Cliff Asness AQR Capital Management
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Zoom
ZM
|
+$150M |
| 2 |
GoDaddy
GDDY
|
+$129M |
| 3 |
Wynn Resorts
WYNN
|
+$106M |
| 4 |
Assurant
AIZ
|
+$104M |
| 5 |
Centene
CNC
|
+$102M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TSMC
TSM
|
+$672M |
| 2 |
Amgen
AMGN
|
+$200M |
| 3 |
Walmart Inc
WMT
|
+$150M |
| 4 |
Super Micro Computer
SMCI
|
+$141M |
| 5 |
DFS
Discover Financial Services
DFS
|
+$114M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 24.62% |
| 2 | Financials | 13.49% |
| 3 | Consumer Discretionary | 13.4% |
| 4 | Healthcare | 13.12% |
| 5 | Industrials | 12.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VSXY
451
Victoria's Secret
VSXY
$6.95B
| $25.9M | 0.04% |
1,340,663
-971,451
| -42% | -$23.8M |
|
|
WBA
452
DELISTED
Walgreens Boots Alliance
WBA
| $25.9M | 0.04% |
1,215,588
+334,054
| +38% | +$7.42M |
|
453
Booz Allen Hamilton
BAH
$9.13B
| $25.9M | 0.04% |
174,479
+18,905
| +12% | +$2.66M |
|
454
BOK Financial
BOKF
$8.55B
| $25.9M | 0.04% |
284,444
+33,266
| +13% | +$2.82M |
|
455
Evergy
EVRG
$18.7B
| $25.7M | 0.04% |
481,597
-154,684
| -24% | -$7.9M |
|
456
Spotify
SPOT
$110B
| $25.3M | 0.04% |
95,969
+21,044
| +28% | +$4.94M |
|
457
Mettler-Toledo International
MTD
$28.2B
| $25.2M | 0.04% |
18,904
-599
| -3% | -$738K |
|
458
WEC Energy
WEC
$35.1B
| $25.1M | 0.04% |
307,423
-64,412
| -17% | -$5.18M |
|
459
Zions Bancorporation
ZION
$9.94B
| $25M | 0.04% |
578,387
+262,645
| +83% | +$10.8M |
|
460
FedEx
FDX
$78.7B
| $24.3M | 0.04% |
84,153
+11,231
| +15% | +$2.81M |
|
461
Maravai LifeSciences
MRVI
$1.25B
| $24.2M | 0.04% |
2,825,875
-678,236
| -19% | -$4.59M |
|
462
Core & Main
CNM
$8.29B
| $24.2M | 0.04% |
426,010
+266,178
| +167% | +$12.2M |
|
463
SLB Ltd
SLB
$80B
| $24.2M | 0.04% |
441,249
+120,187
| +37% | +$6.06M |
|
464
Ingredion
INGR
$6.7B
| $24.1M | 0.04% |
206,582
+3,216
| +2% | +$362K |
|
|
JHG
465
DELISTED
Janus Henderson
JHG
| $24.1M | 0.04% |
733,376
+255,083
| +53% | +$7.8M |
|
466
GE HealthCare
GEHC
$33.6B
| $24.1M | 0.04% |
265,641
-156,868
| -37% | -$13.1M |
|
467
Comfort Systems
FIX
$56.7B
| $24.1M | 0.04% |
75,837
+46,577
| +159% | +$11.9M |
|
468
L3Harris
LHX
$48.9B
| $23.9M | 0.04% |
112,318
-85,799
| -43% | -$18M |
|
469
Intuit
INTU
$102B
| $23.9M | 0.04% |
36,766
+211
| +0.6% | +$135K |
|
470
Blackrock
BLK
$181B
| $23.7M | 0.04% |
28,455
+11,203
| +65% | +$9M |
|
471
Park Hotels & Resorts
PK
$3.18B
| $23.7M | 0.04% |
1,354,964
+686,688
| +103% | +$11.1M |
|
472
East-West Bancorp
EWBC
$17.7B
| $23.6M | 0.04% |
299,156
+34,552
| +13% | +$2.53M |
|
|
FLG
473
Flagstar Bank National Association
FLG
$5.59B
| $23.6M | 0.04% |
2,438,257
+398,741
| +20% | +$7.37M |
|
474
SEI Investments
SEIC
$13.3B
| $23.4M | 0.04% |
325,981
+21,269
| +7% | +$1.41M |
|
475
Fastenal
FAST
$58.9B
| $23.4M | 0.04% |
607,558
+100,530
| +20% | +$3.55M |
|
Similar funds
Cliff Asness's Q1 2024 Portfolio in Review
As of Q1 2024, Cliff Asness held 2,547 positions worth $58.7B, up 11% from $53.1B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Cliff Asness's Q1 2024 filing shows 225 new, 1,201 increased, 957 reduced and 144 closed positions. Its largest new stake was Snap: 4,386,413 shares worth $50.4M. The largest sale was TSMC, an estimated $672M.
By sector, the portfolio is most concentrated in Technology at 25% of assets, down from 26% a quarter earlier, followed by Financials and Consumer Discretionary.
- Cliff Asness's largest Q1 2024 buy was Snap: 4,386,413 shares worth $50.4M.
- Cliff Asness added most to Zoom in Q1 2024, an estimated $150M increase.
- Cliff Asness's biggest Q1 2024 reduction was TSMC, cutting an estimated $672M.
- Cliff Asness fully exited Splunk Inc in Q1 2024, selling an estimated $9.79M.
- Cliff Asness's ten largest holdings make up 15% of its $58.7B portfolio in Q1 2024.
- Cliff Asness opened 225 new positions and closed 144 in Q1 2024.
- Cliff Asness's portfolio value rose 11% quarter-over-quarter to $58.7B.
Based on AQR Capital Management's 13F filing for Q1 2024, filed 15 May 2024.