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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
+14.16%
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
$56.4B
AUM Growth
-$2.76B
Cap. Flow
-$9.06B
Cap. Flow %
-16.06%
Top 10 Hldgs %
19.21%
Holding
2,327
New
157
Increased
700
Reduced
1,279
Closed
151

Top Buys

Rank Stock Value
1
ZM icon
Zoom
ZM
+$128M
2
FDX icon
FedEx
FDX
+$120M
3
PTON icon
Peloton Interactive
PTON
+$97.8M
4
NEM icon
Newmont
NEM
+$78.9M
5
INFY icon
Infosys
INFY
+$78.8M

Top Sells

Rank Stock Value
1
BIIB icon
Biogen
BIIB
+$309M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$291M
3
AAPL icon
Apple
AAPL
+$261M
4
MSFT icon
Microsoft
MSFT
+$240M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$194M

Sector Composition

Rank Sector Weight
1 Technology 24.85%
2 Healthcare 15.63%
3 Consumer Discretionary 14.74%
4 Consumer Staples 10.36%
5 Industrials 9.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RESI
2326
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-152,523
Closed -$1.33M
AAN.A
2327
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-302,635
Closed -$17.1M
90 91 92 93
94

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Cliff Asness's Q4 2020 Portfolio in Review

As of Q4 2020, Cliff Asness held 2,327 positions worth $56.4B, down 4.7% from $59.2B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Cliff Asness withdrew a net $9.06B in Q4 2020, closing 151 positions and reducing 1,279 holdings. Its most notable exit was iShares Core S&P 500 ETF, an estimated $291M position sold in full.

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

Against the trend, Cliff Asness opened a new position in Peloton Interactive worth $122M.

  • Cliff Asness's largest Q4 2020 buy was Peloton Interactive: 803,242 shares worth $122M.
  • Cliff Asness added most to Zoom in Q4 2020, an estimated $128M increase.
  • Cliff Asness's biggest Q4 2020 reduction was Biogen, cutting an estimated $309M.
  • Cliff Asness fully exited iShares Core S&P 500 ETF in Q4 2020, selling an estimated $291M.
  • Cliff Asness's ten largest holdings make up 19% of its $56.4B portfolio in Q4 2020.
  • Cliff Asness opened 157 new positions and closed 151 in Q4 2020.
  • Cliff Asness's portfolio value fell 4.7% quarter-over-quarter to $56.4B.

Based on AQR Capital Management's 13F filing for Q4 2020, filed 16 Feb 2021.