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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
+14.14%
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
$94.3B
AUM Growth
+$7.96B
Cap. Flow
-$2.37B
Cap. Flow %
-2.52%
Top 10 Hldgs %
12.56%
Holding
2,315
New
140
Increased
934
Reduced
1,002
Closed
155

Top Buys

Rank Stock Value
1
BIIB icon
Biogen
BIIB
+$335M
2
EXC icon
Exelon
EXC
+$314M
3
PG icon
Procter & Gamble
PG
+$241M
4
TRIP icon
TripAdvisor
TRIP
+$208M
5
SBUX icon
Starbucks
SBUX
+$182M

Top Sells

Rank Stock Value
1
WMT icon
Walmart Inc
WMT
+$551M
2
TGT icon
Target
TGT
+$514M
3
CELG
Celgene Corp
CELG
+$495M
4
CI icon
Cigna
CI
+$369M
5
COST icon
Costco
COST
+$310M

Sector Composition

Rank Sector Weight
1 Technology 20.21%
2 Healthcare 19.58%
3 Consumer Discretionary 13.72%
4 Industrials 9.29%
5 Financials 9.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EEX
2176
DELISTED
Emerald Holding
EEX
– –
-14,700
Closed -$181K
EGBN icon
2177
Eagle Bancorp
EGBN
$861M
– –
-7,197
Closed -$351K
EYE icon
2178
National Vision
EYE
$1.41B
– –
-53,776
Closed -$1.51M
FARO
2179
DELISTED
Faro Technologies
FARO
– –
-9,849
Closed -$400K
FSLR icon
2180
First Solar
FSLR
$23B
– –
-314,763
Closed -$13.4M
GERN icon
2181
Geron
GERN
$977M
– –
-100,583
Closed -$101K
GFF icon
2182
Griffon
GFF
$4.55B
– –
-10,575
Closed -$111K
GOOS
2183
Canada Goose Holdings
GOOS
$854M
– –
-38,488
Closed -$1.68M
HHH icon
2184
Howard Hughes
HHH
$3.97B
– –
-3,476
Closed -$324K
HZO icon
2185
MarineMax
HZO
$1.15B
– –
-11,153
Closed -$204K
BRSL
2186
Brightstar Lottery PLC
BRSL
$2.21B
– –
-677,810
Closed -$9.92M
IMAX icon
2187
IMAX
IMAX
$2.89B
– –
-14,473
Closed -$272K
IOSP icon
2188
Innospec
IOSP
$2.31B
– –
-9,478
Closed -$585K
IOVA icon
2189
Iovance Biotherapeutics
IOVA
$3.76B
– –
-33,573
Closed -$297K
JACK icon
2190
Jack in the Box
JACK
$331M
– –
-18,926
Closed -$1.47M
JEF icon
2191
Jefferies Financial Group
JEF
$12.1B
– –
-110,761
Closed -$1.72M
KLXE icon
2192
KLX Energy Services
KLXE
$35.9M
– –
-4,710
Closed -$552K
KOP icon
2193
Koppers
KOP
$855M
– –
-10,046
Closed -$171K
KPTI icon
2194
Karyopharm Therapeutics
KPTI
$44.5M
– –
-1,706
Closed -$240K
MATV icon
2195
Mativ Holdings
MATV
$688M
– –
-14,002
Closed -$351K
MCHP icon
2196
Microchip Technology
MCHP
$41.3B
– –
-32,688
Closed -$1.18M
MDGL icon
2197
Madrigal Pharmaceuticals
MDGL
$11.9B
– –
-4,955
Closed -$559K
MEI icon
2198
Methode Electronics
MEI
$507M
– –
-30,118
Closed -$701K
MERC icon
2199
Mercer International
MERC
$28.5M
– –
-69,259
Closed -$723K
MGPI icon
2200
MGP Ingredients
MGPI
$387M
– –
-12,049
Closed -$687K
86 87
88
89 90

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Cliff Asness's Q1 2019 Portfolio in Review

As of Q1 2019, Cliff Asness held 2,315 positions worth $94.3B, up 9.2% from $86.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Cliff Asness's Q1 2019 filing shows 140 new, 934 increased, 1,002 reduced and 155 closed positions. Its largest new stake was Canopy Growth: 121,700 shares worth $52.7M. The largest sale was Walmart Inc, an estimated $551M.

By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 19% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • Cliff Asness's largest Q1 2019 buy was Canopy Growth: 121,700 shares worth $52.7M.
  • Cliff Asness added most to Biogen in Q1 2019, an estimated $335M increase.
  • Cliff Asness's biggest Q1 2019 reduction was Walmart Inc, cutting an estimated $551M.
  • Cliff Asness fully exited Dun & Bradstreet in Q1 2019, selling an estimated $74.4M.
  • Cliff Asness's ten largest holdings make up 13% of its $94.3B portfolio in Q1 2019.
  • Cliff Asness opened 140 new positions and closed 155 in Q1 2019.
  • Cliff Asness's portfolio value rose 9.2% quarter-over-quarter to $94.3B.

Based on AQR Capital Management's 13F filing for Q1 2019, filed 14 May 2019.