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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
AKP
1926
DELISTED
Alliance Californa Muni Fd
AKP
$455K ﹤0.01%
34,582
+1,523
+5% +$19.9K
USA icon
1927
Liberty All-Star Equity Fund
USA
$1.85B
$454K ﹤0.01%
+75,563
New +$443K
SEP
1928
DELISTED
Spectra Engy Parters Lp
SEP
$453K ﹤0.01%
8,497
– –
IIM icon
1929
Invesco Value Municipal Income Trust
IIM
$586M
$452K ﹤0.01%
30,181
-18,300
-38% -$275K
HLIO icon
1930
Helios Technologies
HLIO
$2.44B
$451K ﹤0.01%
11,100
– –
MUA icon
1931
BlackRock MuniAssets Fund
MUA
$667M
$451K ﹤0.01%
35,158
-331
-0.9% -$4.22K
VOYA icon
1932
Voya Financial
VOYA
$8.98B
$451K ﹤0.01%
+12,400
New +$443K
PGI
1933
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$451K ﹤0.01%
33,810
-174,100
-84% -$2.22M
FBRC
1934
DELISTED
FBR & Co. Common Stock
FBRC
$451K ﹤0.01%
16,635
– –
WSBC icon
1935
WesBanco
WSBC
$3.91B
$450K ﹤0.01%
14,499
– –
BPL
1936
DELISTED
Buckeye Partners, L.P.
BPL
$450K ﹤0.01%
5,416
– –
ZU
1937
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$450K ﹤0.01%
11,000
+3,800
+53% +$153K
ZVO
1938
DELISTED
Zovio Inc. Common Stock
ZVO
$448K ﹤0.01%
33,731
-17,157
-34% -$249K
SHLO
1939
DELISTED
Shiloh Industries Inc
SHLO
$448K ﹤0.01%
24,286
+7,200
+42% +$135K
DZSI
1940
DELISTED
DZS Inc. Common Stock
DZSI
$446K ﹤0.01%
28,779
+4,560
+19% +$73.7K
EGO icon
1941
Eldorado Gold
EGO
$12.1B
$445K ﹤0.01%
11,660
+4,760
+69% +$146K
MGEE icon
1942
MGE Energy Inc
MGEE
$3B
$445K ﹤0.01%
11,267
-4,000
-26% -$152K
PNK
1943
DELISTED
Pinnacle Entertainment Inc.
PNK
$445K ﹤0.01%
17,690
-39,200
-69% -$931K
WEX icon
1944
WEX
WEX
$6.93B
$444K ﹤0.01%
4,234
-1,600
-27% -$153K
RRTS
1945
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$444K ﹤0.01%
632
– –
CPS icon
1946
Cooper-Standard Automotive
CPS
$471M
$443K ﹤0.01%
+6,700
New +$444K
EVER
1947
DELISTED
Everbank Financial Corp
EVER
$442K ﹤0.01%
21,922
-19,200
-47% -$370K
KGC icon
1948
Kinross Gold
KGC
$39.1B
$440K ﹤0.01%
106,400
+42,200
+66% +$172K
APEI icon
1949
American Public Education
APEI
$846M
$439K ﹤0.01%
12,758
-16,008
-56% -$558K
BCO icon
1950
Brink's
BCO
$4.65B
$439K ﹤0.01%
15,568
-10,400
-40% -$279K
76 77
78
79 80

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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.