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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
+6.33%
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
$37.1B
AUM Growth
+$3.97B
Cap. Flow
+$592M
Cap. Flow %
1.59%
Top 10 Hldgs %
8.58%
Holding
2,714
New
178
Increased
1,030
Reduced
953
Closed
205

Top Buys

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$143M
2
WNR
Western Refining Inc
WNR
+$142M
3
DTV
DIRECTV COM STK (DE)
DTV
+$137M
4
BHI
Baker Hughes
BHI
+$135M
5
POM
PEPCO HOLDINGS, INC.
POM
+$113M

Top Sells

Rank Stock Value
1
BEAM
BEAM INC COM STK (DE)
BEAM
+$215M
2
LSI
LSI CORPORATION
LSI
+$185M
3
OMC icon
Omnicom Group
OMC
+$165M
4
BRE
BRE PROPERTIES INC CL A
BRE
+$95M
5
JOSB
JOS A BANK CLOTHIERS INC
JOSB
+$83M

Sector Composition

Rank Sector Weight
1 Healthcare 14.95%
2 Technology 13.55%
3 Financials 10.47%
4 Energy 10.33%
5 Industrials 9.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MGN
2401
DELISTED
MINES MGMT INC
MGN
$21K ﹤0.01%
19,104
– –
QMCO icon
2402
Quantum Corp
QMCO
$877M
$18K ﹤0.01%
91
-402
-82% -$73.4K
ACIW icon
2403
ACI Worldwide
ACIW
$5.24B
– –
-16,941
Closed -$334K
ADTN icon
2404
Adtran
ADTN
$633M
– –
-132,500
Closed -$3.23M
AMED
2405
DELISTED
Amedisys
AMED
– –
-94,876
Closed -$1.41M
ANF icon
2406
Abercrombie & Fitch
ANF
$4.84B
– –
-9,626
Closed -$371K
ANGI icon
2407
Angi Inc
ANGI
$200M
– –
-1,110
Closed -$135K
AR icon
2408
Antero Resources
AR
$11.7B
– –
-38,100
Closed -$2.38M
ATI icon
2409
ATI
ATI
$28.2B
– –
-37,300
Closed -$1.41M
AVK
2410
Advent Convertible and Income Fund
AVK
$559M
– –
-28,869
Closed -$522K
BFAM icon
2411
Bright Horizons
BFAM
$3.54B
– –
-25,500
Closed -$997K
BLKB icon
2412
Blackbaud
BLKB
$2.16B
– –
-15,300
Closed -$479K
BMO icon
2413
Bank of Montreal
BMO
$122B
– –
-12,300
Closed -$824K
BNS icon
2414
Scotiabank
BNS
$107B
– –
-9,793
Closed -$528K
BXMX
2415
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-13,487
Closed -$170K
CDW icon
2416
CDW
CDW
$17.2B
– –
-54,142
Closed -$1.49M
CEVA icon
2417
CEVA Inc
CEVA
$788M
– –
-31,500
Closed -$553K
CHH icon
2418
Choice Hotels
CHH
$4.93B
– –
-21,183
Closed -$974K
CHY
2419
Calamos Convertible and High Income Fund
CHY
$1.05B
– –
-68,933
Closed -$929K
CM icon
2420
Canadian Imperial Bank of Commerce
CM
$106B
– –
-21,436
Closed -$905K
CNI icon
2421
Canadian National Railway
CNI
$78.5B
– –
-21,700
Closed -$1.22M
CNQ icon
2422
Canadian Natural Resources
CNQ
$106B
– –
-15,928
Closed -$295K
COLB icon
2423
Columbia Banking Systems
COLB
$8.72B
– –
-80,000
Closed -$2.28M
CP icon
2424
Canadian Pacific Kansas City
CP
$85B
– –
-8,000
Closed -$241K
CRTO icon
2425
Criteo S.A.
CRTO
$855M
– –
-105,000
Closed -$4.26M
95 96
97
98 99

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Cliff Asness's Q2 2014 Portfolio in Review

As of Q2 2014, Cliff Asness held 2,714 positions worth $37.1B, up 12% from $33.1B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.

Cliff Asness's Q2 2014 filing shows 178 new, 1,030 increased, 953 reduced and 205 closed positions. Its largest new stake was AstraZeneca: 1,186,418 shares worth $88.2M. The largest sale was BEAM INC COM STK (DE), an estimated $215M.

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

  • Cliff Asness's largest Q2 2014 buy was AstraZeneca: 1,186,418 shares worth $88.2M.
  • Cliff Asness added most to EOG Resources in Q2 2014, an estimated $143M increase.
  • Cliff Asness's biggest Q2 2014 reduction was Omnicom Group, cutting an estimated $165M.
  • Cliff Asness fully exited BEAM INC COM STK (DE) in Q2 2014, selling an estimated $215M.
  • Cliff Asness's ten largest holdings make up 8.6% of its $37.1B portfolio in Q2 2014.
  • Cliff Asness opened 178 new positions and closed 205 in Q2 2014.
  • Cliff Asness's portfolio value rose 12% quarter-over-quarter to $37.1B.

Based on AQR Capital Management's 13F filing for Q2 2014, filed 14 Aug 2014.