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 | |
|---|---|---|---|---|---|---|
1001
National Health Investors
NHI
$3.57B
| $2.94M | 0.01% |
+49,037
| New | +$3.18M |
|
|
CPL
1002
DELISTED
CPFL Energia S.A.
CPL
| $2.93M | 0.01% |
+169,658
| New | +$3.35M |
|
1003
Revvity
RVTY
$13.9B
| $2.93M | 0.01% |
+90,093
| New | +$2.95M |
|
|
CUB
1004
DELISTED
Cubic Corporation
CUB
| $2.93M | 0.01% |
+60,876
| New | +$2.78M |
|
|
PEO
1005
Adams Natural Resources Fund
PEO
$793M
| $2.92M | 0.01% |
+118,333
| New | +$2.94M |
|
|
GTLS
1006
DELISTED
Chart Industries
GTLS
| $2.9M | 0.01% |
+30,875
| New | +$2.7M |
|
1007
Moody's
MCO
$88.3B
| $2.9M | 0.01% |
+47,542
| New | +$2.89M |
|
1008
BCE
BCE
$22B
| $2.88M | 0.01% |
+70,300
| New | +$3.18M |
|
1009
Primoris Services
PRIM
$4.06B
| $2.88M | 0.01% |
+146,214
| New | +$3.11M |
|
|
RTI
1010
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
| $2.88M | 0.01% |
+103,877
| New | +$2.99M |
|
|
EOCC
1011
DELISTED
Enel Generacion Chile S.A.
EOCC
| $2.87M | 0.01% |
+93,925
| New | +$3.21M |
|
|
NE
1012
DELISTED
Noble Corporation
NE
| $2.86M | 0.01% |
+87,173
| New | +$2.92M |
|
|
FDO
1013
DELISTED
FAMILY DOLLAR STORES
FDO
| $2.86M | 0.01% |
+45,950
| New | +$2.85M |
|
|
MPT
1014
Medical Properties Trust
MPT
$2.47B
| $2.86M | 0.01% |
+199,871
| New | +$3.15M |
|
|
KRA
1015
DELISTED
Kraton Corporation
KRA
| $2.86M | 0.01% |
+134,971
| New | +$2.83M |
|
1016
Tanger
SKT
$4.45B
| $2.86M | 0.01% |
+85,377
| New | +$3.07M |
|
1017
Range Resources
RRC
$9.56B
| $2.84M | 0.01% |
+36,784
| New | +$2.81M |
|
1018
Rogers Communications
RCI
$19.6B
| $2.83M | 0.01% |
+72,300
| New | +$3.43M |
|
|
FMBI
1019
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $2.83M | 0.01% |
+206,175
| New | +$2.65M |
|
1020
Henry Schein
HSIC
$9.94B
| $2.82M | 0.01% |
+75,212
| New | +$2.76M |
|
|
OPLN
1021
Openlane
OPLN
$4.15B
| $2.82M | 0.01% |
+326,099
| New | +$2.76M |
|
1022
Lear
LEA
$8.25B
| $2.82M | 0.01% |
+46,668
| New | +$2.69M |
|
|
XNPT
1023
DELISTED
XENOPORT, INC.
XNPT
| $2.81M | 0.01% |
+567,777
| New | +$3.44M |
|
1024
Tesla
TSLA
$1.39T
| $2.8M | 0.01% |
+390,585
| New | +$1.96M |
|
|
SIR
1025
DELISTED
SELECT INCOME REIT
SIR
| $2.78M | 0.01% |
+225,225
| New | +$2.78M |
|
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.