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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
-5.1%
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
$41B
AUM Growth
-$3.23B
Cap. Flow
-$1.04B
Cap. Flow %
-2.54%
Top 10 Hldgs %
14.31%
Holding
2,407
New
233
Increased
1,091
Reduced
839
Closed
232

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$119M
2
VLO icon
Valero Energy
VLO
+$117M
3
CVX icon
Chevron
CVX
+$89.6M
4
BKNG icon
Booking.com
BKNG
+$88.5M
5
MA icon
Mastercard
MA
+$85.2M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$109M
2
MRNA icon
Moderna
MRNA
+$105M
3
GS icon
Goldman Sachs
GS
+$97.9M
4
LEN icon
Lennar Class A
LEN
+$81M
5
EMR icon
Emerson Electric
EMR
+$78.1M

Sector Composition

Rank Sector Weight
1 Technology 19.9%
2 Healthcare 15.52%
3 Financials 11.66%
4 Consumer Discretionary 11.48%
5 Industrials 11.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
REX icon
801
REX American Resources
REX
$1.4B
$5.74M 0.01%
410,832
+56,832
+16% +$857K
UBER icon
802
Uber
UBER
$162B
$5.67M 0.01%
213,938
+160,432
+300% +$4.43M
FCNCA icon
803
First Citizens BancShares
FCNCA
$24.7B
$5.67M 0.01%
7,106
-1,375
-16% -$1.07M
CHRD icon
804
Chord Energy
CHRD
$7.91B
$5.67M 0.01%
41,430
+34,939
+538% +$4.48M
WCN
805
Waste Connections
WCN
$42.5B
$5.66M 0.01%
41,856
-18,290
-30% -$2.49M
YELP icon
806
Yelp
YELP
$1.29B
$5.64M 0.01%
166,471
-1,177,811
-88% -$39M
OPI
807
DELISTED
Office Properties Income Trust
OPI
$5.63M 0.01%
400,792
+197,356
+97% +$3.71M
UAA icon
808
Under Armour
UAA
$2.31B
$5.62M 0.01%
845,374
+62,571
+8% +$548K
TRMB icon
809
Trimble
TRMB
$14.1B
$5.62M 0.01%
103,540
+13,577
+15% +$859K
BSAC icon
810
Banco Santander Chile
BSAC
$17B
$5.51M 0.01%
393,522
-7,778
-2% -$121K
ATKR icon
811
Atkore
ATKR
$3.16B
$5.51M 0.01%
70,826
+20,762
+41% +$1.79M
DT icon
812
Dynatrace
DT
$14.2B
$5.48M 0.01%
157,495
-26,668
-14% -$1.03M
DASH icon
813
DoorDash
DASH
$99.3B
$5.48M 0.01%
110,750
-51,397
-32% -$3.43M
SLM icon
814
SLM Corp
SLM
$4.95B
$5.45M 0.01%
389,607
+89,358
+30% +$1.38M
ZBRA icon
815
Zebra Technologies
ZBRA
$17.2B
$5.42M 0.01%
20,681
-53,677
-72% -$16.6M
TITN icon
816
Titan Machinery
TITN
$444M
$5.4M 0.01%
191,152
+33,993
+22% +$963K
OKE icon
817
Oneok
OKE
$58.6B
$5.4M 0.01%
105,308
-86,263
-45% -$5.13M
KSS icon
818
Kohl's
KSS
$2.08B
$5.35M 0.01%
212,605
-1,320,719
-86% -$38.5M
CYH icon
819
Community Health Systems
CYH
$424M
$5.31M 0.01%
2,470,717
+719,797
+41% +$2.38M
SAM icon
820
Boston Beer
SAM
$1.95B
$5.29M 0.01%
16,335
+13,973
+592% +$4.83M
FYBR
821
DELISTED
Frontier Communications
FYBR
$5.28M 0.01%
226,967
+199,916
+739% +$5.09M
GNW icon
822
Genworth Financial
GNW
$3.74B
$5.27M 0.01%
1,505,611
+808,776
+116% +$3.26M
EBS icon
823
Emergent Biosolutions
EBS
$266M
$5.27M 0.01%
250,874
+136,235
+119% +$3.79M
PLAB icon
824
Photronics
PLAB
$1.74B
$5.19M 0.01%
355,031
+167,982
+90% +$3.3M
POOL icon
825
Pool Corp
POOL
$6.84B
$5.19M 0.01%
16,306
-2,678
-14% -$955K
31 32
33
34 35

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Cliff Asness's Q3 2022 Portfolio in Review

As of Q3 2022, Cliff Asness held 2,407 positions worth $41B, down 7.3% from $44.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Cliff Asness's Q3 2022 filing shows 233 new, 1,091 increased, 839 reduced and 232 closed positions. Its largest new stake was Applovin: 596,316 shares worth $11.6M. The largest sale was Allstate, an estimated $109M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 20% a quarter earlier, followed by Healthcare and Financials.

  • Cliff Asness's largest Q3 2022 buy was Applovin: 596,316 shares worth $11.6M.
  • Cliff Asness added most to Tesla in Q3 2022, an estimated $119M increase.
  • Cliff Asness's biggest Q3 2022 reduction was Allstate, cutting an estimated $109M.
  • Cliff Asness fully exited Baidu in Q3 2022, selling an estimated $31.3M.
  • Cliff Asness's ten largest holdings make up 14% of its $41B portfolio in Q3 2022.
  • Cliff Asness opened 233 new positions and closed 232 in Q3 2022.
  • Cliff Asness's portfolio value fell 7.3% quarter-over-quarter to $41B.

Based on AQR Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.