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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
+10.3%
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
$33.5B
AUM Growth
+$5.13B
Cap. Flow
+$508M
Cap. Flow %
1.52%
Top 10 Hldgs %
8.14%
Holding
2,737
New
267
Increased
1,135
Reduced
846
Closed
177

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$173M
2
VOD icon
Vodafone
VOD
+$139M
3
VPHM
VIROPHARMA INC
VPHM
+$127M
4
OMC icon
Omnicom Group
OMC
+$107M
5
LIFE
LIFE TECHNOLOGIES CORP COM STK (DE)
LIFE
+$93.9M

Top Sells

Rank Stock Value
1
NYX
NYSE EURONEXT INC
NYX
+$131M
2
WCRX
WARNER CHILCOTT PLC ORD SHS CL A (IRL)
WCRX
+$110M
3
BAC icon
Bank of America
BAC
+$104M
4
ELN
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
+$91.8M
5
DELL
DELL INC
DELL
+$91.6M

Sector Composition

Rank Sector Weight
1 Healthcare 13.26%
2 Technology 12.9%
3 Financials 11.98%
4 Consumer Discretionary 10.31%
5 Industrials 9.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FUL icon
2451
H.B. Fuller
FUL
$3.16B
– –
-6,615
Closed -$299K
GEOS icon
2452
Geospace Technologies
GEOS
$71.3M
– –
-10,638
Closed -$897K
GVA icon
2453
Granite Construction
GVA
$5.5B
– –
-15,000
Closed -$459K
GWRE icon
2454
Guidewire Software
GWRE
$15.8B
– –
-13,212
Closed -$622K
IIM icon
2455
Invesco Value Municipal Income Trust
IIM
$586M
– –
-31,719
Closed -$430K
INSG icon
2456
Inseego
INSG
$72.1M
– –
-3,106
Closed -$81K
JKS
2457
JinkoSolar
JKS
$834M
– –
-350,000
Closed -$7.89M
KMI icon
2458
Kinder Morgan
KMI
$69B
– –
-48,869
Closed -$1.74M
KW
2459
DELISTED
Kennedy-Wilson Holdings
KW
– –
-69,568
Closed -$1.29M
MAIN icon
2460
Main Street Capital
MAIN
$5.45B
– –
-9,217
Closed -$276K
MDGL icon
2461
Madrigal Pharmaceuticals
MDGL
$11.9B
– –
-774
Closed -$171K
MELI icon
2462
Mercado Libre
MELI
$97.5B
– –
-2,282
Closed -$308K
MLM icon
2463
Martin Marietta Materials
MLM
$32.1B
– –
-4,838
Closed -$475K
MOH icon
2464
Molina Healthcare
MOH
$10.5B
– –
-11,821
Closed -$421K
MTZ icon
2465
MasTec
MTZ
$21.4B
– –
-13,951
Closed -$423K
NSPR icon
2466
InspireMD
NSPR
$42.1M
– –
0
– -$50K
NUWE icon
2467
Nuwellis
NUWE
$3.68M
– –
0
– -$579K
NXPI icon
2468
NXP Semiconductors
NXPI
$56.9B
– –
-31,024
Closed -$1.15M
NZF icon
2469
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-105,730
Closed -$1.34M
OSIS icon
2470
OSI Systems
OSIS
$3.41B
– –
-5,255
Closed -$391K
OTEX icon
2471
Open Text
OTEX
$5.97B
– –
-46,184
Closed -$862K
PAG icon
2472
Penske Automotive Group
PAG
$14.2B
– –
-7,849
Closed -$335K
PDS
2473
Precision Drilling
PDS
$1.18B
– –
-4,055
Closed -$805K
PFX icon
2474
PhenixFIN
PFX
$98.9M
– –
-1,501
Closed -$414K
QNST icon
2475
QuinStreet
QNST
$1.18B
– –
-12,600
Closed -$119K
97 98
99
100 101

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Cliff Asness's Q4 2013 Portfolio in Review

As of Q4 2013, Cliff Asness held 2,737 positions worth $33.5B, up 18% from $28.4B the previous quarter. Its ten largest holdings account for 8.1% of the portfolio.

Cliff Asness's Q4 2013 filing shows 267 new, 1,135 increased, 846 reduced and 177 closed positions. Its largest new stake was Vodafone: 3,682,137 shares worth $148M. The largest sale was NYSE EURONEXT INC, an estimated $131M.

By sector, the portfolio is most concentrated in Healthcare at 13% of assets, up from 13% a quarter earlier, followed by Technology and Financials.

  • Cliff Asness's largest Q4 2013 buy was Vodafone: 3,682,137 shares worth $148M.
  • Cliff Asness added most to Meta Platforms (Facebook) in Q4 2013, an estimated $173M increase.
  • Cliff Asness's biggest Q4 2013 reduction was Bank of America, cutting an estimated $104M.
  • Cliff Asness fully exited NYSE EURONEXT INC in Q4 2013, selling an estimated $131M.
  • Cliff Asness's ten largest holdings make up 8.1% of its $33.5B portfolio in Q4 2013.
  • Cliff Asness opened 267 new positions and closed 177 in Q4 2013.
  • Cliff Asness's portfolio value rose 18% quarter-over-quarter to $33.5B.

Based on AQR Capital Management's 13F filing for Q4 2013, filed 14 Feb 2014.