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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
+7.05%
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
$105B
AUM Growth
+$5.25B
Cap. Flow
+$274M
Cap. Flow %
0.26%
Top 10 Hldgs %
13.27%
Holding
2,400
New
91
Increased
1,022
Reduced
1,069
Closed
146

Top Buys

Rank Stock Value
1
MU icon
Micron Technology
MU
+$619M
2
TGT icon
Target
TGT
+$465M
3
MSFT icon
Microsoft
MSFT
+$390M
4
PFE icon
Pfizer
PFE
+$353M
5
ADBE icon
Adobe
ADBE
+$348M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$401M
2
ORCL icon
Oracle
ORCL
+$322M
3
EBAY icon
eBay
EBAY
+$235M
4
EXC icon
Exelon
EXC
+$232M
5
BKNG icon
Booking.com
BKNG
+$197M

Sector Composition

Rank Sector Weight
1 Technology 21.82%
2 Healthcare 17.12%
3 Consumer Discretionary 14.04%
4 Industrials 11.74%
5 Financials 9.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KALU icon
2076
Kaiser Aluminum
KALU
$2.52B
$335K ﹤0.01%
3,075
-5,193
-63% -$563K
MHK icon
2077
Mohawk Industries
MHK
$9.23B
$335K ﹤0.01%
1,910
+302
+19% +$59.2K
ECOL
2078
DELISTED
US Ecology, Inc.
ECOL
$334K ﹤0.01%
4,524
+585
+15% +$41.2K
FBMS
2079
DELISTED
The First Bancshares, Inc.
FBMS
$333K ﹤0.01%
8,519
+2,731
+47% +$107K
ACH
2080
DELISTED
Alum Corp of China Ltd
ACH
$333K ﹤0.01%
30,078
+79
+0.3% +$829
GGB icon
2081
Gerdau
GGB
$8.5B
$329K ﹤0.01%
98,455
+7,120
+8% +$22.9K
MEET
2082
DELISTED
The Meet Group, Inc. Common Stock
MEET
$328K ﹤0.01%
66,354
-81,141
-55% -$363K
ALK icon
2083
Alaska Air
ALK
$4.51B
$326K ﹤0.01%
4,735
-301,087
-98% -$19.5M
KURA icon
2084
Kura Oncology
KURA
$1.06B
$321K ﹤0.01%
18,354
+703
+4% +$13.5K
FSB
2085
DELISTED
Franklin Financial Network, Inc.
FSB
$320K ﹤0.01%
8,162
-25,333
-76% -$980K
SND icon
2086
Smart Sand
SND
$206M
$319K ﹤0.01%
77,508
-74,233
-49% -$387K
INOV
2087
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$319K ﹤0.01%
31,781
-109,723
-78% -$1.19M
ARII
2088
DELISTED
American Railcar Industries, Inc.
ARII
$319K ﹤0.01%
6,909
-1,787
-21% -$80.7K
TCS
2089
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$318K ﹤0.01%
1,909
+1,024
+116% +$153K
TOWN icon
2090
Towne Bank
TOWN
$3.49B
$316K ﹤0.01%
10,258
-987
-9% -$31.9K
TTOO
2091
DELISTED
T2 Biosystems, Inc
TTOO
$315K ﹤0.01%
8
– –
USCR
2092
DELISTED
U S Concrete, Inc.
USCR
$315K ﹤0.01%
6,866
-3,204
-32% -$161K
PFG icon
2093
Principal Financial Group
PFG
$23.7B
$314K ﹤0.01%
5,355
-81,675
-94% -$4.55M
GOLD
2094
DELISTED
Randgold Resources Ltd
GOLD
$314K ﹤0.01%
4,452
+645
+17% +$44.3K
DISCK
2095
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$313K ﹤0.01%
10,572
– –
NXEO
2096
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$313K ﹤0.01%
25,535
-17,007
-40% -$170K
MYE icon
2097
Myers Industries
MYE
$1.26B
$311K ﹤0.01%
+13,389
New +$288K
RAVN
2098
DELISTED
Raven Industries Inc
RAVN
$311K ﹤0.01%
6,807
-1,998
-23% -$85.1K
FFIN icon
2099
First Financial Bankshares
FFIN
$4.89B
$310K ﹤0.01%
10,496
+2,636
+34% +$76.5K
AAON icon
2100
Aaon
AAON
$6.55B
$306K ﹤0.01%
12,129
-3,039
-20% -$78K
82 83
84
85 86

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Cliff Asness's Q3 2018 Portfolio in Review

As of Q3 2018, Cliff Asness held 2,400 positions worth $105B, up 5.3% from $99.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Cliff Asness's Q3 2018 filing shows 91 new, 1,022 increased, 1,069 reduced and 146 closed positions. Its largest new stake was Bombardier Recreational Products: 908,172 shares worth $42.6M. The largest sale was Meta Platforms (Facebook), an estimated $401M.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 20% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • Cliff Asness's largest Q3 2018 buy was Bombardier Recreational Products: 908,172 shares worth $42.6M.
  • Cliff Asness added most to Micron Technology in Q3 2018, an estimated $619M increase.
  • Cliff Asness's biggest Q3 2018 reduction was Meta Platforms (Facebook), cutting an estimated $401M.
  • Cliff Asness fully exited Verifone Systems Inc in Q3 2018, selling an estimated $25.9M.
  • Cliff Asness's ten largest holdings make up 13% of its $105B portfolio in Q3 2018.
  • Cliff Asness opened 91 new positions and closed 146 in Q3 2018.
  • Cliff Asness's portfolio value rose 5.3% quarter-over-quarter to $105B.

Based on AQR Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.