We are live on ! Find out more
CA

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
-0.4%
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
$53.9B
AUM Growth
-$3.86B
Cap. Flow
-$3.34B
Cap. Flow %
-6.19%
Top 10 Hldgs %
17.39%
Holding
2,400
New
176
Increased
945
Reduced
1,029
Closed
165

Top Buys

Rank Stock Value
1
COF icon
Capital One
COF
+$129M
2
EOG icon
EOG Resources
EOG
+$112M
3
TT icon
Trane Technologies
TT
+$81.4M
4
DE icon
Deere & Co
DE
+$74.4M
5
ADP icon
Automatic Data Processing
ADP
+$66.3M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$763M
2
AMZN icon
Amazon
AMZN
+$183M
3
AAPL icon
Apple
AAPL
+$171M
4
ORCL icon
Oracle
ORCL
+$162M
5
KR icon
Kroger
KR
+$156M

Sector Composition

Rank Sector Weight
1 Technology 23.33%
2 Healthcare 15.26%
3 Industrials 12.9%
4 Financials 12.31%
5 Consumer Discretionary 11.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XXII
2126
22nd Century Group
XXII
$2.68M
– –
0
– –
SRNE
2127
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$221K ﹤0.01%
28,930
-44,011
-60% -$373K
AEM icon
2128
Agnico Eagle Mines
AEM
$109B
$219K ﹤0.01%
4,230
+67
+2% +$3.9K
ALE
2129
DELISTED
Allete
ALE
$219K ﹤0.01%
+3,680
New +$249K
CENX icon
2130
Century Aluminum
CENX
$4.35B
$219K ﹤0.01%
16,274
-56,875
-78% -$715K
GOLD
2131
Gold.com Inc
GOLD
$1.34B
$217K ﹤0.01%
7,222
-1,602
-18% -$40.5K
CWST icon
2132
Casella Waste Systems
CWST
$5.86B
$217K ﹤0.01%
+2,863
New +$202K
ARGO
2133
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$217K ﹤0.01%
+4,162
New +$219K
KDMN
2134
DELISTED
Kadmon Holdings, Inc.
KDMN
$216K ﹤0.01%
+24,776
New +$141K
MNKD icon
2135
MannKind Corp
MNKD
$1.33B
$214K ﹤0.01%
49,277
– –
NOVA
2136
DELISTED
Sunnova Energy
NOVA
$213K ﹤0.01%
6,452
-3,328
-34% -$118K
BBCP icon
2137
Concrete Pumping Holdings
BBCP
$470M
$211K ﹤0.01%
+24,728
New +$208K
MNRL
2138
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$211K ﹤0.01%
11,023
-3,801
-26% -$73K
AKBA icon
2139
Akebia Therapeutics
AKBA
$251M
$210K ﹤0.01%
72,770
+58,751
+419% +$168K
BVH
2140
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$210K ﹤0.01%
+8,134
New +$168K
UEC icon
2141
Uranium Energy
UEC
$6.31B
$209K ﹤0.01%
68,683
+40,562
+144% +$102K
TRIL
2142
DELISTED
Trillium Therapeutics Inc.
TRIL
$209K ﹤0.01%
+11,895
New +$139K
GRPN icon
2143
Groupon
GRPN
$797M
$208K ﹤0.01%
9,103
-21,274
-70% -$629K
RFL icon
2144
Rafael Holdings
RFL
$112M
$206K ﹤0.01%
+6,810
New +$313K
HFWA icon
2145
Heritage Financial
HFWA
$1.19B
$205K ﹤0.01%
+8,055
New +$196K
PLAY icon
2146
Dave & Buster's
PLAY
$357M
$205K ﹤0.01%
5,361
-7,079
-57% -$256K
RCUS icon
2147
Arcus Biosciences
RCUS
$3.86B
$205K ﹤0.01%
5,869
-31,770
-84% -$989K
GRTS
2148
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$205K ﹤0.01%
19,007
-21,736
-53% -$198K
TNDM icon
2149
Tandem Diabetes Care
TNDM
$1.55B
$204K ﹤0.01%
+1,705
New +$188K
W icon
2150
Wayfair
W
$13.9B
$204K ﹤0.01%
797
-42,244
-98% -$11.9M
84 85
86
87 88

Similar funds

BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $289B AUM 60.46% 1-Year Est. Return
Millennium Management
Millennium Management New York $276B AUM 44.8% 1-Year Est. Return
Berkshire Hathaway
Berkshire Hathaway Omaha, Nebraska $299B AUM 27.55% 1-Year Est. Return
AllianceBernstein
AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
Bank of Montreal
Bank of Montreal Toronto, Ontario, Canada $304B AUM 35.64% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return
CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $316B AUM 71.57% 1-Year Est. Return

Cliff Asness's Q3 2021 Portfolio in Review

As of Q3 2021, Cliff Asness held 2,400 positions worth $53.9B, down 6.7% from $57.8B the previous quarter. Its ten largest holdings account for 17% of the portfolio.

Cliff Asness withdrew a net $3.34B in Q3 2021, closing 165 positions and reducing 1,029 holdings. Its most notable exit was Alibaba, an estimated $763M position sold in full.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, Cliff Asness opened a new position in Albertsons Companies worth $15M.

  • Cliff Asness's largest Q3 2021 buy was Albertsons Companies: 481,384 shares worth $15M.
  • Cliff Asness added most to Capital One in Q3 2021, an estimated $129M increase.
  • Cliff Asness's biggest Q3 2021 reduction was Amazon, cutting an estimated $183M.
  • Cliff Asness fully exited Alibaba in Q3 2021, selling an estimated $763M.
  • Cliff Asness's ten largest holdings make up 17% of its $53.9B portfolio in Q3 2021.
  • Cliff Asness opened 176 new positions and closed 165 in Q3 2021.
  • Cliff Asness's portfolio value fell 6.7% quarter-over-quarter to $53.9B.

Based on AQR Capital Management's 13F filing for Q3 2021, filed 15 Nov 2021.