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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
WNR
2301
DELISTED
Western Refining Inc
WNR
– –
-143,197
Closed -$5.02M
CFNL
2302
DELISTED
Cardinal Financial Corp
CFNL
– –
-48,197
Closed -$1.44M
WWAV
2303
DELISTED
The WhiteWave Foods Company
WWAV
– –
-9,468
Closed -$532K
GOLD
2304
DELISTED
Randgold Resources Ltd
GOLD
– –
-3,270
Closed -$285K
CIT
2305
DELISTED
CIT Group Inc.
CIT
– –
-10,315
Closed -$443K
OB
2306
DELISTED
Onebeacon Insurance Group Ltd
OB
– –
-35,075
Closed -$561K
89 90 91 92
93

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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.