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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
NGHC
2326
DELISTED
National General Holdings Corp
NGHC
– –
-38,622
Closed -$1.32M
EBIX
2327
DELISTED
Ebix Inc
EBIX
– –
-26,712
Closed -$1.01M
PFSW
2328
DELISTED
PFSweb, Inc.
PFSW
– –
-14,760
Closed -$99K
CEO
2329
DELISTED
CNOOC Limited
CEO
– –
-15,062
Closed -$1.38M
DCOM
2330
DELISTED
Dime Community Bancshares
DCOM
– –
-43,753
Closed -$690K
ENV
2331
DELISTED
ENVESTNET, INC.
ENV
– –
-9,732
Closed -$801K
90 91 92 93
94

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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.