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 | |
|---|---|---|---|---|---|---|
1801
Evolus
EOLS
$580M
| $757K | ﹤0.01% |
54,036
+3,883
| +8% | +$50.5K |
|
1802
E.W. Scripps
SSP
$308M
| $753K | ﹤0.01% |
+191,648
| New | +$1.15M |
|
1803
Broadstone Net Lease
BNL
$4.34B
| $749K | ﹤0.01% |
47,818
-13,775
| -22% | -$217K |
|
1804
iShares MSCI Emerging Markets ETF
EEM
$30.7B
| $749K | ﹤0.01% |
18,240
-69
| -0.4% | -$2.75K |
|
1805
Bumble
BMBL
$376M
| $749K | ﹤0.01% |
66,001
+24,894
| +61% | +$317K |
|
1806
BlackLine
BL
$1.86B
| $746K | ﹤0.01% |
11,555
-15,322
| -57% | -$930K |
|
1807
Blink Charging
BLNK
$84.7M
| $746K | ﹤0.01% |
+247,815
| New | +$699K |
|
1808
Tenaris
TS
$27B
| $742K | ﹤0.01% |
18,907
+3,712
| +24% | +$129K |
|
1809
IDEAYA Biosciences
IDYA
$3.86B
| $741K | ﹤0.01% |
16,896
+1,017
| +6% | +$43.7K |
|
1810
York Water
YORW
$561M
| $738K | ﹤0.01% |
20,340
-9,908
| -33% | -$357K |
|
1811
Forrester Research
FORR
$228M
| $733K | ﹤0.01% |
34,017
+10,417
| +44% | +$236K |
|
1812
Riot Platforms
RIOT
$7.51B
| $733K | ﹤0.01% |
59,883
+29,900
| +100% | +$389K |
|
1813
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $733K | ﹤0.01% |
17,397
+8,850
| +104% | +$349K |
|
|
BRSL
1814
Brightstar Lottery PLC
BRSL
$2.16B
| $732K | ﹤0.01% |
32,425
-15,654
| -33% | -$392K |
|
1815
Gold Fields
GFI
$42.3B
| $728K | ﹤0.01% |
45,789
-31,926
| -41% | -$444K |
|
|
JPUS
1816
JPMorgan Diversified Return US Equity ETF
JPUS
$468M
| $725K | ﹤0.01% |
+6,475
| New | +$683K |
|
1817
Protolabs
PRLB
$1.84B
| $724K | ﹤0.01% |
20,259
+7,813
| +63% | +$282K |
|
1818
Rush Street Interactive
RSI
$3.05B
| $722K | ﹤0.01% |
110,957
-3,919
| -3% | -$21.1K |
|
1819
Vaxcyte
PCVX
$9.21B
| $719K | ﹤0.01% |
10,532
-1,568
| -13% | -$109K |
|
1820
American Public Education
APEI
$846M
| $719K | ﹤0.01% |
50,627
-130,108
| -72% | -$1.53M |
|
|
ALPN
1821
DELISTED
Alpine Immune Sciences Inc
ALPN
| $717K | ﹤0.01% |
18,079
-8,891
| -33% | -$262K |
|
1822
Usana Health Sciences
USNA
$251M
| $714K | ﹤0.01% |
14,721
-4,559
| -24% | -$223K |
|
|
DCPH
1823
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
| $708K | ﹤0.01% |
45,036
-14,034
| -24% | -$216K |
|
|
BRT
1824
BRT Apartments
BRT
$279M
| $708K | ﹤0.01% |
42,145
-36,710
| -47% | -$617K |
|
1825
Rocket Companies
RKT
$39.9B
| $708K | ﹤0.01% |
48,627
+31,390
| +182% | +$390K |
|
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.