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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
+6.14%
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
$45.6B
AUM Growth
+$1.67B
Cap. Flow
+$118M
Cap. Flow %
0.26%
Top 10 Hldgs %
14.15%
Holding
2,318
New
125
Increased
935
Reduced
1,083
Closed
165

Top Buys

Rank Stock Value
1
CI icon
Cigna
CI
+$163M
2
AIG icon
American International
AIG
+$149M
3
WMT icon
Walmart Inc
WMT
+$129M
4
GM icon
General Motors
GM
+$106M
5
SYF icon
Synchrony
SYF
+$96.5M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$144M
2
WFC icon
Wells Fargo
WFC
+$139M
3
T icon
AT&T
T
+$109M
4
EXPE icon
Expedia Group
EXPE
+$70.5M
5
MU icon
Micron Technology
MU
+$67M

Sector Composition

Rank Sector Weight
1 Technology 22.47%
2 Healthcare 14.87%
3 Industrials 12.09%
4 Consumer Discretionary 11.95%
5 Financials 10.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CNX icon
2176
CNX Resources
CNX
$5.38B
– –
-34,037
Closed -$571K
COHR icon
2177
Coherent
COHR
$56.7B
– –
-70,032
Closed -$2.4M
CPSS icon
2178
Consumer Portfolio Services
CPSS
$200M
– –
-12,712
Closed -$113K
CSR
2179
Centerspace
CSR
$906M
– –
-11,419
Closed -$670K
CVNA icon
2180
Carvana
CVNA
$76.9B
– –
-4,087,370
Closed -$3.69M
CYRX icon
2181
CryoPort
CYRX
$868M
– –
-14,806
Closed -$257K
DASH icon
2182
DoorDash
DASH
$96.8B
– –
-14,076
Closed -$687K
DFAC icon
2183
Dimensional US Core Equity 2 ETF
DFAC
$49.3B
– –
-9,513
Closed -$231K
DGICA icon
2184
Donegal Group Class A
DGICA
$693M
– –
-13,573
Closed -$193K
DH icon
2185
Definitive Healthcare
DH
$76.2M
– –
-12,009
Closed -$131K
DRD
2186
DRDGold
DRD
$2.66B
– –
-82,225
Closed -$608K
EBC icon
2187
Eastern Bankshares
EBC
$5.2B
– –
-34,080
Closed -$588K
EFSC icon
2188
Enterprise Financial Services Corp
EFSC
$2.3B
– –
-5,101
Closed -$250K
ENVX icon
2189
Enovix
ENVX
$742M
– –
-14,227
Closed -$155K
ESAB icon
2190
ESAB
ESAB
$5.06B
– –
-46,437
Closed -$2.18M
EVGO icon
2191
EVgo
EVGO
$214M
– –
-13,696
Closed -$61.2K
FBIZ icon
2192
First Business Financial Services
FBIZ
$575M
– –
-21,544
Closed -$787K
FG icon
2193
F&G Annuities & Life
FG
$2.96B
– –
-17,998
Closed -$359K
FHTX icon
2194
Foghorn Therapeutics
FHTX
$420M
– –
-39,817
Closed -$254K
FIBK icon
2195
First Interstate BancSystem
FIBK
$3.57B
– –
-12,296
Closed -$475K
FISI icon
2196
Financial Institutions
FISI
$812M
– –
-44,750
Closed -$1.09M
FMAO icon
2197
Farmers & Merchants Bancorp
FMAO
$469M
– –
-8,628
Closed -$235K
FRME icon
2198
First Merchants
FRME
$2.64B
– –
-7,574
Closed -$311K
GBCI icon
2199
Glacier Bancorp
GBCI
$6.15B
– –
-4,434
Closed -$219K
GCBC icon
2200
Greene County Bancorp
GCBC
$592M
– –
-7,348
Closed -$211K
86 87
88
89 90

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Cliff Asness's Q1 2023 Portfolio in Review

As of Q1 2023, Cliff Asness held 2,318 positions worth $45.6B, up 3.8% from $43.9B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Cliff Asness's Q1 2023 filing shows 125 new, 935 increased, 1,083 reduced and 165 closed positions. Its largest new stake was GE HealthCare: 300,492 shares worth $24.6M. The largest sale was Meta Platforms (Facebook), an estimated $144M.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 20% a quarter earlier, followed by Healthcare and Industrials.

  • Cliff Asness's largest Q1 2023 buy was GE HealthCare: 300,492 shares worth $24.6M.
  • Cliff Asness added most to Cigna in Q1 2023, an estimated $163M increase.
  • Cliff Asness's biggest Q1 2023 reduction was Meta Platforms (Facebook), cutting an estimated $144M.
  • Cliff Asness fully exited Signature Bank in Q1 2023, selling an estimated $18.8M.
  • Cliff Asness's ten largest holdings make up 14% of its $45.6B portfolio in Q1 2023.
  • Cliff Asness opened 125 new positions and closed 165 in Q1 2023.
  • Cliff Asness's portfolio value rose 3.8% quarter-over-quarter to $45.6B.

Based on AQR Capital Management's 13F filing for Q1 2023, filed 15 May 2023.