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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
+2.32%
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
$56.7B
AUM Growth
+$1.08B
Cap. Flow
+$547M
Cap. Flow %
0.97%
Top 10 Hldgs %
8.66%
Holding
2,362
New
158
Increased
1,005
Reduced
951
Closed
174

Top Buys

Rank Stock Value
1
FE icon
FirstEnergy
FE
+$185M
2
TSN icon
Tyson Foods
TSN
+$177M
3
PG icon
Procter & Gamble
PG
+$110M
4
ETR icon
Entergy
ETR
+$101M
5
ENDP
Endo International plc
ENDP
+$95.4M

Top Sells

Rank Stock Value
1
NKE icon
Nike
NKE
+$129M
2
AAPL icon
Apple
AAPL
+$107M
3
ABT icon
Abbott
ABT
+$99.3M
4
AGN
Allergan plc
AGN
+$88.8M
5
GS icon
Goldman Sachs
GS
+$88M

Sector Composition

Rank Sector Weight
1 Technology 14.27%
2 Financials 13.34%
3 Industrials 12.76%
4 Consumer Discretionary 12.72%
5 Consumer Staples 11.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LMOS
2151
DELISTED
Lumos Networks Corp
LMOS
$127K ﹤0.01%
10,484
– –
VATE icon
2152
INNOVATE Corp
VATE
$107M
$124K ﹤0.01%
2,886
– –
RMTI icon
2153
Rockwell Medical
RMTI
$32.6M
$121K ﹤0.01%
145
– –
HOV icon
2154
Hovnanian Enterprises
HOV
$770M
$119K ﹤0.01%
2,825
-1,556
-36% -$64.6K
IOVA icon
2155
Iovance Biotherapeutics
IOVA
$3.76B
$119K ﹤0.01%
14,630
-7,648
-34% -$48K
EGY icon
2156
Vaalco Energy
EGY
$625M
$117K ﹤0.01%
110,409
-29,588
-21% -$31.6K
ICON
2157
DELISTED
Iconix Brand Group, Inc.
ICON
$117K ﹤0.01%
1,738
-8,825
-84% -$688K
CALX icon
2158
Calix
CALX
$2.53B
$113K ﹤0.01%
16,419
-29,048
-64% -$199K
ZDGE icon
2159
Zedge
ZDGE
$38M
$112K ﹤0.01%
+24,408
New +$102K
IIP
2160
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$110K ﹤0.01%
53,542
-30,031
-36% -$61.7K
TROX icon
2161
Tronox
TROX
$888M
$109K ﹤0.01%
+24,712
New +$140K
ACTA
2162
DELISTED
Actua Corp
ACTA
$109K ﹤0.01%
12,100
– –
OPCH icon
2163
Option Care Health
OPCH
$3.55B
$104K ﹤0.01%
10,154
-10,635
-51% -$109K
TWI icon
2164
Titan International
TWI
$461M
$104K ﹤0.01%
16,789
-56,284
-77% -$350K
VANI icon
2165
Vivani Medical
VANI
$124M
$102K ﹤0.01%
+1,180
New +$123K
SGYP
2166
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$99K ﹤0.01%
25,940
-28,385
-52% -$96.2K
TBBK icon
2167
The Bancorp
TBBK
$2.74B
$97K ﹤0.01%
16,126
-27,500
-63% -$166K
TNGO
2168
DELISTED
Tangoe, Inc.
TNGO
$94K ﹤0.01%
12,188
-5,393
-31% -$43.5K
LIOX
2169
DELISTED
Lionbridge Technologies
LIOX
$94K ﹤0.01%
23,819
– –
CALA
2170
DELISTED
Calithera Biosciences, Inc
CALA
$90K ﹤0.01%
1,220
-1,876
-61% -$188K
JIVE
2171
DELISTED
Jive Software, Inc.
JIVE
$84K ﹤0.01%
22,384
-12,731
-36% -$49.6K
LEAF
2172
DELISTED
Leaf Group Ltd.
LEAF
$82K ﹤0.01%
15,825
-11,354
-42% -$62.4K
NVTR
2173
DELISTED
Nuvectra Corporation Common Stock
NVTR
$77K ﹤0.01%
10,455
-270
-3% -$2.15K
SID icon
2174
Companhia Siderúrgica Nacional
SID
$1.3B
$74K ﹤0.01%
30,264
-1,696
-5% -$4.38K
CDMO
2175
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$70K ﹤0.01%
27,284
– –
85 86
87
88 89

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Cliff Asness's Q2 2016 Portfolio in Review

As of Q2 2016, Cliff Asness held 2,362 positions worth $56.7B, up 1.9% from $55.6B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.

Cliff Asness's Q2 2016 filing shows 158 new, 1,005 increased, 951 reduced and 174 closed positions. Its largest new stake was S&P Global: 466,444 shares worth $50M. The largest sale was Nike, an estimated $129M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Financials and Industrials.

  • Cliff Asness's largest Q2 2016 buy was S&P Global: 466,444 shares worth $50M.
  • Cliff Asness added most to FirstEnergy in Q2 2016, an estimated $185M increase.
  • Cliff Asness's biggest Q2 2016 reduction was Nike, cutting an estimated $129M.
  • Cliff Asness fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $59.8M.
  • Cliff Asness's ten largest holdings make up 8.7% of its $56.7B portfolio in Q2 2016.
  • Cliff Asness opened 158 new positions and closed 174 in Q2 2016.
  • Cliff Asness's portfolio value rose 1.9% quarter-over-quarter to $56.7B.

Based on AQR Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.