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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
ETD icon
2201
Ethan Allen Interiors
ETD
$595M
– –
-24,944
Closed -$765K
FCEL icon
2202
FuelCell Energy
FCEL
$1.56B
– –
-1,099
Closed -$544K
FLS icon
2203
Flowserve
FLS
$10.1B
– –
-12,961
Closed -$628K
FNB icon
2204
FNB Corp
FNB
$6.6B
– –
-47,418
Closed -$705K
FORR icon
2205
Forrester Research
FORR
$224M
– –
-5,294
Closed -$210K
FRO icon
2206
Frontline
FRO
$9.72B
– –
-14,694
Closed -$99K
FUL icon
2207
H.B. Fuller
FUL
$3.16B
– –
-23,917
Closed -$1.23M
GLPI icon
2208
Gaming and Leisure Properties
GLPI
$12.7B
– –
-7,702
Closed -$257K
GVA icon
2209
Granite Construction
GVA
$5.5B
– –
-6,458
Closed -$324K
HAE icon
2210
Haemonetics
HAE
$4.95B
– –
-8,202
Closed -$333K
HLX icon
2211
Helix Energy Solutions
HLX
$1.53B
– –
-208,759
Closed -$1.62M
HP icon
2212
Helmerich & Payne
HP
$4.35B
– –
-17,371
Closed -$1.16M
IMMR icon
2213
Immersion
IMMR
$249M
– –
-19,114
Closed -$165K
IPAR icon
2214
Interparfums
IPAR
$3.7B
– –
-5,661
Closed -$207K
LYV icon
2215
Live Nation Entertainment
LYV
$42.4B
– –
-79,319
Closed -$2.41M
MERC icon
2216
Mercer International
MERC
$28.5M
– –
-13,373
Closed -$156K
MTDR icon
2217
Matador Resources
MTDR
$7.22B
– –
-22,269
Closed -$530K
NBIX icon
2218
Neurocrine Biosciences
NBIX
$15.5B
– –
-78,622
Closed -$3.4M
NWPX icon
2219
NWPX Infrastructure Inc
NWPX
$1.06B
– –
-14,074
Closed -$221K
OCFC icon
2220
OceanFirst Financial
OCFC
$1.84B
– –
-11,498
Closed -$324K
OMF icon
2221
OneMain Financial
OMF
$7.27B
– –
-52,543
Closed -$1.31M
PBA icon
2222
Pembina Pipeline
PBA
$28.3B
– –
-47,766
Closed -$1.51M
PBH icon
2223
Prestige Consumer Healthcare
PBH
$2.43B
– –
-17,413
Closed -$967K
PRIM icon
2224
Primoris Services
PRIM
$4.15B
– –
-10,711
Closed -$249K
RRC icon
2225
Range Resources
RRC
$9.59B
– –
-25,146
Closed -$732K
87 88
89
90 91

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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.