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 | |
|---|---|---|---|---|---|---|
301
Dr. Reddy's Laboratories
RDY
$10.1B
| $20.9M | 0.07% |
+2,760,225
| New | +$20.2M |
|
302
PG&E
PCG
$38.8B
| $20.8M | 0.07% |
+454,618
| New | +$21M |
|
303
Jefferies Financial Group
JEF
$12.1B
| $20.7M | 0.07% |
+880,520
| New | +$23.1M |
|
304
Cigna
CI
$73.3B
| $20.5M | 0.07% |
+283,191
| New | +$19.1M |
|
305
Coca-Cola Femsa
KOF
$23.6B
| $20.4M | 0.07% |
+145,652
| New | +$22.8M |
|
306
Ryder
R
$9.58B
| $20.4M | 0.07% |
+335,364
| New | +$20.2M |
|
307
Ross Stores
ROST
$76.7B
| $20.4M | 0.07% |
+628,912
| New | +$20.1M |
|
|
PTP
308
DELISTED
PLATINUM UNDERWRITERS HLDGS LTD
PTP
| $20.2M | 0.07% |
+352,682
| New | +$20.1M |
|
309
Itaú Unibanco
ITUB
$82.4B
| $20.2M | 0.07% |
+4,283,509
| New | +$23.3M |
|
310
McDonald's
MCD
$192B
| $20M | 0.07% |
+202,430
| New | +$20.3M |
|
311
DaVita
DVA
$11.1B
| $20M | 0.07% |
+331,428
| New | +$20.7M |
|
|
URS
312
DELISTED
URS CORP
URS
| $20M | 0.07% |
+423,146
| New | +$19.6M |
|
|
EMBJ
313
Embraer S.A. ADS
EMBJ
$13.5B
| $19.9M | 0.07% |
+539,800
| New | +$19.2M |
|
314
Mohawk Industries
MHK
$9.23B
| $19.9M | 0.07% |
+176,749
| New | +$19.9M |
|
|
AYR
315
DELISTED
Aircastle Ltd
AYR
| $19.9M | 0.07% |
+1,241,826
| New | +$18.5M |
|
|
WLL
316
DELISTED
Whiting Petroleum Corporation
WLL
| $19.8M | 0.07% |
+1,434
| New | +$20M |
|
|
LUFK
317
DELISTED
LUFKIN IND INC
LUFK
| $19.8M | 0.07% |
+224,145
| New | +$19.4M |
|
318
Universal Health Services
UHS
$10.4B
| $19.6M | 0.07% |
+292,200
| New | +$19.3M |
|
319
Advance Auto Parts
AAP
$2.57B
| $19.5M | 0.07% |
+240,468
| New | +$19.9M |
|
|
CB
320
DELISTED
CHUBB CORPORATION
CB
| $19.5M | 0.07% |
+230,070
| New | +$20.1M |
|
|
ARRS
321
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $19.4M | 0.07% |
+1,353,136
| New | +$21.4M |
|
|
CKH
322
DELISTED
Seacor Holdings Inc.
CKH
| $19.2M | 0.07% |
+238,617
| New | +$17.6M |
|
|
MXIM
323
DELISTED
Maxim Integrated Products
MXIM
| $19.2M | 0.07% |
+689,631
| New | +$20.9M |
|
|
PIR
324
DELISTED
Pier 1 Imports, Inc.
PIR
| $19.1M | 0.07% |
+40,652
| New | +$19M |
|
325
Oceaneering
OII
$5.28B
| $19M | 0.07% |
+263,573
| New | +$18.4M |
|
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.