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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
SPNC
1776
DELISTED
Spectranetics Corp
SPNC
$644K ﹤0.01%
28,156
-4,500
-14% -$104K
HALO icon
1777
Halozyme
HALO
$12.3B
$642K ﹤0.01%
64,955
-47,800
-42% -$406K
QEP
1778
DELISTED
QEP RESOURCES, INC.
QEP
$642K ﹤0.01%
+18,600
New +$588K
CIEN icon
1779
Ciena
CIEN
$52.7B
$636K ﹤0.01%
29,365
-44,300
-60% -$910K
ARCW
1780
DELISTED
ARC Group Worldwide, Inc
ARCW
$636K ﹤0.01%
41,850
+5,600
+15% +$83.5K
LTXB
1781
DELISTED
LegacyTexas Financial Group Inc
LTXB
$635K ﹤0.01%
23,592
-7,700
-25% -$202K
DIOD icon
1782
Diodes
DIOD
$4.13B
$634K ﹤0.01%
21,896
+7,000
+47% +$194K
RCI icon
1783
Rogers Communications
RCI
$19.7B
$632K ﹤0.01%
+15,700
New +$635K
BCE icon
1784
BCE
BCE
$22.2B
$631K ﹤0.01%
13,900
-40,005
-74% -$1.8M
SWI
1785
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$631K ﹤0.01%
16,320
-1,000
-6% -$40K
RCPT
1786
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
$630K ﹤0.01%
+14,800
New +$511K
GCO icon
1787
Genesco
GCO
$390M
$625K ﹤0.01%
7,609
+100
+1% +$7.65K
VMC icon
1788
Vulcan Materials
VMC
$35.8B
$625K ﹤0.01%
9,800
– –
ISBC
1789
DELISTED
Investors Bancorp, Inc.
ISBC
$625K ﹤0.01%
56,587
+33,669
+147% +$359K
TGI
1790
DELISTED
Triumph Group
TGI
$623K ﹤0.01%
8,927
+1,800
+25% +$121K
INSM icon
1791
Insmed
INSM
$27.1B
$621K ﹤0.01%
31,090
-25,800
-45% -$382K
FNHC
1792
DELISTED
FedNat Holding Company Common Stock
FNHC
$620K ﹤0.01%
24,300
+7,800
+47% +$171K
RGP
1793
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$620K ﹤0.01%
19,234
– –
OXSQ icon
1794
Oxford Square Capital
OXSQ
$150M
$619K ﹤0.01%
62,511
-251,148
-80% -$2.41M
EVG
1795
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$616K ﹤0.01%
40,173
+6,757
+20% +$103K
BFX
1796
DELISTED
BowFlex Inc.
BFX
$616K ﹤0.01%
55,568
-56,000
-50% -$568K
USCR
1797
DELISTED
U S Concrete, Inc.
USCR
$616K ﹤0.01%
24,884
+100
+0.4% +$2.43K
KMP
1798
DELISTED
KINDER MORGAN ENER PNTRS L.P.
KMP
$613K ﹤0.01%
7,451
– –
MXWL
1799
DELISTED
Maxwell Technologies Inc
MXWL
$611K ﹤0.01%
40,400
-117,100
-74% -$1.84M
AOD
1800
abrdn Total Dynamic Dividend Fund
AOD
$1.12B
$609K ﹤0.01%
68,250
-114,394
-63% -$989K
70 71
72
73 74

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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.