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 |
Progressive
PGR
|
+$210M |
| 2 |
Eli Lilly
LLY
|
+$183M |
| 3 |
Delta Air Lines
DAL
|
+$160M |
| 4 |
Airbnb
ABNB
|
+$152M |
| 5 |
CME Group
CME
|
+$144M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$180M |
| 2 |
Cisco
CSCO
|
+$172M |
| 3 |
AGCO
AGCO
|
+$132M |
| 4 |
DraftKings
DKNG
|
+$131M |
| 5 |
PACCAR
PCAR
|
+$125M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 23.71% |
| 2 | Financials | 14.78% |
| 3 | Healthcare | 14.06% |
| 4 | Industrials | 12.52% |
| 5 | Consumer Discretionary | 11.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1226
Ichor Holdings
ICHR
$2.14B
| $3.47M | ﹤0.01% |
109,114
+78,862
| +261% | +$2.55M |
|
1227
8x8 Inc
EGHT
$280M
| $3.45M | ﹤0.01% |
1,691,001
+176,542
| +12% | +$390K |
|
|
AZPN
1228
DELISTED
Aspen Technology Inc
AZPN
| $3.45M | ﹤0.01% |
14,622
-2,009
| -12% | -$423K |
|
1229
MaxLinear
MXL
$5.94B
| $3.44M | ﹤0.01% |
237,772
+194,580
| +451% | +$3.09M |
|
1230
Frontdoor
FTDR
$5.69B
| $3.44M | ﹤0.01% |
71,688
-2,661
| -4% | -$115K |
|
1231
EA Bridgeway Omni Small-Cap Value ETF
BSVO
$2.43B
| $3.43M | ﹤0.01% |
155,329
+92,833
| +149% | +$2M |
|
1232
Qiagen
QGEN
$8.92B
| $3.41M | ﹤0.01% |
72,656
-6,821
| -9% | -$311K |
|
1233
Victory Capital Holdings
VCTR
$7.11B
| $3.39M | ﹤0.01% |
61,223
-18,237
| -23% | -$941K |
|
1234
OraSure Technologies
OSUR
$261M
| $3.38M | ﹤0.01% |
792,399
-18,347
| -2% | -$78.8K |
|
1235
iShares S&P 500 Growth ETF
IVW
$75.9B
| $3.38M | ﹤0.01% |
35,335
+24,527
| +227% | +$2.26M |
|
1236
CubeSmart
CUBE
$9.17B
| $3.37M | ﹤0.01% |
63,237
+25,541
| +68% | +$1.27M |
|
1237
Gentex
GNTX
$5.01B
| $3.37M | ﹤0.01% |
113,585
-27,246
| -19% | -$846K |
|
1238
Ceco Environmental
CECO
$4.13B
| $3.37M | ﹤0.01% |
119,534
-5,138
| -4% | -$145K |
|
1239
STAAR Surgical
STAA
$1.17B
| $3.37M | ﹤0.01% |
+90,706
| New | +$3.38M |
|
1240
Vicor
VICR
$8.9B
| $3.36M | ﹤0.01% |
79,943
+5,488
| +7% | +$204K |
|
|
AVNS
1241
DELISTED
Avanos Medical
AVNS
| $3.35M | ﹤0.01% |
139,304
-7,679
| -5% | -$175K |
|
1242
SiriusPoint
SPNT
$2.79B
| $3.34M | ﹤0.01% |
233,093
-100,329
| -30% | -$1.4M |
|
1243
SiteOne Landscape Supply
SITE
$4.19B
| $3.34M | ﹤0.01% |
+22,135
| New | +$3.03M |
|
1244
GlobalFoundries
GFS
$25.1B
| $3.34M | ﹤0.01% |
82,925
-41,895
| -34% | -$1.94M |
|
1245
CONMED
CNMD
$1.53B
| $3.33M | ﹤0.01% |
46,361
-1,325
| -3% | -$93.5K |
|
1246
Bank of N.T. Butterfield & Son
NTB
$2.3B
| $3.32M | ﹤0.01% |
90,096
+65,566
| +267% | +$2.43M |
|
1247
Cricut
CRCT
$1.21B
| $3.32M | ﹤0.01% |
479,240
-286,234
| -37% | -$1.72M |
|
|
AMWD
1248
DELISTED
American Woodmark
AMWD
| $3.31M | ﹤0.01% |
35,415
-48,049
| -58% | -$4.32M |
|
|
SFIX
1249
Stitch Fix
SFIX
$430M
| $3.3M | ﹤0.01% |
1,169,034
+465,045
| +66% | +$1.81M |
|
1250
Manitowoc
MTW
$695M
| $3.29M | ﹤0.01% |
341,780
-248,867
| -42% | -$2.59M |
|
Similar funds
Cliff Asness's Q3 2024 Portfolio in Review
As of Q3 2024, Cliff Asness held 2,920 positions worth $72.4B, up 11% from $65.2B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Cliff Asness deployed $2.92B of net new capital in Q3 2024, opening 326 new positions and adding to 1,272 existing holdings. Its largest new stake was Amentum Holdings: 639,326 shares worth $15.3M.
By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was Alphabet (Google) Class A, an estimated $180M trimmed.
- Cliff Asness's largest Q3 2024 buy was Amentum Holdings: 639,326 shares worth $15.3M.
- Cliff Asness added most to Progressive in Q3 2024, an estimated $210M increase.
- Cliff Asness's biggest Q3 2024 reduction was Alphabet (Google) Class A, cutting an estimated $180M.
- Cliff Asness fully exited Liberty Media Corporation Series C Liberty SiriusXM Common Stock in Q3 2024, selling an estimated $33.3M.
- Cliff Asness's ten largest holdings make up 14% of its $72.4B portfolio in Q3 2024.
- Cliff Asness opened 326 new positions and closed 169 in Q3 2024.
- Cliff Asness's portfolio value rose 11% quarter-over-quarter to $72.4B.
Based on AQR Capital Management's 13F filing for Q3 2024, filed 14 Nov 2024.