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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
+6.44%
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
$75.2B
AUM Growth
+$2.76B
Cap. Flow
-$1.12B
Cap. Flow %
-1.49%
Top 10 Hldgs %
8.43%
Holding
2,340
New
118
Increased
961
Reduced
1,011
Closed
173

Top Buys

Rank Stock Value
1
BA icon
Boeing
BA
+$179M
2
UNP icon
Union Pacific
UNP
+$173M
3
STLA icon
Stellantis
STLA
+$124M
4
HUM icon
Humana
HUM
+$123M
5
COF icon
Capital One
COF
+$121M

Top Sells

Rank Stock Value
1
ETR icon
Entergy
ETR
+$172M
2
HPQ icon
HP
HPQ
+$157M
3
ANDV
Andeavor
ANDV
+$151M
4
FE icon
FirstEnergy
FE
+$149M
5
PG icon
Procter & Gamble
PG
+$146M

Sector Composition

Rank Sector Weight
1 Financials 18.41%
2 Technology 16.12%
3 Industrials 15.83%
4 Consumer Discretionary 11.77%
5 Healthcare 10.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ASC icon
2176
Ardmore Shipping
ASC
$752M
– –
-44,623
Closed -$330K
EFOR
2177
Everforth Inc
EFOR
$1.34B
– –
-28,194
Closed -$1.25M
ATNI icon
2178
ATN International
ATNI
$477M
– –
-23,981
Closed -$1.92M
AWR icon
2179
American States Water
AWR
$3.51B
– –
-39,845
Closed -$1.82M
AXTA icon
2180
Axalta
AXTA
$7.75B
– –
-18,663
Closed -$508K
AZZ icon
2181
AZZ Inc
AZZ
$4.25B
– –
-4,993
Closed -$319K
BCC icon
2182
Boise Cascade
BCC
$2.88B
– –
-11,670
Closed -$263K
BKH icon
2183
Black Hills Corp
BKH
$5.47B
– –
-25,057
Closed -$1.54M
NXH
2184
Neighborhood Intelligence, Inc. Common Stock
NXH
$396M
– –
-43,767
Closed -$575K
CALM icon
2185
Cal-Maine
CALM
$3.87B
– –
-27,162
Closed -$1.2M
CCOI icon
2186
Cogent Communications
CCOI
$470M
– –
-9,129
Closed -$377K
CERS icon
2187
Cerus
CERS
$566M
– –
-29,083
Closed -$127K
CHDN icon
2188
Churchill Downs
CHDN
$6.53B
– –
-27,978
Closed -$702K
CLAR icon
2189
Clarus
CLAR
$142M
– –
-20,610
Closed -$110K
CLNE icon
2190
Clean Energy Fuels
CLNE
$357M
– –
-63,661
Closed -$182K
CMTL icon
2191
Comtech Telecommunications
CMTL
$53M
– –
-23,032
Closed -$273K
CNMD icon
2192
CONMED
CNMD
$1.53B
– –
-12,901
Closed -$570K
COHU icon
2193
Cohu
COHU
$2.57B
– –
-25,608
Closed -$356K
COLM icon
2194
Columbia Sportswear
COLM
$3.09B
– –
-8,986
Closed -$524K
COTY icon
2195
Coty
COTY
$2.41B
– –
-72,694
Closed -$1.33M
CSR
2196
Centerspace
CSR
$906M
– –
-2,202
Closed -$157K
CTRA
2197
DELISTED
Coterra Energy
CTRA
– –
-11,498
Closed -$269K
CVGW
2198
DELISTED
Calavo Growers
CVGW
– –
-13,468
Closed -$827K
CWEN icon
2199
Clearway Energy Class C
CWEN
$6.68B
– –
-28,422
Closed -$449K
DBRG icon
2200
DigitalBridge
DBRG
$2.95B
– –
-45,134
Closed -$2.69M
86 87
88
89 90

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Cliff Asness's Q1 2017 Portfolio in Review

As of Q1 2017, Cliff Asness held 2,340 positions worth $75.2B, up 3.8% from $72.5B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.

Cliff Asness's Q1 2017 filing shows 118 new, 961 increased, 1,011 reduced and 173 closed positions. Its largest new stake was Invesco QQQ Trust: 591,417 shares worth $78.3M. The largest sale was Entergy, an estimated $172M.

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

  • Cliff Asness's largest Q1 2017 buy was Invesco QQQ Trust: 591,417 shares worth $78.3M.
  • Cliff Asness added most to Boeing in Q1 2017, an estimated $179M increase.
  • Cliff Asness's biggest Q1 2017 reduction was Entergy, cutting an estimated $172M.
  • Cliff Asness fully exited Mentor Graphics Corp in Q1 2017, selling an estimated $30.2M.
  • Cliff Asness's ten largest holdings make up 8.4% of its $75.2B portfolio in Q1 2017.
  • Cliff Asness opened 118 new positions and closed 173 in Q1 2017.
  • Cliff Asness's portfolio value rose 3.8% quarter-over-quarter to $75.2B.

Based on AQR Capital Management's 13F filing for Q1 2017, filed 15 May 2017.