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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
GLBL
2151
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$159K ﹤0.01%
31,435
– –
SN
2152
DELISTED
Sanchez Energy Corporation
SN
$158K ﹤0.01%
22,010
-44,933
-67% -$333K
TTPH
2153
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$155K ﹤0.01%
+1,088
New +$168K
BRG
2154
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$154K ﹤0.01%
11,974
– –
ORN icon
2155
Orion Group Holdings
ORN
$375M
$152K ﹤0.01%
20,304
– –
GCAP
2156
DELISTED
Gain Capital Holdings, Inc.
GCAP
$151K ﹤0.01%
24,292
-1,922
-7% -$12.5K
ECOM
2157
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$145K ﹤0.01%
12,592
– –
INO icon
2158
Inovio Pharmaceuticals
INO
$122M
$144K ﹤0.01%
1,526
-839
-35% -$71.8K
TXMD icon
2159
TherapeuticsMD
TXMD
$23.8M
$142K ﹤0.01%
538
– –
FTK icon
2160
Flotek Industries
FTK
$894M
$138K ﹤0.01%
+2,571
New +$162K
CVGI icon
2161
Commercial Vehicle Group
CVGI
$130M
$133K ﹤0.01%
+15,733
New +$128K
SDRL
2162
DELISTED
Seadrill Limited Common Stock
SDRL
$131K ﹤0.01%
1,359
-2,554
-65% -$401K
AGEN
2163
Agenus
AGEN
$364M
$125K ﹤0.01%
1,625
+12
+0.7% +$844
GGB icon
2164
Gerdau
GGB
$8.5B
$125K ﹤0.01%
51,698
-9,014
-15% -$21.3K
IVAC
2165
DELISTED
Intevac Inc
IVAC
$125K ﹤0.01%
+11,230
New +$143K
ONIT
2166
Onity Group
ONIT
$301M
$123K ﹤0.01%
+3,059
New +$145K
SREV
2167
DELISTED
ServiceSource International, Inc.
SREV
$122K ﹤0.01%
31,532
– –
ERF
2168
DELISTED
Enerplus Corporation
ERF
$118K ﹤0.01%
14,539
-27,055
-65% -$213K
CDMO
2169
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$116K ﹤0.01%
27,284
– –
ASXC
2170
DELISTED
Asensus Surgical, Inc.
ASXC
$110K ﹤0.01%
11,927
-29,059
-71% -$276K
TAC icon
2171
TransAlta
TAC
$3.86B
$108K ﹤0.01%
16,875
-2,823
-14% -$15.7K
GSAT icon
2172
Globalstar
GSAT
$10.7B
$104K ﹤0.01%
+3,249
New +$97.9K
TGTX icon
2173
TG Therapeutics
TGTX
$8.31B
$103K ﹤0.01%
+10,274
New +$115K
VRAY
2174
DELISTED
ViewRay, Inc.
VRAY
$101K ﹤0.01%
+15,643
New +$105K
VIVS
2175
VivoSim Labs
VIVS
$3.83M
$99K ﹤0.01%
158
– –
85 86
87
88 89

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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.