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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
+6.33%
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
$37.1B
AUM Growth
+$3.97B
Cap. Flow
+$592M
Cap. Flow %
1.59%
Top 10 Hldgs %
8.58%
Holding
2,714
New
178
Increased
1,030
Reduced
953
Closed
205

Top Buys

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$143M
2
WNR
Western Refining Inc
WNR
+$142M
3
DTV
DIRECTV COM STK (DE)
DTV
+$137M
4
BHI
Baker Hughes
BHI
+$135M
5
POM
PEPCO HOLDINGS, INC.
POM
+$113M

Top Sells

Rank Stock Value
1
BEAM
BEAM INC COM STK (DE)
BEAM
+$215M
2
LSI
LSI CORPORATION
LSI
+$185M
3
OMC icon
Omnicom Group
OMC
+$165M
4
BRE
BRE PROPERTIES INC CL A
BRE
+$95M
5
JOSB
JOS A BANK CLOTHIERS INC
JOSB
+$83M

Sector Composition

Rank Sector Weight
1 Healthcare 14.95%
2 Technology 13.55%
3 Financials 10.47%
4 Energy 10.33%
5 Industrials 9.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HSP
2551
DELISTED
HOSPIRA INC
HSP
– –
-32,400
Closed -$1.4M
NOR
2552
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
– –
-11,129
Closed -$320K
BRLI
2553
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
– –
-8,014
Closed -$222K
EXL
2554
DELISTED
EXCEL TRUST , INC COM STK
EXL
– –
-60,100
Closed -$762K
ADNC
2555
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
– –
-27,738
Closed -$347K
TRLA
2556
DELISTED
TRULIA INC (DEL)
TRLA
– –
-21,868
Closed -$726K
JLA
2557
DELISTED
NUVEEN EQUITY PREMIUM ADVANTAGE FUND
JLA
– –
-22,775
Closed -$289K
BKW
2558
DELISTED
BURGER KING WORLDWIDE
BKW
– –
-17,700
Closed -$470K
BQR
2559
DELISTED
BLACKROCK ECOSOLUTIONS INVESTMENT TRUST
BQR
– –
-12,111
Closed -$97K
BYI
2560
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
– –
-16,437
Closed -$1.09M
MEAS
2561
DELISTED
MEASUREMENT SPECIALTIES INC
MEAS
– –
-10,078
Closed -$684K
SUSS
2562
DELISTED
SUSSER HOLDINGS CORPORATION COMMON STOCK
SUSS
– –
-10,995
Closed -$687K
CWH.PRD
2563
DELISTED
COMMONWEALTH REIT 6.50% PFD CUMV CONV SHS SER D
CWH.PRD
– –
-108,000
Closed -$2.74M
TC.PRT
2564
DELISTED
THOMPSON CREEK METALS COMPANY INC. COMMON SHARES(CANADA)TANG
TC.PRT
– –
-327,300
Closed -$4.24M
VSB
2565
DELISTED
VANTAGESOUTH BANCHARES, INC
VSB
– –
-25,664
Closed -$180K
QPAC
2566
DELISTED
QUINPARIO ACQUISITION CORP COM STK
QPAC
– –
-2,329,000
Closed -$24M
CHTP
2567
DELISTED
CHELSEA THERAPEUTICS INT'L LTD
CHTP
– –
-145,411
Closed -$803K
JOSB
2568
DELISTED
JOS A BANK CLOTHIERS INC
JOSB
– –
-1,290,848
Closed -$83M
DVM
2569
DELISTED
COHEN & STEERS DIV MAJORS FUND INC
DVM
– –
-20,765
Closed -$321K
NTS
2570
DELISTED
NTS INC COM STK (NV)
NTS
– –
-2,539,268
Closed -$4.9M
STSI
2571
DELISTED
STAR SCIENTIFIC INC
STSI
– –
-94,600
Closed -$74K
EPL
2572
DELISTED
EPL OIL & GAS, INC COMMON STK
EPL
– –
-1,993,793
Closed -$77M
VOCS
2573
DELISTED
VOCUS INC
VOCS
– –
-114,515
Closed -$1.53M
FBMI
2574
DELISTED
FIRSTBANK CORP (MICH)
FBMI
– –
-111,545
Closed -$2.08M
ARTC
2575
DELISTED
ARTHROCARE CORP
ARTC
– –
-324,705
Closed -$15.6M
101 102
103
104 105

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Cliff Asness's Q2 2014 Portfolio in Review

As of Q2 2014, Cliff Asness held 2,714 positions worth $37.1B, up 12% from $33.1B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.

Cliff Asness's Q2 2014 filing shows 178 new, 1,030 increased, 953 reduced and 205 closed positions. Its largest new stake was AstraZeneca: 1,186,418 shares worth $88.2M. The largest sale was BEAM INC COM STK (DE), an estimated $215M.

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

  • Cliff Asness's largest Q2 2014 buy was AstraZeneca: 1,186,418 shares worth $88.2M.
  • Cliff Asness added most to EOG Resources in Q2 2014, an estimated $143M increase.
  • Cliff Asness's biggest Q2 2014 reduction was Omnicom Group, cutting an estimated $165M.
  • Cliff Asness fully exited BEAM INC COM STK (DE) in Q2 2014, selling an estimated $215M.
  • Cliff Asness's ten largest holdings make up 8.6% of its $37.1B portfolio in Q2 2014.
  • Cliff Asness opened 178 new positions and closed 205 in Q2 2014.
  • Cliff Asness's portfolio value rose 12% quarter-over-quarter to $37.1B.

Based on AQR Capital Management's 13F filing for Q2 2014, filed 14 Aug 2014.