Cliff Asness AQR Capital Management
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.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ExxonMobil
XOM
|
+$337M |
| 2 |
Pfizer
PFE
|
+$315M |
| 3 |
Chevron
CVX
|
+$266M |
| 4 |
Procter & Gamble
PG
|
+$236M |
| 5 |
JPMorgan Chase
JPM
|
+$221M |
Top Sells
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.59% |
| 2 | Healthcare | 13.11% |
| 3 | Technology | 12.26% |
| 4 | Consumer Discretionary | 9.3% |
| 5 | Industrials | 8.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TECD
226
DELISTED
Tech Data Corp
TECD
| $30M | 0.11% |
+637,206
| New | +$30.1M |
|
|
CHS
227
DELISTED
Chicos FAS, Inc.
CHS
| $29.7M | 0.11% |
+1,739,398
| New | +$31.1M |
|
|
NTSP
228
DELISTED
NETSPEND HLDGS INC COM STK
NTSP
| $29.4M | 0.1% |
+1,838,892
| New | +$29.4M |
|
229
America Movil
AMX
$71.3B
| $29.2M | 0.1% |
+1,344,408
| New | +$27.5M |
|
|
AWH
230
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $29.1M | 0.1% |
+955,272
| New | +$29.1M |
|
|
STJ
231
DELISTED
St Jude Medical
STJ
| $28.9M | 0.1% |
+633,289
| New | +$27.4M |
|
232
Goodyear
GT
$1.72B
| $28.8M | 0.1% |
+1,881,540
| New | +$25.7M |
|
233
Crocs
CROX
$5.85B
| $28.6M | 0.1% |
+1,735,000
| New | +$28.1M |
|
234
Honeywell
HON
$68.4B
| $28.6M | 0.1% |
+400,476
| New | +$27.6M |
|
235
NCR Voyix
VYX
$1.09B
| $28.5M | 0.1% |
+1,407,652
| New | +$26.1M |
|
236
Thermo Fisher Scientific
TMO
$233B
| $28.4M | 0.1% |
+336,008
| New | +$28M |
|
|
237
CALL
Pfizer
PFE
$160B
| $28M | 0.1% |
+42,476
| New | +$1.17M |
|
238
Jabil
JBL
$32.8B
| $27.9M | 0.1% |
+1,367,502
| New | +$25.8M |
|
239
Petrobras Class A
PBR.A
$111B
| $27.6M | 0.1% |
+1,879,767
| New | +$34.2M |
|
|
ALC
240
DELISTED
ASSISTED LIVING CONCEPTS INC NEW CL A COM STK (NV)
ALC
| $27.4M | 0.1% |
+2,294,719
| New | +$27.3M |
|
|
HNT
241
DELISTED
HEALTH NET INC
HNT
| $27.3M | 0.1% |
+858,817
| New | +$25.9M |
|
242
State Street
STT
$51.4B
| $27M | 0.1% |
+414,478
| New | +$25.8M |
|
|
DMC
243
Del Monte Corp
DMC
$1.48B
| $27M | 0.1% |
+968,045
| New | +$26M |
|
|
NFP
244
DELISTED
NATIONAL FINANCIAL PARTNERS CORP
NFP
| $26.4M | 0.09% |
+1,043,867
| New | +$26M |
|
|
PDCO
245
DELISTED
Patterson Companies, Inc.
PDCO
| $26.4M | 0.09% |
+701,074
| New | +$26.7M |
|
246
Hormel Foods
HRL
$13.1B
| $26.3M | 0.09% |
+1,365,756
| New | +$27.7M |
|
247
Horace Mann Educators
HMN
$2.05B
| $26.3M | 0.09% |
+1,078,011
| New | +$25M |
|
248
Arrow Electronics
ARW
$10.7B
| $26.2M | 0.09% |
+657,237
| New | +$25.6M |
|
|
PLCM
249
DELISTED
POLYCOM INC
PLCM
| $26.2M | 0.09% |
+2,483,728
| New | +$27M |
|
|
DTV
250
DELISTED
DIRECTV COM STK (DE)
DTV
| $26.1M | 0.09% |
+423,847
| New | +$25.4M |
|
Similar funds
Cliff Asness's Q2 2013 Portfolio in Review
Q2 2013 is the first quarter with a 13F filing on record for Cliff Asness, which disclosed 2,329 positions worth $28.2B. Its ten largest holdings account for 8.5% of the portfolio.
Its largest position is ExxonMobil: 3,744,346 shares worth $338M.
By sector, the portfolio is most concentrated in Financials at 15% of assets, followed by Healthcare and Technology.
- Cliff Asness's largest Q2 2013 buy was ExxonMobil: 3,744,346 shares worth $338M.
- Cliff Asness's ten largest holdings make up 8.5% of its $28.2B portfolio in Q2 2013.
- Cliff Asness disclosed 2,329 positions in Q2 2013, its first 13F filing on record.
Based on AQR Capital Management's 13F filing for Q2 2013, filed 14 Aug 2013.