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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
RENT
1701
DELISTED
RENTRAK CORP
RENT
$734K ﹤0.01%
14,000
+2,300
+20% +$122K
TXMD icon
1702
TherapeuticsMD
TXMD
$24M
$730K ﹤0.01%
3,304
-2,716
-45% -$604K
MMP
1703
DELISTED
Magellan Midstream Partners, L.P.
MMP
$730K ﹤0.01%
8,690
– –
BPFHW
1704
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$730K ﹤0.01%
117,799
– –
VKI icon
1705
Invesco Advantage Municipal Income Trust II
VKI
$391M
$728K ﹤0.01%
64,151
+409
+0.6% +$4.6K
GRT
1706
DELISTED
GLIMCHER REALTY TRUST
GRT
$728K ﹤0.01%
67,240
+1,300
+2% +$13.7K
ARNA
1707
DELISTED
Arena Pharmaceuticals Inc
ARNA
$725K ﹤0.01%
12,366
– –
AMCX icon
1708
AMC Global Media
AMCX
$512M
$723K ﹤0.01%
11,762
-4,300
-27% -$275K
OFG icon
1709
OFG Bancorp
OFG
$2.21B
$722K ﹤0.01%
39,221
– –
SWS
1710
DELISTED
SWS GROUP INC
SWS
$722K ﹤0.01%
99,202
+400
+0.4% +$2.96K
PIKE
1711
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
$722K ﹤0.01%
80,600
-212,000
-72% -$1.98M
PBH icon
1712
Prestige Consumer Healthcare
PBH
$2.46B
$720K ﹤0.01%
21,242
-42,509
-67% -$1.36M
PHLT
1713
DELISTED
Performant Healthcare Inc
PHLT
$720K ﹤0.01%
71,300
-87,500
-55% -$798K
VNDA icon
1714
Vanda Pharmaceuticals
VNDA
$322M
$717K ﹤0.01%
44,313
-30,200
-41% -$402K
EHTH icon
1715
eHealth
EHTH
$39.4M
$716K ﹤0.01%
18,849
+400
+2% +$15.8K
CBL
1716
DELISTED
CBL& Associates Properties, Inc.
CBL
$716K ﹤0.01%
37,700
+700
+2% +$12.9K
REV
1717
DELISTED
Revlon, Inc.
REV
$712K ﹤0.01%
23,343
-900
-4% -$26.3K
HAIN icon
1718
Hain Celestial
HAIN
$75.8M
$708K ﹤0.01%
15,960
+600
+4% +$26.7K
TRNO icon
1719
Terreno Realty
TRNO
$7.51B
$705K ﹤0.01%
+36,476
New +$684K
CPK icon
1720
Chesapeake Utilities
CPK
$3.26B
$704K ﹤0.01%
14,808
-1,500
-9% -$65.1K
TWO
1721
Two Harbors Investment
TWO
$1.28B
$703K ﹤0.01%
8,388
-525
-6% -$43.6K
FAST icon
1722
Fastenal
FAST
$58.8B
$700K ﹤0.01%
56,572
-78,000
-58% -$965K
CNQR
1723
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
$700K ﹤0.01%
7,500
-8,000
-52% -$701K
FFA
1724
First Trust Enhanced Equity Income Fund
FFA
$460M
$699K ﹤0.01%
48,336
-35,771
-43% -$501K
B
1725
DELISTED
Barnes Group Inc.
B
$698K ﹤0.01%
18,124
-1,700
-9% -$64.9K
67 68
69
70 71

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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.