Hedge Fund - AQR Capital Management

Cliff Asness Bio, Returns, AUM, Net Worth

Founded in 1998, AQR Capital Management is a global investment management firm committed to achieving positive outcomes for its clients. Positioned at the intersection of economics, behavioral finance, data, and technology, AQR's journey over the past two decades represents an ongoing exploration of the forces influencing markets and how this understanding can be effectively employed in managing client portfolios.

Cliff Asness, Founder, Managing Principal, and Chief Investment Officer at AQR Capital Management, is an accomplished researcher and author in finance. Recognized with numerous awards, including five Bernstein Fabozzi/Jacobs Levy Awards and two Graham and Dodd Awards, he has made notable contributions to financial literature. His accolades include the 2020 Fama/DFA Prize for Capital Markets and Asset Pricing. In 2006, he received the James R. Vertin Award from the CFA Institute for his significant research impact. Before AQR, Asness was a Managing Director and Director of Quantitative Research at Goldman, Sachs & Co. He actively contributes to professional organizations and serves on boards, including The Journal of Portfolio Management, Courant Institute of Mathematical Finance at NYU, Q-Group, and The National WWII Museum. Asness graduated summa cum laude with a B.S. in economics from the Wharton School and a B.S. in engineering from the Moore School of Electrical Engineering at the University of Pennsylvania. He earned an M.B.A. with high honors and a Ph.D. in finance from the University of Chicago, studying under Eugene Fama and serving as his student and teaching assistant for two years.

AQR Capital Management operates as a hedge fund managing discretionary assets totaling $119.9 billion according to the Form ADV filed on August 2023. Their most recent 13F filing for Q3 2023 disclosed $48.4 billion in managed 13F securities, revealing a top 10 holdings concentration of 14.42%.

Cliff Asness
Fund Profile
Filing Period:
Fund Name: AQR Capital Management
Manager Cliff Asness
Portfolio Value $53,127,589,084
Change This QTR +1.10%
Fund Holdings Sector Distribution
Filing Period:
Last update:
No. Security Ticker Shares Value Activity % Port History
1. AAPL 8,073,133 $1,554,320,456 -5% 2.92%
2. MSFT 4,067,979 $1,529,722,902 -5% 2.87%
3. NVDA 1,671,007 $827,516,225 +22% 1.55%
4. AMZN 4,747,212 $721,291,405 +28% 1.35%
5. TSM 6,935,222 $721,263,065 +7% 1.35%
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