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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
+8.95%
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
$61.1B
AUM Growth
+$4.73B
Cap. Flow
+$390M
Cap. Flow %
0.64%
Top 10 Hldgs %
17.66%
Holding
2,331
New
154
Increased
918
Reduced
1,058
Closed
154

Top Buys

Rank Stock Value
1
TMO icon
Thermo Fisher Scientific
TMO
+$144M
2
CSCO icon
Cisco
CSCO
+$123M
3
MRNA icon
Moderna
MRNA
+$120M
4
JPM icon
JPMorgan Chase
JPM
+$95.4M
5
FDX icon
FedEx
FDX
+$86.2M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$124M
2
MA icon
Mastercard
MA
+$101M
3
HD icon
Home Depot
HD
+$95.7M
4
AMZN icon
Amazon
AMZN
+$74.1M
5
LLY icon
Eli Lilly
LLY
+$72.3M

Sector Composition

Rank Sector Weight
1 Technology 23.71%
2 Healthcare 14.72%
3 Consumer Discretionary 14.64%
4 Industrials 11.02%
5 Consumer Staples 9.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PHI icon
2251
PLDT
PHI
$4.19B
– –
-10,512
Closed -$293K
PR
2252
Permian Resources
PR
$19.9B
– –
-1,613,337
Closed -$2.42M
QUAD icon
2253
Quad
QUAD
$532M
– –
-13,216
Closed -$50K
RDVT icon
2254
Red Violet
RDVT
$1.14B
– –
-8,174
Closed -$213K
RMAX icon
2255
RE/MAX Holdings
RMAX
$290M
– –
-7,291
Closed -$265K
RMR icon
2256
The RMR Group
RMR
$342M
– –
-5,907
Closed -$228K
SBGI icon
2257
Sinclair Inc
SBGI
$1.04B
– –
-85,262
Closed -$2.72M
SGMO
2258
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-15,957
Closed -$249K
SHEN icon
2259
Shenandoah Telecom
SHEN
$683M
– –
-12,742
Closed -$551K
SITC icon
2260
SITE Centers
SITC
$161M
– –
-12,909
Closed -$102K
SLNO
2261
DELISTED
Soleno Therapeutics
SLNO
– –
-3,929
Closed -$114K
SPY icon
2262
State Street SPDR S&P 500 ETF Trust
SPY
$809B
– –
-106,073
Closed -$39.7M
SRPT icon
2263
Sarepta Therapeutics
SRPT
$1.98B
– –
-4,834
Closed -$824K
STXS icon
2264
Stereotaxis
STXS
$142M
– –
-16,358
Closed -$83K
TXMD icon
2265
TherapeuticsMD
TXMD
$23.8M
– –
-1,030
Closed -$62K
UTI icon
2266
Universal Technical Institute
UTI
$1.23B
– –
-33,309
Closed -$215K
UTMD icon
2267
Utah Medical Products
UTMD
$228M
– –
-4,840
Closed -$408K
VEA icon
2268
Vanguard FTSE Developed Markets ETF
VEA
$239B
– –
-237,801
Closed -$11.2M
VNET
2269
VNET Group
VNET
$1.91B
– –
-172,742
Closed -$5.99M
VNT icon
2270
Vontier
VNT
$4.46B
– –
-10,499
Closed -$348K
VRE
2271
DELISTED
Veris Residential
VRE
– –
-34,517
Closed -$425K
WYNN icon
2272
Wynn Resorts
WYNN
$10.3B
– –
-4,111
Closed -$454K
XHR
2273
Xenia Hotels & Resorts
XHR
$1.79B
– –
-12,688
Closed -$193K
YORW icon
2274
York Water
YORW
$552M
– –
-5,182
Closed -$241K
HTB
2275
HomeTrust Bancshares
HTB
$772M
– –
-19,735
Closed -$381K
89 90
91
92 93

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Cliff Asness's Q1 2021 Portfolio in Review

As of Q1 2021, Cliff Asness held 2,331 positions worth $61.1B, up 8.4% from $56.4B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Cliff Asness's Q1 2021 filing shows 154 new, 918 increased, 1,058 reduced and 154 closed positions. Its largest new stake was Janus Henderson: 506,382 shares worth $15.8M. The largest sale was Microsoft, an estimated $124M.

By sector, the portfolio is most concentrated in Technology at 24% of assets, down from 25% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • Cliff Asness's largest Q1 2021 buy was Janus Henderson: 506,382 shares worth $15.8M.
  • Cliff Asness added most to Thermo Fisher Scientific in Q1 2021, an estimated $144M increase.
  • Cliff Asness's biggest Q1 2021 reduction was Microsoft, cutting an estimated $124M.
  • Cliff Asness fully exited State Street SPDR S&P 500 ETF Trust in Q1 2021, selling an estimated $39.7M.
  • Cliff Asness's ten largest holdings make up 18% of its $61.1B portfolio in Q1 2021.
  • Cliff Asness opened 154 new positions and closed 154 in Q1 2021.
  • Cliff Asness's portfolio value rose 8.4% quarter-over-quarter to $61.1B.

Based on AQR Capital Management's 13F filing for Q1 2021, filed 17 May 2021.