Cliff Asness AQR Capital Management
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
FirstEnergy
FE
|
+$185M |
| 2 |
Tyson Foods
TSN
|
+$177M |
| 3 |
Procter & Gamble
PG
|
+$110M |
| 4 |
Entergy
ETR
|
+$101M |
| 5 |
ENDP
Endo International plc
ENDP
|
+$95.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Nike
NKE
|
+$129M |
| 2 |
Apple
AAPL
|
+$107M |
| 3 |
Abbott
ABT
|
+$99.3M |
| 4 |
AGN
Allergan plc
AGN
|
+$88.8M |
| 5 |
Goldman Sachs
GS
|
+$88M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.27% |
| 2 | Financials | 13.34% |
| 3 | Industrials | 12.76% |
| 4 | Consumer Discretionary | 12.72% |
| 5 | Consumer Staples | 11.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CERN
876
DELISTED
Cerner Corp
CERN
| $5.53M | 0.01% |
94,381
+26,589
| +39% | +$1.48M |
|
877
Regency Centers
REG
$14B
| $5.52M | 0.01% |
65,879
+19,590
| +42% | +$1.51M |
|
|
CBF
878
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $5.5M | 0.01% |
190,795
-47,855
| -20% | -$1.45M |
|
879
NNN REIT
NNN
$8.89B
| $5.48M | 0.01% |
105,954
+64,150
| +153% | +$2.97M |
|
880
CEMIG Preferred Shares
CIG
$5.58B
| $5.48M | 0.01% |
4,863,482
-7,952,156
| -62% | -$7.27M |
|
|
GPT
881
DELISTED
Gramercy Property Trust
GPT
| $5.45M | 0.01% |
196,877
+31,408
| +19% | +$827K |
|
882
Central Pacific Financial
CPF
$972M
| $5.4M | 0.01% |
228,965
-46,446
| -17% | -$1.06M |
|
883
AMERISAFE
AMSF
$490M
| $5.4M | 0.01% |
88,177
+14,422
| +20% | +$825K |
|
|
SYNH
884
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $5.4M | 0.01% |
141,520
+46,448
| +49% | +$2.04M |
|
|
ZAGG
885
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $5.39M | 0.01% |
1,025,927
+136,614
| +15% | +$897K |
|
|
ALE
886
DELISTED
Allete
ALE
| $5.37M | 0.01% |
83,125
+71,804
| +634% | +$4.14M |
|
|
AIV
887
Aimco
AIV
$378M
| $5.37M | 0.01% |
912,279
+179,442
| +24% | +$993K |
|
888
Central Garden & Pet Co Class A
CENTA
$2.4B
| $5.36M | 0.01% |
308,344
+100,953
| +49% | +$1.44M |
|
889
National Beverage
FIZZ
$3.1B
| $5.33M | 0.01% |
169,576
+53,650
| +46% | +$1.37M |
|
890
Pediatrix Medical
MD
$2.16B
| $5.29M | 0.01% |
73,105
-23,007
| -24% | -$1.58M |
|
|
SIR
891
DELISTED
SELECT INCOME REIT
SIR
| $5.29M | 0.01% |
463,322
+289,997
| +167% | +$3.08M |
|
892
Cousins Properties
CUZ
$4.94B
| $5.27M | 0.01% |
179,574
-13,998
| -7% | -$416K |
|
893
Allison Transmission
ALSN
$10.8B
| $5.23M | 0.01% |
185,281
+142,352
| +332% | +$3.95M |
|
894
Post Holdings
POST
$3.73B
| $5.22M | 0.01% |
96,461
+13,099
| +16% | +$633K |
|
895
Polaris
PII
$3.66B
| $5.21M | 0.01% |
63,734
+38,391
| +151% | +$3.4M |
|
896
Selective Insurance
SIGI
$5.52B
| $5.21M | 0.01% |
136,347
-14,277
| -9% | -$515K |
|
897
CNO Financial Group
CNO
$5.02B
| $5.21M | 0.01% |
298,170
-773
| -0.3% | -$14.5K |
|
898
PayPal
PYPL
$52.8B
| $5.21M | 0.01% |
142,573
-63,279
| -31% | -$2.42M |
|
|
IQNT
899
DELISTED
Inteliquent, Inc.
IQNT
| $5.2M | 0.01% |
261,353
+19,490
| +8% | +$330K |
|
|
AGN
900
DELISTED
Allergan plc
AGN
| $5.17M | 0.01% |
22,357
-385,186
| -95% | -$88.8M |
|
Similar funds
Cliff Asness's Q2 2016 Portfolio in Review
As of Q2 2016, Cliff Asness held 2,362 positions worth $56.7B, up 1.9% from $55.6B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Cliff Asness's Q2 2016 filing shows 158 new, 1,005 increased, 951 reduced and 174 closed positions. Its largest new stake was S&P Global: 466,444 shares worth $50M. The largest sale was Nike, an estimated $129M.
By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Financials and Industrials.
- Cliff Asness's largest Q2 2016 buy was S&P Global: 466,444 shares worth $50M.
- Cliff Asness added most to FirstEnergy in Q2 2016, an estimated $185M increase.
- Cliff Asness's biggest Q2 2016 reduction was Nike, cutting an estimated $129M.
- Cliff Asness fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $59.8M.
- Cliff Asness's ten largest holdings make up 8.7% of its $56.7B portfolio in Q2 2016.
- Cliff Asness opened 158 new positions and closed 174 in Q2 2016.
- Cliff Asness's portfolio value rose 1.9% quarter-over-quarter to $56.7B.
Based on AQR Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.