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 | |
|---|---|---|---|---|---|---|
926
Warner Bros
WBD
$72B
| $3.54M | 0.01% |
+89,811
| New | +$3.58M |
|
927
InterDigital
IDCC
$8.8B
| $3.54M | 0.01% |
+79,300
| New | +$3.55M |
|
|
PPS
928
DELISTED
Post Properties
PPS
| $3.52M | 0.01% |
+71,202
| New | +$3.49M |
|
929
Principal Financial Group
PFG
$24B
| $3.51M | 0.01% |
+93,800
| New | +$3.43M |
|
|
ELNK
930
DELISTED
EarthLink Holdings Corp.
ELNK
| $3.51M | 0.01% |
+564,768
| New | +$3.28M |
|
931
Fortune Brands Innovations
FBIN
$5.37B
| $3.49M | 0.01% |
+105,334
| New | +$3.5M |
|
932
Wabtec
WAB
$50.3B
| $3.49M | 0.01% |
+65,285
| New | +$3.44M |
|
933
Omnicom Group
OMC
$24.4B
| $3.48M | 0.01% |
+55,364
| New | +$3.39M |
|
934
Campbell Soup
CPB
$7.2B
| $3.48M | 0.01% |
+77,576
| New | +$3.52M |
|
935
LKQ Corp
LKQ
$6.51B
| $3.46M | 0.01% |
+134,302
| New | +$3.2M |
|
|
LM
936
DELISTED
Legg Mason, Inc.
LM
| $3.45M | 0.01% |
+111,300
| New | +$3.64M |
|
937
LiveRamp
RAMP
$2.29B
| $3.45M | 0.01% |
+152,024
| New | +$3.19M |
|
|
ETFC
938
DELISTED
E*Trade Financial Corporation
ETFC
| $3.44M | 0.01% |
+271,800
| New | +$3M |
|
|
SNV
939
DELISTED
Synovus
SNV
| $3.44M | 0.01% |
+168,260
| New | +$3.19M |
|
940
TransDigm Group
TDG
$66.3B
| $3.44M | 0.01% |
+21,932
| New | +$3.29M |
|
|
BIRT
941
DELISTED
Actuate Corp
BIRT
| $3.43M | 0.01% |
+516,730
| New | +$3.26M |
|
|
RGC
942
DELISTED
Regal Entertainment Group
RGC
| $3.41M | 0.01% |
+190,600
| New | +$3.4M |
|
943
SiriusXM
SIRI
$9.59B
| $3.4M | 0.01% |
+101,621
| New | +$3.34M |
|
944
Williams Companies
WMB
$86.8B
| $3.4M | 0.01% |
+104,740
| New | +$3.77M |
|
|
ELLI
945
DELISTED
Ellie Mae Inc
ELLI
| $3.4M | 0.01% |
+147,297
| New | +$3.47M |
|
946
Equity Lifestyle Properties
ELS
$12.8B
| $3.39M | 0.01% |
+172,716
| New | +$3.46M |
|
|
CRAY
947
DELISTED
Cray, Inc.
CRAY
| $3.38M | 0.01% |
+172,118
| New | +$3.31M |
|
|
EOS
948
Eaton Vance Enhance Equity Income Fund II
EOS
$1.14B
| $3.38M | 0.01% |
+293,833
| New | +$3.38M |
|
|
IOC
949
DELISTED
Interoil Corporation
IOC
| $3.37M | 0.01% |
+48,500
| New | +$3.78M |
|
950
Kinder Morgan
KMI
$69B
| $3.37M | 0.01% |
+88,207
| New | +$3.42M |
|
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.