Latest AQR CAPITAL MANAGEMENT LLC Stock Portfolio

Cliff Asness Performance:

2024 Q3: 3.92%YTD: 8.97%2023: 15.51%

Performance for 2024 Q3 is 3.92%, and YTD is 8.97%, 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 $72.4 Billions as of 30 Sep, 2024.

The top stock holdings of AQR CAPITAL MANAGEMENT LLC are NVDA, AAPL, MSFT. The fund has invested 2.7% of it's portfolio in NVIDIA CORPORATION and 2.6% of portfolio in APPLE INC.

The fund managers got completely rid off TE CONNECTIVITY LTD (TEL), FERGUSON PLC NEW (FERG) and LIBERTY MEDIA CORP DEL (BATRA) stocks. They significantly reduced their stock positions in KANZHUN LIMITED (BZ), KARYOPHARM THERAPEUTICS INC (KPTI) and COMMSCOPE HLDG CO INC (COMM). AQR CAPITAL MANAGEMENT LLC opened new stock positions in TE CONNECTIVITY PLC, RH (RH) and VANGUARD BD INDEX FDS (BIV). The fund showed a lot of confidence in some stocks as they added substantially to CRH PLC (CRH), CAVA GROUP INC and CLOUDFLARE INC (NET).

Cliff Asness Annual Return Estimates Vs S&P 500

Our best estimate is that AQR CAPITAL MANAGEMENT LLC made a return of 3.92% in the last quarter. In trailing 12 months, it's portfolio return was 17.67%.

New Buys

Ticker	$ Bought
te connectivity plc	74,231,900
ferguson enterprises inc	70,440,700

New stocks bought by AQR CAPITAL MANAGEMENT LLC

Additions

Ticker	% Inc.
crh plc	7,419
cloudflare inc	5,578
dillards inc	3,498
atlassian corporation	3,359
alaska air group inc	2,550
doubleverify hldgs inc	1,307
roblox corp	1,178
abercrombie & fitch co	1,105

Additions to existing portfolio by AQR CAPITAL MANAGEMENT LLC

Reductions

Ticker	% Reduced
agco corp	-80.77
chipotle mexican grill inc	-59.69
uber technologies inc	-58.51
nov inc	-58.37
dicks sporting goods inc	-53.1
dominos pizza inc	-52.57
cnh indl n v	-51.14
home depot inc	-50.21

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 22.8% of it's holdings in Technology sector.

Sector	%
Technology	22.8
Healthcare	13.3
Financial Services	13
Industrials	12.5
Consumer Cyclical	11.3
Consumer Defensive	6.5
Others	6.4
Communication Services	5.5
Energy	2.6
Utilities	2.2
Basic Materials	2.2
Real Estate	1.8

Market Cap. Distribution

AQR CAPITAL MANAGEMENT LLC has about 73.1% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
LARGE-CAP	52.5
MEGA-CAP	20.6
MID-CAP	18.1
UNALLOCATED	6.2
SMALL-CAP	2.3

Stocks belong to which Index?

About 71.5% of the stocks held by AQR CAPITAL MANAGEMENT LLC either belong to S&P 500 or RUSSELL 2000 index.

Index	%
S&P 500	64.6
Others	28.5
RUSSELL 2000	6.9

Top 5 Winners (%)		%
MPLN	multiplan corporation	2628.6 %
DNA	ginkgo bioworks holdings inc	2044.7 %
LUMN	lumen technologies inc	429.1 %
CAPR	capricor therapeutics inc	233.6 %
COMM	commscope hldg co inc	218.2 %

Top 5 Winners ($)		$
AAPL	apple inc	166.4 M
META	meta platforms inc	96.9 M
MMM	3m co	87.4 M
GE	ge aerospace	82.3 M
ZM	zoom video communications in	75.9 M

Top 5 Losers (%)		%
DECK	deckers outdoor corp	-82.5 %
MSTR	microstrategy inc	-78.8 %
TTEK	tetra tech inc new	-77.5 %
CTAS	cintas corp	-72.5 %
AGEN	agenus inc	-67.2 %

Top 5 Losers ($)		$
DECK	deckers outdoor corp	-487.8 M
CTAS	cintas corp	-386.3 M
MCK	mckesson corp	-81.1 M
MSFT	microsoft corp	-79.0 M
GOOG	alphabet inc	-78.8 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 2746 stocks in it's portfolio. About 14.1% of the portfolio is in top 10 stocks. DECK proved to be the most loss making stock for the portfolio. AAPL was the most profitable stock for AQR CAPITAL MANAGEMENT LLC last quarter.

Last Reported on: 14 Nov, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
A	agilent technologies inc	0.06	312,588	46,184,800	added	69.17

AAPL	apple inc	2.59	8,116,900	1,874,440,000	reduced	-1.25

ABBV	abbvie inc	0.46	1,711,730	333,249,000	added	21.88

ABC	cencora inc	0.45	1,461,160	328,045,000	added	34.72

ABNB	airbnb inc	0.27	1,555,880	196,990,000	added	301

ABT	abbott labs	0.21	1,327,790	149,801,000	added	52.41

ACGL	arch cap group ltd	0.24	1,565,310	174,266,000	reduced	-0.63

ACM	aecom	0.09	624,821	64,169,200	added	72.21

ACN	accenture plc ireland	0.07	152,821	53,932,200	reduced	-3.63

ADBE	adobe inc	0.31	431,648	222,040,000	reduced	-20.12

ADC	agree rlty corp	0.04	416,726	31,066,900	reduced	-9.97

ADI	analog devices inc	0.06	184,927	42,409,400	reduced	-9.2

ADM	archer daniels midland co	0.18	2,209,450	131,993,000	reduced	-21.95

ADP	automatic data processing in	0.18	467,148	127,634,000	added	31.3

ADT	adt inc del	0.06	5,578,270	40,330,900	reduced	-29.05

AEP	american elec pwr co inc	0.04	314,511	32,070,700	added	66.3

AGCO	agco corp	0.04	336,071	32,887,900	reduced	-80.77

AGO	assured guaranty ltd	0.11	984,070	78,243,400	added	48.57

AIG	american intl group inc	0.16	1,555,490	113,038,000	reduced	-27.72

AIZ	assurant inc	0.30	1,078,390	213,942,000	added	3.52