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 | |
|---|---|---|---|---|---|---|
826
Apogee Enterprises
APOG
$863M
| $4.46M | 0.02% |
+185,967
| New | +$4.84M |
|
827
Oneok
OKE
$58.6B
| $4.45M | 0.02% |
+123,067
| New | +$5.06M |
|
828
Integer Holdings
ITGR
$4.25B
| $4.45M | 0.02% |
+148,871
| New | +$4.21M |
|
|
DRIV
829
DELISTED
DIGITAL RIVER INC.
DRIV
| $4.45M | 0.02% |
+237,084
| New | +$3.76M |
|
830
Biglari Holdings Class B
BH
$1.2B
| $4.44M | 0.02% |
+18,838
| New | +$4.29M |
|
831
Manulife Financial
MFC
$71B
| $4.43M | 0.02% |
+276,400
| New | +$4.19M |
|
|
BLC
832
DELISTED
BELO CORP SER A
BLC
| $4.41M | 0.02% |
+315,741
| New | +$3.61M |
|
833
Ark Restaurants
ARKR
$19.7M
| $4.4M | 0.02% |
+207,348
| New | +$4.41M |
|
834
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.28B
| $4.4M | 0.02% |
+432,411
| New | +$4.48M |
|
|
SONC
835
DELISTED
Sonic Corp
SONC
| $4.4M | 0.02% |
+301,900
| New | +$4.02M |
|
836
Banner Corp
BANR
$2.41B
| $4.38M | 0.02% |
+129,712
| New | +$4.18M |
|
|
MTOR
837
DELISTED
MERITOR, Inc.
MTOR
| $4.37M | 0.02% |
+619,226
| New | +$3.71M |
|
|
LSE
838
DELISTED
CAPLEASE, INC
LSE
| $4.35M | 0.02% |
+515,259
| New | +$3.87M |
|
839
General Motors
GM
$76.3B
| $4.29M | 0.02% |
+128,784
| New | +$4.08M |
|
840
Gibraltar Industries
ROCK
$1.37B
| $4.29M | 0.02% |
+294,618
| New | +$4.98M |
|
841
New York Times
NYT
$10.9B
| $4.28M | 0.02% |
+387,117
| New | +$3.81M |
|
842
EnerSys
ENS
$6.76B
| $4.28M | 0.02% |
+87,231
| New | +$4.13M |
|
843
RTX Corp
RTX
$282B
| $4.27M | 0.02% |
+73,003
| New | +$4.32M |
|
844
Century Aluminum
CENX
$4.32B
| $4.26M | 0.02% |
+459,200
| New | +$3.95M |
|
845
CarMax
KMX
$8.91B
| $4.26M | 0.02% |
+92,200
| New | +$4.19M |
|
|
LVLT
846
DELISTED
Level 3 Communications Inc
LVLT
| $4.24M | 0.02% |
+201,122
| New | +$4.29M |
|
847
Crown Castle
CCI
$32.5B
| $4.22M | 0.02% |
+58,280
| New | +$4.28M |
|
848
Avient
AVNT
$4.07B
| $4.19M | 0.01% |
+169,159
| New | +$4.11M |
|
|
LHCG
849
DELISTED
LHC Group LLC
LHCG
| $4.19M | 0.01% |
+213,775
| New | +$4.72M |
|
850
United Rentals
URI
$67.4B
| $4.18M | 0.01% |
+83,814
| New | +$4.46M |
|
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.