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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
BVN icon
2201
Compañía de Minas Buenaventura
BVN
$9.01B
– –
-16,966
Closed -$125K
CAT icon
2202
Caterpillar
CAT
$381B
– –
-105,884
Closed -$8.1M
CF icon
2203
CF Industries
CF
$19.6B
– –
-156,214
Closed -$4.9M
CIEN icon
2204
Ciena
CIEN
$56B
– –
-46,417
Closed -$883K
CP icon
2205
Canadian Pacific Kansas City
CP
$85B
– –
-12,580
Closed -$336K
CRIS icon
2206
Curis
CRIS
$3.83M
– –
-32
Closed -$103K
CRMD icon
2207
CorMedix
CRMD
$639M
– –
-13,762
Closed -$182K
CTRA
2208
DELISTED
Coterra Energy
CTRA
– –
-20,841
Closed -$473K
CVEO icon
2209
Civeo
CVEO
$357M
– –
-12,395
Closed -$183K
CVLG icon
2210
Covenant Logistics
CVLG
$893M
– –
-64,798
Closed -$784K
CWST icon
2211
Casella Waste Systems
CWST
$5.86B
– –
-28,022
Closed -$188K
DIOD icon
2212
Diodes
DIOD
$4.33B
– –
-10,234
Closed -$206K
DSGX icon
2213
Descartes Systems
DSGX
$6.7B
– –
-14,406
Closed -$282K
DVAX
2214
DELISTED
Dynavax Technologies
DVAX
– –
-14,158
Closed -$272K
EHTH icon
2215
eHealth
EHTH
$39.4M
– –
-13,464
Closed -$126K
EWT icon
2216
iShares MSCI Taiwan ETF
EWT
$11.2B
– –
-168,264
Closed -$4.66M
FOLD
2217
DELISTED
Amicus Therapeutics
FOLD
– –
-20,155
Closed -$170K
GERN icon
2218
Geron
GERN
$977M
– –
-40,928
Closed -$120K
GIII icon
2219
G-III Apparel Group
GIII
$1.43B
– –
-13,350
Closed -$653K
GOGO icon
2220
Gogo Inc
GOGO
$363M
– –
-11,020
Closed -$121K
GPRE icon
2221
Green Plains
GPRE
$1.14B
– –
-14,581
Closed -$233K
HBNC icon
2222
Horizon Bancorp
HBNC
$1B
– –
-19,589
Closed -$215K
HLF icon
2223
Herbalife
HLF
$1.33B
– –
-9,534
Closed -$293K
HLX icon
2224
Helix Energy Solutions
HLX
$1.53B
– –
-56,799
Closed -$318K
HXL icon
2225
Hexcel
HXL
$7.1B
– –
-8,726
Closed -$381K
87 88
89
90 91

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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.