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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
+3.27%
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
$75.6B
AUM Growth
+$332M
Cap. Flow
-$1.48B
Cap. Flow %
-1.96%
Top 10 Hldgs %
9.2%
Holding
2,306
New
139
Increased
928
Reduced
1,013
Closed
118

Top Buys

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$234M
2
EBAY icon
eBay
EBAY
+$223M
3
DIS icon
Walt Disney
DIS
+$189M
4
HUM icon
Humana
HUM
+$184M
5
DXC icon
DXC Technology
DXC
+$172M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$236M
2
CFG icon
Citizens Financial Group
CFG
+$157M
3
AMAT icon
Applied Materials
AMAT
+$156M
4
HUN icon
Huntsman Corp
HUN
+$154M
5
STI
SunTrust Banks, Inc.
STI
+$151M

Sector Composition

Rank Sector Weight
1 Financials 16.97%
2 Technology 16.56%
3 Industrials 15.08%
4 Healthcare 12.53%
5 Consumer Discretionary 12.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
INSM icon
2101
Insmed
INSM
$27.5B
$221K ﹤0.01%
12,865
+515
+4% +$8.8K
CCC
2102
DELISTED
Calgon Carbon Corp
CCC
$221K ﹤0.01%
14,618
-67,705
-82% -$965K
BANC icon
2103
Banc of California
BANC
$2.95B
$218K ﹤0.01%
10,120
-53,659
-84% -$1.13M
MPAA icon
2104
Motorcar Parts of America
MPAA
$226M
$218K ﹤0.01%
7,736
– –
AFI
2105
DELISTED
Armstrong Flooring, Inc.
AFI
$218K ﹤0.01%
12,141
-66,338
-85% -$1.24M
PKD
2106
DELISTED
Parker Drilling Company
PKD
$217K ﹤0.01%
10,722
– –
ACTG icon
2107
Acacia Research
ACTG
$440M
$216K ﹤0.01%
52,730
+9,843
+23% +$45.8K
PCTY icon
2108
Paylocity
PCTY
$8.14B
$215K ﹤0.01%
+4,763
New +$208K
EPE
2109
DELISTED
EP Energy Corporation
EPE
$215K ﹤0.01%
58,839
-41,313
-41% -$180K
WOOF
2110
DELISTED
VCA Inc.
WOOF
$215K ﹤0.01%
2,329
-526
-18% -$48.4K
KW
2111
DELISTED
Kennedy-Wilson Holdings
KW
$214K ﹤0.01%
+11,233
New +$227K
PGTI
2112
DELISTED
PGT, Inc.
PGTI
$214K ﹤0.01%
16,718
– –
AFAM
2113
DELISTED
Almost Family Inc
AFAM
$214K ﹤0.01%
3,469
-6,743
-66% -$369K
CTMX icon
2114
CytomX Therapeutics
CTMX
$715M
$213K ﹤0.01%
+13,711
New +$207K
NFBK
2115
DELISTED
Northfield Bancorp
NFBK
$213K ﹤0.01%
12,423
– –
AYR
2116
DELISTED
Aircastle Ltd
AYR
$213K ﹤0.01%
9,797
– –
FRBK
2117
DELISTED
Republic First Bancorp Inc
FRBK
$209K ﹤0.01%
22,570
+11,679
+107% +$104K
RLI icon
2118
RLI Corp
RLI
$6B
$208K ﹤0.01%
7,604
-352
-4% -$9.9K
DISCK
2119
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$207K ﹤0.01%
8,218
– –
AVAV icon
2120
AeroVironment
AVAV
$8.14B
$206K ﹤0.01%
5,402
-2,339
-30% -$70.8K
ATR icon
2121
AptarGroup
ATR
$8.57B
$205K ﹤0.01%
+2,356
New +$194K
COLB icon
2122
Columbia Banking Systems
COLB
$8.72B
$205K ﹤0.01%
5,144
-3,319
-39% -$129K
FPRX
2123
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$205K ﹤0.01%
6,802
-53,150
-89% -$1.66M
CSRA
2124
DELISTED
CSRA Inc.
CSRA
$205K ﹤0.01%
+6,461
New +$194K
VLGEA icon
2125
Village Super Market
VLGEA
$653M
$202K ﹤0.01%
+7,778
New +$202K
83 84
85
86 87

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Cliff Asness's Q2 2017 Portfolio in Review

As of Q2 2017, Cliff Asness held 2,306 positions worth $75.6B, up 0.44% from $75.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.

Cliff Asness's Q2 2017 filing shows 139 new, 928 increased, 1,013 reduced and 118 closed positions. Its largest new stake was DXC Technology: 2,594,054 shares worth $172M. The largest sale was Wells Fargo, an estimated $236M.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Technology and Industrials.

  • Cliff Asness's largest Q2 2017 buy was DXC Technology: 2,594,054 shares worth $172M.
  • Cliff Asness added most to Gilead Sciences in Q2 2017, an estimated $234M increase.
  • Cliff Asness's biggest Q2 2017 reduction was Wells Fargo, cutting an estimated $236M.
  • Cliff Asness fully exited Computer Sciences in Q2 2017, selling an estimated $77.8M.
  • Cliff Asness's ten largest holdings make up 9.2% of its $75.6B portfolio in Q2 2017.
  • Cliff Asness opened 139 new positions and closed 118 in Q2 2017.
  • Cliff Asness's portfolio value rose 0.44% quarter-over-quarter to $75.6B.

Based on AQR Capital Management's 13F filing for Q2 2017, filed 14 Aug 2017.