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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
NG icon
2276
NovaGold Resources
NG
$3.83B
– –
-29,837
Closed -$144K
NGVC icon
2277
Vitamin Cottage Natural Grocers
NGVC
$637M
– –
-13,462
Closed -$215K
NVEC icon
2278
NVE Corp
NVEC
$532M
– –
-8,420
Closed -$393K
NWBI icon
2279
Northwest Bancshares
NWBI
$2.26B
– –
-32,250
Closed -$413K
OLMA icon
2280
Olema Pharmaceuticals
OLMA
$935M
– –
-70,973
Closed -$289K
OLP
2281
One Liberty Properties
OLP
$529M
– –
-9,456
Closed -$246K
ORIC icon
2282
Oric Pharmaceuticals
ORIC
$1.47B
– –
-12,508
Closed -$56K
OTLK icon
2283
Outlook Therapeutics
OTLK
$157M
– –
-2,602
Closed -$53K
OTRK
2284
DELISTED
Ontrak
OTRK
– –
-559
Closed -$53K
PASG icon
2285
Passage Bio
PASG
$14.3M
– –
-1,570
Closed -$74K
PAYO icon
2286
Payoneer
PAYO
$2.41B
– –
-21,029
Closed -$82K
PFGC icon
2287
Performance Food Group
PFGC
$16.5B
– –
-4,558
Closed -$206K
PFS icon
2288
Provident Financial Services
PFS
$3.09B
– –
-9,364
Closed -$208K
PKE icon
2289
Park Aerospace
PKE
$737M
– –
-20,070
Closed -$256K
PLYM
2290
DELISTED
Plymouth Industrial REIT
PLYM
– –
-25,652
Closed -$450K
PRAA icon
2291
PRA Group
PRAA
$737M
– –
-9,336
Closed -$339K
PRG icon
2292
PROG Holdings
PRG
$1.54B
– –
-307,280
Closed -$4.93M
PSNL icon
2293
Personalis
PSNL
$1.96B
– –
-59,527
Closed -$205K
PSTL
2294
Postal Realty Trust
PSTL
$693M
– –
-11,864
Closed -$177K
QMCO icon
2295
Quantum Corp
QMCO
$877M
– –
-860
Closed -$24K
QSI icon
2296
Quantum-Si Incorporated
QSI
$183M
– –
-14,364
Closed -$33K
QURE icon
2297
uniQure
QURE
$3.36B
– –
-87,529
Closed -$1.63M
RCEL icon
2298
Avita Medical
RCEL
$311M
– –
-10,086
Closed -$48K
RIOT icon
2299
Riot Platforms
RIOT
$7.44B
– –
-38,730
Closed -$162K
RLGT icon
2300
Radiant Logistics
RLGT
$395M
– –
-59,132
Closed -$439K
90 91
92
93 94

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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.