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 | |
|---|---|---|---|---|---|---|
251
Applied Materials
AMAT
$391B
| $26M | 0.09% |
+1,741,473
| New | +$25.3M |
|
|
XEC
252
DELISTED
CIMAREX ENERGY CO
XEC
| $25.9M | 0.09% |
+398,000
| New | +$28.3M |
|
|
GES
253
DELISTED
Guess Inc
GES
| $25.7M | 0.09% |
+829,700
| New | +$23.8M |
|
254
Bausch Health
BHC
$2.41B
| $25.5M | 0.09% |
+296,206
| New | +$23.3M |
|
255
Invesco
IVZ
$14.1B
| $25.4M | 0.09% |
+797,500
| New | +$25.5M |
|
256
Popular Inc
BPOP
$10.8B
| $25.3M | 0.09% |
+835,641
| New | +$24.2M |
|
257
Emcor
EME
$34.3B
| $25.3M | 0.09% |
+623,041
| New | +$24.4M |
|
258
Valero Energy
VLO
$100B
| $25.2M | 0.09% |
+724,950
| New | +$27.6M |
|
|
ABV
259
DELISTED
COMPANHIA BEBIDA ADS EACH REPSTG 1 PFD SH
ABV
| $25.1M | 0.09% |
+672,734
| New | +$26.6M |
|
260
Cummins
CMI
$80.9B
| $25.1M | 0.09% |
+231,190
| New | +$26.2M |
|
|
TLAB
261
DELISTED
TELLABS INC
TLAB
| $25M | 0.09% |
+12,649,150
| New | +$26M |
|
262
Robert Half
RHI
$4.58B
| $24.9M | 0.09% |
+750,019
| New | +$25.8M |
|
263
Boeing
BA
$169B
| $24.9M | 0.09% |
+243,212
| New | +$23.1M |
|
264
Patterson-UTI
PTEN
$4.71B
| $24.9M | 0.09% |
+1,286,000
| New | +$28.1M |
|
|
AM
265
DELISTED
AMERICAN GREETINGS CORP CL A
AM
| $24.8M | 0.09% |
+1,361,813
| New | +$25M |
|
|
CLP
266
DELISTED
COLONIAL PROPERTIES TRUST
CLP
| $24.5M | 0.09% |
+1,016,676
| New | +$23.6M |
|
267
Newell Brands
NWL
$2.59B
| $24.5M | 0.09% |
+932,400
| New | +$24.8M |
|
|
TSS
268
DELISTED
Total System Services, Inc.
TSS
| $24.4M | 0.09% |
+997,773
| New | +$23.8M |
|
269
Autoliv
ALV
$9.18B
| $24.3M | 0.09% |
+436,665
| New | +$23.6M |
|
270
Keurig Dr Pepper
KDP
$43.6B
| $24.1M | 0.09% |
+525,070
| New | +$24.9M |
|
271
Carter's
CRI
$1.31B
| $24.1M | 0.09% |
+325,556
| New | +$21.8M |
|
272
Helix Energy Solutions
HLX
$1.53B
| $24.1M | 0.09% |
+1,046,234
| New | +$24.4M |
|
|
ANR
273
DELISTED
Alpha Natural Resources Inc
ANR
| $23.9M | 0.08% |
+4,555,092
| New | +$30.9M |
|
274
Commault Systems
CVLT
$5.55B
| $23.8M | 0.08% |
+313,605
| New | +$23.1M |
|
|
IPG
275
DELISTED
Interpublic Group of Companies
IPG
| $23.8M | 0.08% |
+1,633,952
| New | +$23M |
|
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.