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 | |
|---|---|---|---|---|---|---|
976
Amkor Technology
AMKR
$11.9B
| $4.22M | 0.01% |
733,587
-273,854
| -27% | -$1.6M |
|
977
Walker & Dunlop
WD
$1.36B
| $4.22M | 0.01% |
185,085
+4,668
| +3% | +$109K |
|
978
ATI
ATI
$28.6B
| $4.19M | 0.01% |
328,838
+230,800
| +235% | +$3.3M |
|
979
Verisk Analytics
VRSK
$24.7B
| $4.16M | 0.01% |
51,253
-30
| -0.1% | -$2.35K |
|
|
MGLN
980
DELISTED
Magellan Health Services, Inc.
MGLN
| $4.16M | 0.01% |
63,179
+24,143
| +62% | +$1.63M |
|
981
National Health Investors
NHI
$3.59B
| $4.1M | 0.01% |
54,642
+2,978
| +6% | +$207K |
|
982
Penske Automotive Group
PAG
$14.3B
| $4.08M | 0.01% |
129,782
+3,797
| +3% | +$139K |
|
|
VRE
983
DELISTED
Veris Residential
VRE
| $4.08M | 0.01% |
151,168
-35,809
| -19% | -$917K |
|
|
QTS
984
DELISTED
QTS REALTY TRUST, INC.
QTS
| $4.07M | 0.01% |
72,751
+16,150
| +29% | +$832K |
|
|
TWTR
985
DELISTED
Twitter, Inc.
TWTR
| $4.06M | 0.01% |
240,006
+222,846
| +1,299% | +$3.48M |
|
986
United Natural Foods
UNFI
$2.94B
| $4.04M | 0.01% |
86,404
+75,332
| +680% | +$2.89M |
|
987
Energizer
ENR
$1.47B
| $4.04M | 0.01% |
78,448
+44,210
| +129% | +$2.02M |
|
988
Progress Software
PRGS
$1.78B
| $4.03M | 0.01% |
146,909
-12,498
| -8% | -$321K |
|
989
Portland General Electric
POR
$5.85B
| $4.03M | 0.01% |
91,318
+48,256
| +112% | +$1.97M |
|
990
Revvity
RVTY
$13.7B
| $4.02M | 0.01% |
76,761
+48,613
| +173% | +$2.56M |
|
991
LKQ Corp
LKQ
$6.51B
| $4.02M | 0.01% |
126,767
+22,810
| +22% | +$741K |
|
|
BGG
992
DELISTED
Briggs & Stratton Corp.
BGG
| $4.01M | 0.01% |
189,356
+131,148
| +225% | +$2.84M |
|
993
StoneX
SNEX
$8.17B
| $4M | 0.01% |
742,770
-184,655
| -20% | -$982K |
|
994
MYR Group
MYRG
$4.75B
| $4M | 0.01% |
165,911
+67,762
| +69% | +$1.65M |
|
995
Natural Health Trends
NHTC
$15M
| $3.99M | 0.01% |
141,466
-19,098
| -12% | -$624K |
|
|
RPXC
996
DELISTED
RPX Corporation
RPXC
| $3.98M | 0.01% |
434,430
-2,298
| -0.5% | -$23.1K |
|
997
Hanmi Financial
HAFC
$926M
| $3.98M | 0.01% |
169,251
+11
| +0% | +$252 |
|
998
First Citizens BancShares
FCNCA
$24.7B
| $3.96M | 0.01% |
15,302
-353
| -2% | -$88.8K |
|
|
TDAY
999
USA Today Co
TDAY
$941M
| $3.96M | 0.01% |
219,264
+118,022
| +117% | +$1.94M |
|
|
GCP
1000
DELISTED
GCP Applied Technologies Inc.
GCP
| $3.96M | 0.01% |
151,932
+135,329
| +815% | +$3.17M |
|
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.