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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
+2.32%
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
$56.7B
AUM Growth
+$1.08B
Cap. Flow
+$547M
Cap. Flow %
0.97%
Top 10 Hldgs %
8.66%
Holding
2,362
New
158
Increased
1,005
Reduced
951
Closed
174

Top Buys

Rank Stock Value
1
FE icon
FirstEnergy
FE
+$185M
2
TSN icon
Tyson Foods
TSN
+$177M
3
PG icon
Procter & Gamble
PG
+$110M
4
ETR icon
Entergy
ETR
+$101M
5
ENDP
Endo International plc
ENDP
+$95.4M

Top Sells

Rank Stock Value
1
NKE icon
Nike
NKE
+$129M
2
AAPL icon
Apple
AAPL
+$107M
3
ABT icon
Abbott
ABT
+$99.3M
4
AGN
Allergan plc
AGN
+$88.8M
5
GS icon
Goldman Sachs
GS
+$88M

Sector Composition

Rank Sector Weight
1 Technology 14.27%
2 Financials 13.34%
3 Industrials 12.76%
4 Consumer Discretionary 12.72%
5 Consumer Staples 11.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CAM
2351
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-112,083
Closed -$7.51M
STFC
2352
DELISTED
State Auto Financial Corp
STFC
– –
-14,740
Closed -$325K
BAS
2353
DELISTED
Basis Energy Services, Inc.
BAS
– –
-185
Closed -$292K
ARLZ
2354
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
– –
-44,200
Closed -$157K
MSFG
2355
DELISTED
MainSource Financial Group Inc
MSFG
– –
-11,307
Closed -$238K
NWBO
2356
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
– –
-11,464
Closed -$17K
SCTY
2357
DELISTED
SolarCity Corporation
SCTY
– –
-34,896
Closed -$858K
TWC
2358
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-292,296
Closed -$59.8M
ANK
2359
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
– –
-14,776
Closed -$1.12M
ANAC
2360
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
– –
-33,431
Closed -$1.79M
IMS
2361
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
– –
-400,681
Closed -$10.6M
91 92 93 94
95

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Cliff Asness's Q2 2016 Portfolio in Review

As of Q2 2016, Cliff Asness held 2,362 positions worth $56.7B, up 1.9% from $55.6B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.

Cliff Asness's Q2 2016 filing shows 158 new, 1,005 increased, 951 reduced and 174 closed positions. Its largest new stake was S&P Global: 466,444 shares worth $50M. The largest sale was Nike, an estimated $129M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Financials and Industrials.

  • Cliff Asness's largest Q2 2016 buy was S&P Global: 466,444 shares worth $50M.
  • Cliff Asness added most to FirstEnergy in Q2 2016, an estimated $185M increase.
  • Cliff Asness's biggest Q2 2016 reduction was Nike, cutting an estimated $129M.
  • Cliff Asness fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $59.8M.
  • Cliff Asness's ten largest holdings make up 8.7% of its $56.7B portfolio in Q2 2016.
  • Cliff Asness opened 158 new positions and closed 174 in Q2 2016.
  • Cliff Asness's portfolio value rose 1.9% quarter-over-quarter to $56.7B.

Based on AQR Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.