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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
+7.23%
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
$95.3B
AUM Growth
+$11.5B
Cap. Flow
+$6.3B
Cap. Flow %
6.61%
Top 10 Hldgs %
10.55%
Holding
2,349
New
115
Increased
1,048
Reduced
954
Closed
134

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$511M
2
ORCL icon
Oracle
ORCL
+$454M
3
WDC icon
Western Digital
WDC
+$438M
4
LYB icon
LyondellBasell Industries
LYB
+$278M
5
CELG
Celgene Corp
CELG
+$268M

Top Sells

Rank Stock Value
1
AET
Aetna Inc
AET
+$265M
2
PCG icon
PG&E
PCG
+$220M
3
GM icon
General Motors
GM
+$192M
4
RF icon
Regions Financial
RF
+$174M
5
STI
SunTrust Banks, Inc.
STI
+$157M

Sector Composition

Rank Sector Weight
1 Technology 17.91%
2 Healthcare 14.95%
3 Financials 14.41%
4 Industrials 13.09%
5 Consumer Discretionary 13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DCI icon
2051
Donaldson
DCI
$10.8B
$320K ﹤0.01%
6,542
+164
+3% +$7.82K
BVN icon
2052
Compañía de Minas Buenaventura
BVN
$9.01B
$319K ﹤0.01%
22,665
+11,528
+104% +$160K
PNFP icon
2053
Pinnacle Financial Partners Inc
PNFP
$15.5B
$316K ﹤0.01%
4,766
-45,132
-90% -$3M
NC icon
2054
NACCO Industries
NC
$309M
$315K ﹤0.01%
8,369
-233,784
-97% -$9.4M
JCP
2055
DELISTED
J.C. Penney Company, Inc.
JCP
$315K ﹤0.01%
99,773
+21,245
+27% +$68.4K
ORBC
2056
DELISTED
ORBCOMM, Inc.
ORBC
$314K ﹤0.01%
30,797
– –
RETA
2057
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$313K ﹤0.01%
11,050
-2,387
-18% -$66.6K
NETI
2058
DELISTED
Eneti Inc.
NETI
$312K ﹤0.01%
4,534
+39
+0.9% +$2.72K
ADMS
2059
DELISTED
Adamas Pharmaceuticals
ADMS
$311K ﹤0.01%
+9,175
New +$256K
FRPT icon
2060
Freshpet
FRPT
$3.55B
$310K ﹤0.01%
16,338
+4,392
+37% +$76.4K
VSA
2061
VisionSys AI
VSA
$9.78M
$307K ﹤0.01%
8
– –
ECHO
2062
DELISTED
Echo Global Logistics, Inc.
ECHO
$307K ﹤0.01%
+10,952
New +$263K
GOOD
2063
Gladstone Commercial Corp
GOOD
$625M
$304K ﹤0.01%
14,444
– –
DSGX icon
2064
Descartes Systems
DSGX
$6.7B
$303K ﹤0.01%
+10,606
New +$305K
ACBI
2065
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$303K ﹤0.01%
+17,226
New +$297K
GFF icon
2066
Griffon
GFF
$4.55B
$302K ﹤0.01%
14,851
-95
-0.6% -$2.08K
RAVN
2067
DELISTED
Raven Industries Inc
RAVN
$302K ﹤0.01%
8,805
– –
BMS
2068
DELISTED
Bemis
BMS
$301K ﹤0.01%
6,296
-471,119
-99% -$21.8M
AYR
2069
DELISTED
Aircastle Ltd
AYR
$298K ﹤0.01%
12,771
+2,974
+30% +$69.9K
NNBR icon
2070
NN Inc
NNBR
$312M
$297K ﹤0.01%
10,764
– –
WDFC icon
2071
WD-40
WDFC
$2.91B
$297K ﹤0.01%
2,515
– –
LSAK icon
2072
Lesaka Technologies
LSAK
$395M
$282K ﹤0.01%
23,679
-44,941
-65% -$456K
SAFE
2073
Safehold
SAFE
$1.09B
$282K ﹤0.01%
+5,119
New +$289K
TR icon
2074
Tootsie Roll Industries
TR
$3.08B
$282K ﹤0.01%
10,116
– –
MANT
2075
DELISTED
Mantech International Corp
MANT
$282K ﹤0.01%
5,615
-1,481
-21% -$71.9K
81 82
83
84 85

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Cliff Asness's Q4 2017 Portfolio in Review

As of Q4 2017, Cliff Asness held 2,349 positions worth $95.3B, up 14% from $83.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Cliff Asness deployed $6.3B of net new capital in Q4 2017, opening 115 new positions and adding to 1,048 existing holdings. Its largest new stake was Whiting Petroleum Corporation: 19,680 shares worth $39.1M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 16% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was Aetna Inc, an estimated $265M trimmed.

  • Cliff Asness's largest Q4 2017 buy was Whiting Petroleum Corporation: 19,680 shares worth $39.1M.
  • Cliff Asness added most to Meta Platforms (Facebook) in Q4 2017, an estimated $511M increase.
  • Cliff Asness's biggest Q4 2017 reduction was Aetna Inc, cutting an estimated $265M.
  • Cliff Asness fully exited Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share in Q4 2017, selling an estimated $69.6M.
  • Cliff Asness's ten largest holdings make up 11% of its $95.3B portfolio in Q4 2017.
  • Cliff Asness opened 115 new positions and closed 134 in Q4 2017.
  • Cliff Asness's portfolio value rose 14% quarter-over-quarter to $95.3B.

Based on AQR Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.