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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
ELP
2426
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
– –
-337,545
Closed -$1.77M
EOI
2427
Eaton Vance Enhanced Equity Income Fund
EOI
$815M
– –
-20,126
Closed -$263K
EOS
2428
Eaton Vance Enhance Equity Income Fund II
EOS
$1.14B
– –
-25,308
Closed -$334K
EOT
2429
Eaton Vance National Municipal Opportunities Trust
EOT
$273M
– –
-58,300
Closed -$1.13M
EMBJ
2430
Embraer S.A. ADS
EMBJ
$13.5B
– –
-36,300
Closed -$1.29M
ETW
2431
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.07B
– –
-48,157
Closed -$583K
ETY icon
2432
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.29B
– –
-62,109
Closed -$693K
EXEL icon
2433
Exelixis
EXEL
$13.4B
– –
-14,682
Closed -$52K
FCN icon
2434
FTI Consulting
FCN
$4.3B
– –
-10,920
Closed -$364K
FIVE icon
2435
Five Below
FIVE
$13.8B
– –
-4,900
Closed -$208K
FNF icon
2436
Fidelity National Financial
FNF
$12.7B
– –
-236,558
Closed -$4.25M
FNV icon
2437
Franco-Nevada
FNV
$51.3B
– –
-25,300
Closed -$1.16M
FOR icon
2438
Forestar Group
FOR
$1.49B
– –
-20,200
Closed -$360K
GDOT icon
2439
Green Dot
GDOT
$766M
– –
-26,149
Closed -$511K
GEO icon
2440
The GEO Group
GEO
$4.31B
– –
-316,136
Closed -$6.79M
GWRE icon
2441
Guidewire Software
GWRE
$15.8B
– –
-4,384
Closed -$215K
HOUS
2442
DELISTED
Anywhere Real Estate
HOUS
– –
-17,700
Closed -$769K
IGA
2443
Voya Global Advantage and Premium Opportunity Fund
IGA
$161M
– –
-12,582
Closed -$150K
IQV icon
2444
IQVIA
IQV
$42.8B
– –
-17,000
Closed -$863K
KBH icon
2445
KB Home
KBH
$3.39B
– –
-20,911
Closed -$355K
KRG icon
2446
Kite Realty
KRG
$5.24B
– –
-21,267
Closed -$510K
LRN icon
2447
Stride
LRN
$3.51B
– –
-12,112
Closed -$274K
MBI icon
2448
MBIA
MBI
$250M
– –
-12,319
Closed -$172K
MEOH icon
2449
Methanex
MEOH
$4.65B
– –
-47,500
Closed -$3.04M
MERC icon
2450
Mercer International
MERC
$28.5M
– –
-36,000
Closed -$270K
96 97
98
99 100

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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.