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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
NCLH icon
2226
Norwegian Cruise Line
NCLH
$7.92B
– –
-5,819
Closed -$247K
NCMI icon
2227
National CineMedia
NCMI
$239M
– –
-3,109
Closed -$458K
NGD
2228
DELISTED
New Gold Inc
NGD
– –
-47,752
Closed -$168K
NJR icon
2229
New Jersey Resources
NJR
$5.43B
– –
-34,737
Closed -$1.23M
NOG icon
2230
Northern Oil and Gas
NOG
$2.91B
– –
-9,568
Closed -$263K
OIH icon
2231
VanEck Oil Services ETF
OIH
$1.95B
– –
-11,030
Closed -$7.36M
OPK icon
2232
Opko Health
OPK
$1.1B
– –
-11,275
Closed -$105K
PACB icon
2233
Pacific Biosciences
PACB
$420M
– –
-50,029
Closed -$190K
PCTY icon
2234
Paylocity
PCTY
$8.14B
– –
-12,998
Closed -$390K
PDS
2235
Precision Drilling
PDS
$1.18B
– –
-2,038
Closed -$223K
PFGC icon
2236
Performance Food Group
PFGC
$16.5B
– –
-9,002
Closed -$216K
PGEN icon
2237
Precigen
PGEN
$2.58B
– –
-166,126
Closed -$4M
PNR icon
2238
Pentair
PNR
$10.3B
– –
-13,556
Closed -$510K
PODD icon
2239
Insulet
PODD
$10.3B
– –
-13,423
Closed -$506K
RDNT icon
2240
RadNet
RDNT
$6.05B
– –
-21,758
Closed -$140K
SBAC icon
2241
SBA Communications
SBAC
$19.4B
– –
-7,964
Closed -$822K
SBGI icon
2242
Sinclair Inc
SBGI
$1.04B
– –
-45,400
Closed -$1.51M
SBH icon
2243
Sally Beauty Holdings
SBH
$1.55B
– –
-8,073
Closed -$213K
SCOR icon
2244
Comscore
SCOR
$77.1M
– –
-748
Closed -$473K
SPWH icon
2245
Sportsman's Warehouse
SPWH
$44.9M
– –
-15,403
Closed -$145K
STE icon
2246
Steris
STE
$23.2B
– –
-82,678
Closed -$5.57M
STNG icon
2247
Scorpio Tankers
STNG
$3.93B
– –
-3,963
Closed -$180K
TDW icon
2248
Tidewater
TDW
$4.74B
– –
-8,957
Closed -$985K
TGI
2249
DELISTED
Triumph Group
TGI
– –
-21,397
Closed -$567K
TK icon
2250
Teekay
TK
$1.16B
– –
-233,663
Closed -$1.88M
88 89
90
91 92

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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.