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Cliff Asness AQR Capital Management

AUM $287B
1-Year Est. Return 42.33%
 

Cliff Asness is a co-founder of AQR Capital Management, a leading quantitative investment firm spanning equities, alternatives, and factor strategies. He is known for academic-informed research on value, momentum, and other systematic premia, as well as candid market commentary. Asness’s work bridges academic finance and large-scale institutional portfolio management.

This Fund
S&P 500
This Quarter Est. Return
+1%
1 Year Est. Return
+42.33%
3 Year Est. Return
+119.89%
5 Year Est. Return
+147.33%
10 Year Est. Return
+543.74%
AUM
$65.2B
AUM Growth
+$6.51B
Cap. Flow
+$6.71B
Cap. Flow %
10.29%
Top 10 Hldgs %
15.4%
Holding
2,716
New
313
Increased
1,389
Reduced
876
Closed
123

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$213M
2
CI icon
Cigna
CI
+$207M
3
CMCSA icon
Comcast
CMCSA
+$164M
4
ZM icon
Zoom
ZM
+$155M
5
JNJ icon
Johnson & Johnson
JNJ
+$139M

Top Sells

Rank Stock Value
1
HUM icon
Humana
HUM
+$237M
2
TSM icon
TSMC
TSM
+$214M
3
NVDA icon
NVIDIA
NVDA
+$138M
4
ADBE icon
Adobe
ADBE
+$133M
5
PHM icon
Pultegroup
PHM
+$124M

Sector Composition

Rank Sector Weight
1 Technology 24.59%
2 Financials 13.87%
3 Industrials 12.52%
4 Consumer Discretionary 12.44%
5 Healthcare 12.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NFE icon
2651
New Fortress Energy
NFE
$78.5M
– –
-23,230
Closed -$705K
NKTR icon
2652
Nektar Therapeutics
NKTR
$2.53B
– –
-28,732
Closed -$385K
NOTV
2653
DELISTED
Inotiv
NOTV
– –
-10,254
Closed -$112K
NWPX icon
2654
NWPX Infrastructure Inc
NWPX
$1.06B
– –
-6,992
Closed -$242K
OCUL icon
2655
Ocular Therapeutix
OCUL
$2.43B
– –
-11,755
Closed -$107K
OPCH icon
2656
Option Care Health
OPCH
$3.55B
– –
-124,764
Closed -$4.18M
PACB icon
2657
Pacific Biosciences
PACB
$420M
– –
-108,364
Closed -$406K
PEB icon
2658
Pebblebrook Hotel Trust
PEB
$2.09B
– –
-11,340
Closed -$175K
PENN icon
2659
PENN Entertainment
PENN
$2.5B
– –
-35,706
Closed -$650K
PHR icon
2660
Phreesia
PHR
$749M
– –
-11,126
Closed -$266K
PKE icon
2661
Park Aerospace
PKE
$737M
– –
-47,282
Closed -$786K
QUAD icon
2662
Quad
QUAD
$532M
– –
-14,669
Closed -$77.9K
RBOT
2663
DELISTED
Vicarious Surgical
RBOT
– –
-809
Closed -$7.32K
RCKT icon
2664
Rocket Pharmaceuticals
RCKT
$385M
– –
-10,118
Closed -$273K
RILY icon
2665
BRC Group Holdings
RILY
$286M
– –
-16,503
Closed -$349K
RPD icon
2666
Rapid7
RPD
$799M
– –
-21,443
Closed -$1.05M
RXRX icon
2667
Recursion Pharmaceuticals
RXRX
$1.88B
– –
-14,985
Closed -$149K
SANA icon
2668
Sana Biotechnology
SANA
$1.17B
– –
-155,792
Closed -$1.56M
ECHO
2669
EchoStar
ECHO
$25.2B
– –
-108,607
Closed -$1.53M
SHOO icon
2670
Steven Madden
SHOO
$3.37B
– –
-8,286
Closed -$350K
SITE icon
2671
SiteOne Landscape Supply
SITE
$4.19B
– –
-2,662
Closed -$465K
SKY icon
2672
Champion Homes
SKY
$4.9B
– –
-2,382
Closed -$202K
SLNO
2673
DELISTED
Soleno Therapeutics
SLNO
– –
-6,792
Closed -$291K
SPT icon
2674
Sprout Social
SPT
$607M
– –
-4,752
Closed -$284K
SPWH icon
2675
Sportsman's Warehouse
SPWH
$44.9M
– –
-259,216
Closed -$806K
105 106
107
108 109

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Cliff Asness's Q2 2024 Portfolio in Review

As of Q2 2024, Cliff Asness held 2,716 positions worth $65.2B, up 11% from $58.7B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Cliff Asness deployed $6.71B of net new capital in Q2 2024, opening 313 new positions and adding to 1,389 existing holdings. Its largest new stake was Solventum: 1,217,998 shares worth $62.6M.

By sector, the portfolio is most concentrated in Technology at 25% of assets, down from 25% a quarter earlier, followed by Financials and Industrials.

On the sell side, the largest reduction was Humana, an estimated $237M trimmed.

  • Cliff Asness's largest Q2 2024 buy was Solventum: 1,217,998 shares worth $62.6M.
  • Cliff Asness added most to ExxonMobil in Q2 2024, an estimated $213M increase.
  • Cliff Asness's biggest Q2 2024 reduction was Humana, cutting an estimated $237M.
  • Cliff Asness fully exited Pioneer Natural Resource Co. in Q2 2024, selling an estimated $27.7M.
  • Cliff Asness's ten largest holdings make up 15% of its $65.2B portfolio in Q2 2024.
  • Cliff Asness opened 313 new positions and closed 123 in Q2 2024.
  • Cliff Asness's portfolio value rose 11% quarter-over-quarter to $65.2B.

Based on AQR Capital Management's 13F filing for Q2 2024, filed 14 Aug 2024.