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 | |
|---|---|---|---|---|---|---|
1626
Cathay General Bancorp
CATY
$4.17B
| $687K | ﹤0.01% |
+33,737
| New | +$668K |
|
1627
Lamar Advertising Co
LAMR
$15.4B
| $686K | ﹤0.01% |
+15,800
| New | +$734K |
|
1628
Atlanticus Holdings
ATLC
$1.46B
| $685K | ﹤0.01% |
+191,430
| New | +$720K |
|
|
OWW
1629
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $682K | ﹤0.01% |
+84,914
| New | +$606K |
|
|
ABAX
1630
DELISTED
Abaxis Inc
ABAX
| $682K | ﹤0.01% |
+14,357
| New | +$651K |
|
1631
Canadian National Railway
CNI
$76.9B
| $681K | ﹤0.01% |
+14,000
| New | +$690K |
|
1632
Aflac
AFL
$59.2B
| $680K | ﹤0.01% |
+23,406
| New | +$635K |
|
1633
Insmed
INSM
$27.3B
| $680K | ﹤0.01% |
+56,890
| New | +$581K |
|
|
AUXL
1634
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
| $680K | ﹤0.01% |
+40,900
| New | +$653K |
|
1635
Main Street Capital
MAIN
$5.49B
| $679K | ﹤0.01% |
+24,517
| New | +$720K |
|
1636
Take-Two Interactive
TTWO
$44.8B
| $679K | ﹤0.01% |
+45,343
| New | +$710K |
|
1637
Intuitive Surgical
ISRG
$133B
| $677K | ﹤0.01% |
+12,024
| New | +$662K |
|
|
ALJ
1638
DELISTED
Alon USA Energy Inc
ALJ
| $677K | ﹤0.01% |
+46,841
| New | +$795K |
|
|
CIT
1639
DELISTED
CIT Group Inc.
CIT
| $676K | ﹤0.01% |
+14,500
| New | +$641K |
|
1640
Xylem
XYL
$26.6B
| $674K | ﹤0.01% |
+25,000
| New | +$690K |
|
|
AMRI
1641
DELISTED
Albany Molecular Research Inc
AMRI
| $674K | ﹤0.01% |
+56,764
| New | +$615K |
|
|
GG
1642
DELISTED
Goldcorp Inc
GG
| $673K | ﹤0.01% |
+27,200
| New | +$770K |
|
1643
Pitney Bowes
PBI
$2.25B
| $668K | ﹤0.01% |
+45,500
| New | +$672K |
|
|
TGI
1644
DELISTED
Triumph Group
TGI
| $668K | ﹤0.01% |
+8,444
| New | +$654K |
|
1645
Thor Industries
THO
$4.13B
| $668K | ﹤0.01% |
+13,590
| New | +$557K |
|
1646
ACI Worldwide
ACIW
$5.31B
| $667K | ﹤0.01% |
+43,041
| New | +$653K |
|
1647
Forrester Research
FORR
$228M
| $666K | ﹤0.01% |
+18,139
| New | +$650K |
|
1648
PhenixFIN
PFX
$106M
| $666K | ﹤0.01% |
+2,451
| New | +$717K |
|
1649
Pool Corp
POOL
$6.86B
| $666K | ﹤0.01% |
+12,699
| New | +$643K |
|
|
NFJ
1650
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.45B
| $664K | ﹤0.01% |
+39,406
| New | +$663K |
|
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.