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 | |
|---|---|---|---|---|---|---|
|
ARTC
976
DELISTED
ARTHROCARE CORP
ARTC
| $3.15M | 0.01% |
+91,300
| New | +$3.14M |
|
|
CSR
977
Centerspace
CSR
$906M
| $3.15M | 0.01% |
+36,588
| New | +$3.39M |
|
978
Arthur J. Gallagher & Co
AJG
$68.8B
| $3.15M | 0.01% |
+72,000
| New | +$3.12M |
|
979
Skywest
SKYW
$3.97B
| $3.13M | 0.01% |
+231,309
| New | +$3.3M |
|
|
KEY.PRG
980
DELISTED
KeyCorp Pfd
KEY.PRG
| $3.12M | 0.01% |
+25,000
| New | +$3.22M |
|
|
ACH
981
Accendra Health
ACH
$85.4M
| $3.11M | 0.01% |
+91,873
| New | +$3.05M |
|
982
Bank of Hawaii
BOH
$3.01B
| $3.1M | 0.01% |
+61,702
| New | +$3.03M |
|
983
Modine Manufacturing
MOD
$10B
| $3.08M | 0.01% |
+283,050
| New | +$2.73M |
|
984
Exponent
EXPO
$3.32B
| $3.08M | 0.01% |
+208,160
| New | +$2.86M |
|
985
Teck Resources
TECK
$34.9B
| $3.05M | 0.01% |
+142,700
| New | +$3.7M |
|
|
SDBT
986
DELISTED
SOUNDBITE COMMUNICATIONS, INC. COM
SDBT
| $3.05M | 0.01% |
+610,400
| New | +$2.4M |
|
987
Petrobras
PBR
$115B
| $3.04M | 0.01% |
+227,000
| New | +$3.87M |
|
|
XCRA
988
DELISTED
Xcerra Corporation
XCRA
| $3.04M | 0.01% |
+508,114
| New | +$2.95M |
|
989
Verisk Analytics
VRSK
$24.4B
| $3.01M | 0.01% |
+50,448
| New | +$3.01M |
|
990
Harmony Gold Mining
HMY
$14.3B
| $3.01M | 0.01% |
+789,700
| New | +$3.55M |
|
|
EOI
991
Eaton Vance Enhanced Equity Income Fund
EOI
$818M
| $2.99M | 0.01% |
+259,073
| New | +$3.06M |
|
992
Magna International
MGA
$17.8B
| $2.98M | 0.01% |
+83,800
| New | +$2.66M |
|
993
Tyler Technologies
TYL
$14.2B
| $2.98M | 0.01% |
+43,537
| New | +$2.82M |
|
994
Gold Fields
GFI
$43.7B
| $2.97M | 0.01% |
+565,580
| New | +$3.61M |
|
|
WGL
995
DELISTED
Wgl Holdings
WGL
| $2.97M | 0.01% |
+68,644
| New | +$3.02M |
|
996
Bright Horizons
BFAM
$3.59B
| $2.96M | 0.01% |
+85,160
| New | +$2.87M |
|
997
Ecolab
ECL
$80.6B
| $2.95M | 0.01% |
+34,665
| New | +$2.93M |
|
|
TPC
998
Tutor Perini Cor
TPC
$4.56B
| $2.94M | 0.01% |
+162,800
| New | +$2.87M |
|
|
BOBE
999
DELISTED
Bob Evans Farms, Inc.
BOBE
| $2.94M | 0.01% |
+62,648
| New | +$2.79M |
|
1000
Quanta Services
PWR
$90.6B
| $2.94M | 0.01% |
+110,997
| New | +$3.08M |
|
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.