We are live on ! Find out more
CA

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
+3.96%
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
$33.1B
AUM Growth
-$360M
Cap. Flow
-$2.85B
Cap. Flow %
-8.61%
Top 10 Hldgs %
8.91%
Holding
2,770
New
218
Increased
1,085
Reduced
860
Closed
222

Top Buys

Rank Stock Value
1
BEAM
BEAM INC COM STK (DE)
BEAM
+$208M
2
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$161M
3
FRX
FOREST LABORATORIES INC
FRX
+$141M
4
MA icon
Mastercard
MA
+$111M
5
ABBV icon
AbbVie
ABBV
+$98.7M

Top Sells

Rank Stock Value
1
LYB icon
LyondellBasell Industries
LYB
+$286M
2
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$186M
3
HMA
HEALTH MGMT ASSOC INC CL-A
HMA
+$179M
4
VOD icon
Vodafone
VOD
+$148M
5
LPS
LENDER PROCESSING SERVICES INC
LPS
+$144M

Sector Composition

Rank Sector Weight
1 Healthcare 14.69%
2 Technology 13.34%
3 Financials 11.54%
4 Consumer Discretionary 9.41%
5 Industrials 9.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RNR icon
2501
RenaissanceRe
RNR
$13.4B
– –
-28,200
Closed -$2.75M
ECHO
2502
EchoStar
ECHO
$25.2B
– –
-14,071
Closed -$567K
SIG icon
2503
Signet Jewelers
SIG
$3.16B
– –
-676,660
Closed -$53.3M
SOHU
2504
Sohu.com
SOHU
$372M
– –
-70,199
Closed -$5.12M
SRPT icon
2505
Sarepta Therapeutics
SRPT
$1.98B
– –
-32,000
Closed -$652K
ST icon
2506
Sensata Technologies
ST
$6.23B
– –
-52,927
Closed -$2.05M
STNG icon
2507
Scorpio Tankers
STNG
$3.93B
– –
-23,080
Closed -$2.72M
STRA icon
2508
Strategic Education
STRA
$1.85B
– –
-7,900
Closed -$272K
STX icon
2509
Seagate
STX
$193B
– –
-1,183,170
Closed -$66.4M
TDW icon
2510
Tidewater
TDW
$4.74B
– –
-109
Closed -$207K
TTMI icon
2511
TTM Technologies
TTMI
$11.6B
– –
-82,761
Closed -$710K
TTSH
2512
DELISTED
Tile Shop Holdings
TTSH
– –
-29,100
Closed -$526K
VOD icon
2513
Vodafone
VOD
$36.9B
– –
-3,682,137
Closed -$148M
VOYA icon
2514
Voya Financial
VOYA
$8.86B
– –
-41,900
Closed -$1.47M
VTLE
2515
DELISTED
Vital Energy
VTLE
– –
-446
Closed -$247K
WEN icon
2516
Wendy's
WEN
$1.72B
– –
-170,300
Closed -$1.49M
WW
2517
DELISTED
WW International
WW
– –
-28,251
Closed -$930K
NBIS
2518
Nebius Group N.V.
NBIS
$59.6B
– –
-9,300
Closed -$401K
CMRX
2519
DELISTED
Chimerix, Inc.
CMRX
– –
-96,864
Closed -$1.46M
ARGO
2520
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-377,439
Closed -$12.6M
DBD
2521
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-10,500
Closed -$347K
NKG
2522
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
– –
-19,750
Closed -$232K
LHCG
2523
DELISTED
LHC Group LLC
LHCG
– –
-26,620
Closed -$640K
TWTR
2524
DELISTED
Twitter, Inc.
TWTR
– –
-6,400
Closed -$407K
ENDP
2525
DELISTED
Endo International plc
ENDP
– –
-125,118
Closed -$8.44M
99 100
101
102 103

Similar funds

BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $289B AUM 60.46% 1-Year Est. Return
Millennium Management
Millennium Management New York $276B AUM 44.8% 1-Year Est. Return
Berkshire Hathaway
Berkshire Hathaway Omaha, Nebraska $299B AUM 27.55% 1-Year Est. Return
AllianceBernstein
AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
Bank of Montreal
Bank of Montreal Toronto, Ontario, Canada $304B AUM 35.64% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return
CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $316B AUM 71.57% 1-Year Est. Return

Cliff Asness's Q1 2014 Portfolio in Review

As of Q1 2014, Cliff Asness held 2,770 positions worth $33.1B, down 1.1% from $33.5B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

Cliff Asness withdrew a net $2.85B in Q1 2014, closing 222 positions and reducing 860 holdings. Its most notable exit was LyondellBasell Industries, an estimated $286M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 15% of assets, up from 13% a quarter earlier, followed by Technology and Financials.

Against the trend, Cliff Asness opened a new position in RIVERBED TECHNOLOGY, INC COM worth $76.5M.

  • Cliff Asness's largest Q1 2014 buy was RIVERBED TECHNOLOGY, INC COM: 3,882,944 shares worth $76.5M.
  • Cliff Asness added most to BEAM INC COM STK (DE) in Q1 2014, an estimated $208M increase.
  • Cliff Asness's biggest Q1 2014 reduction was Citigroup, cutting an estimated $89.3M.
  • Cliff Asness fully exited LyondellBasell Industries in Q1 2014, selling an estimated $286M.
  • Cliff Asness's ten largest holdings make up 8.9% of its $33.1B portfolio in Q1 2014.
  • Cliff Asness opened 218 new positions and closed 222 in Q1 2014.
  • Cliff Asness's portfolio value fell 1.1% quarter-over-quarter to $33.1B.

Based on AQR Capital Management's 13F filing for Q1 2014, filed 15 May 2014.