095,800	added	56.01

AFG	american finl group inc ohio	0.04	163,540	22,319,900	added	17.17

AFL	aflac inc	0.07	469,048	40,272,500	added	50.75

AGCO	agco corp	0.24	1,142,440	140,007,000	added	4.09

AGO	assured guaranty ltd	0.05	362,696	31,645,200	added	10.78

AIG	american intl group inc	0.32	2,388,960	186,745,000	reduced	-15.08

AIZ	assurant inc	0.25	786,207	147,996,000	added	316