We are live on ! Find out more
CA

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
DEA
2201
Easterly Government Properties
DEA
$1.16B
– –
-5,071
Closed -$254K
DIN icon
2202
Dine Brands
DIN
$454M
– –
-20,646
Closed -$1.59M
EGY icon
2203
Vaalco Energy
EGY
$625M
– –
-45,488
Closed -$47K
EHTH icon
2204
eHealth
EHTH
$39.4M
– –
-11,693
Closed -$125K
ENSG icon
2205
The Ensign Group
ENSG
$10.5B
– –
-10,249
Closed -$213K
EQT icon
2206
EQT Corp
EQT
$33.6B
– –
-270,456
Closed -$9.63M
ESLT icon
2207
Elbit Systems
ESLT
$34.7B
– –
-2,613
Closed -$265K
EVRI
2208
DELISTED
Everi Holdings
EVRI
– –
-29,808
Closed -$64K
EXLS icon
2209
EXL Service
EXLS
$5.69B
– –
-339,385
Closed -$3.42M
FARM
2210
DELISTED
Farmer Brothers
FARM
– –
-7,370
Closed -$270K
FIVE icon
2211
Five Below
FIVE
$13.8B
– –
-18,912
Closed -$756K
FSM icon
2212
Fortuna Silver Mines
FSM
$3.57B
– –
-225,523
Closed -$1.28M
GES
2213
DELISTED
Guess Inc
GES
– –
-424,432
Closed -$5.14M
GSAT icon
2214
Globalstar
GSAT
$10.7B
– –
-19,969
Closed -$473K
GTN icon
2215
Gray Television
GTN
$509M
– –
-69,054
Closed -$749K
HBI
2216
DELISTED
Hanesbrands
HBI
– –
-34,073
Closed -$735K
HCSG icon
2217
Healthcare Services Group
HCSG
$1.56B
– –
-12,002
Closed -$470K
IRDM icon
2218
Iridium Communications
IRDM
$5.19B
– –
-48,225
Closed -$463K
LAB icon
2219
Standard BioTools
LAB
$263M
– –
-16,367
Closed -$119K
LGND icon
2220
Ligand Pharmaceuticals
LGND
$5.71B
– –
-12,423
Closed -$787K
LNG icon
2221
Cheniere Energy
LNG
$57.3B
– –
-8,176
Closed -$339K
LQDT icon
2222
Liquidity Services
LQDT
$1.36B
– –
-26,929
Closed -$263K
LRMR icon
2223
Larimar Therapeutics
LRMR
$434M
– –
-3,579
Closed -$137K
LYTS icon
2224
LSI Industries
LYTS
$747M
– –
-27,145
Closed -$264K
MOS icon
2225
The Mosaic Company
MOS
$7.76B
– –
-13,502
Closed -$396K
87 88
89
90 91

Similar funds

BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $289B AUM 60.46% 1-Year Est. Return
Millennium Management
Millennium Management New York $276B AUM 44.8% 1-Year Est. Return
Berkshire Hathaway
Berkshire Hathaway Omaha, Nebraska $299B AUM 27.55% 1-Year Est. Return
AllianceBernstein
AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
Bank of Montreal
Bank of Montreal Toronto, Ontario, Canada $304B AUM 35.64% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return
CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $316B AUM 71.57% 1-Year Est. Return

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.