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 | |
|---|---|---|---|---|---|---|
1726
H.B. Fuller
FUL
$3.12B
| $932K | ﹤0.01% |
11,682
+2,797
| +31% | +$219K |
|
1727
iShares S&P 500 Growth ETF
IVW
$75.6B
| $931K | ﹤0.01% |
+11,024
| New | +$886K |
|
1728
iShares Core S&P Mid-Cap ETF
IJH
$125B
| $930K | ﹤0.01% |
+15,307
| New | +$867K |
|
1729
Harley-Davidson
HOG
$2.94B
| $924K | ﹤0.01% |
21,116
-586,393
| -97% | -$21.7M |
|
1730
Energizer
ENR
$1.47B
| $923K | ﹤0.01% |
31,482
-128,021
| -80% | -$3.87M |
|
1731
Kadant
KAI
$3.69B
| $922K | ﹤0.01% |
2,810
+323
| +13% | +$97.4K |
|
1732
Intrepid Potash
IPI
$510M
| $919K | ﹤0.01% |
44,058
+13,039
| +42% | +$260K |
|
1733
Kinsale Capital Group
KNSL
$9.01B
| $917K | ﹤0.01% |
+1,747
| New | +$789K |
|
1734
AMC Entertainment Holdings
AMC
$2.38B
| $910K | ﹤0.01% |
244,737
+473
| +0.2% | +$2.11K |
|
1735
Nomura Holdings
NMR
$28.5B
| $910K | ﹤0.01% |
+141,736
| New | +$787K |
|
1736
First Hawaiian
FHB
$3.17B
| $910K | ﹤0.01% |
41,526
+18,176
| +78% | +$390K |
|
|
TSVT
1737
DELISTED
2seventy bio
TSVT
| $909K | ﹤0.01% |
169,907
-153,909
| -48% | -$724K |
|
1738
AeroVironment
AVAV
$7.53B
| $906K | ﹤0.01% |
5,911
+38
| +0.6% | +$5.08K |
|
|
PRO
1739
DELISTED
PROS Holdings
PRO
| $904K | ﹤0.01% |
+24,884
| New | +$880K |
|
1740
Turning Point Brands
TPB
$1.67B
| $903K | ﹤0.01% |
30,834
-42,563
| -58% | -$1.08M |
|
1741
GATX Corp
GATX
$6.3B
| $900K | ﹤0.01% |
6,712
+546
| +9% | +$68.7K |
|
1742
Ameris Bancorp
ABCB
$5.77B
| $897K | ﹤0.01% |
18,545
+9,744
| +111% | +$472K |
|
1743
ATI
ATI
$28.6B
| $897K | ﹤0.01% |
17,525
+236
| +1% | +$10.7K |
|
1744
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.1B
| $893K | ﹤0.01% |
+8,605
| New | +$848K |
|
1745
Telefônica Brasil
VIV
$18.3B
| $892K | ﹤0.01% |
88,623
+19,042
| +27% | +$200K |
|
1746
State Street Technology Select Sector SPDR ETF
XLK
$117B
| $891K | ﹤0.01% |
8,556
+1,282
| +18% | +$130K |
|
1747
Biohaven
BHVN
$2.07B
| $889K | ﹤0.01% |
16,260
+6,026
| +59% | +$298K |
|
1748
LeMaitre Vascular
LMAT
$1.83B
| $888K | ﹤0.01% |
13,386
+2,373
| +22% | +$146K |
|
1749
Extreme Networks
EXTR
$2.92B
| $887K | ﹤0.01% |
76,906
+53
| +0.1% | +$723 |
|
1750
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.57B
| $887K | ﹤0.01% |
9,655
+2,698
| +39% | +$247K |
|
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.