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 | |
|---|---|---|---|---|---|---|
|
1
ExxonMobil
XOM
$679B
| $338M | 1.2% |
+3,744,346
| New | +$337M |
|
|
2
Pfizer
PFE
$160B
| $303M | 1.07% |
+11,385,909
| New | +$315M |
|
|
3
Chevron
CVX
$403B
| $260M | 0.92% |
+2,200,819
| New | +$266M |
|
|
4
Procter & Gamble
PG
$336B
| $231M | 0.82% |
+3,006,358
| New | +$236M |
|
|
5
JPMorgan Chase
JPM
$935B
| $229M | 0.81% |
+4,341,441
| New | +$221M |
|
6
Citigroup
C
$221B
| $219M | 0.78% |
+4,572,080
| New | +$220M |
|
7
Wells Fargo
WFC
$254B
| $218M | 0.78% |
+5,292,665
| New | +$206M |
|
8
Microsoft
MSFT
$3.59T
| $210M | 0.74% |
+6,070,369
| New | +$199M |
|
9
Amgen
AMGN
$238B
| $200M | 0.71% |
+2,022,530
| New | +$210M |
|
10
LyondellBasell Industries
LYB
$21.8B
| $198M | 0.7% |
+2,987,277
| New | +$189M |
|
11
Johnson & Johnson
JNJ
$651B
| $197M | 0.7% |
+2,295,161
| New | +$195M |
|
12
Alphabet (Google) Class C
GOOG
$4.18T
| $195M | 0.69% |
+8,874,178
| New | +$188M |
|
13
Eli Lilly
LLY
$1.12T
| $191M | 0.68% |
+3,878,291
| New | +$211M |
|
14
GE Aerospace
GE
$361B
| $187M | 0.67% |
+1,686,130
| New | +$187M |
|
15
AT&T
T
$173B
| $181M | 0.64% |
+6,771,839
| New | +$188M |
|
|
YHOO
16
DELISTED
Yahoo Inc
YHOO
| $179M | 0.63% |
+7,115,000
| New | +$180M |
|
17
GameStop
GME
$8.17B
| $177M | 0.63% |
+16,821,392
| New | +$149M |
|
18
Apple
AAPL
$4.51T
| $176M | 0.63% |
+12,469,576
| New | +$192M |
|
19
CVS Health
CVS
$119B
| $176M | 0.62% |
+3,077,341
| New | +$178M |
|
20
Western Digital
WDC
$166B
| $172M | 0.61% |
+3,671,784
| New | +$161M |
|
21
Walmart Inc
WMT
$825B
| $168M | 0.59% |
+6,747,993
| New | +$173M |
|
22
Goldman Sachs
GS
$303B
| $158M | 0.56% |
+1,044,601
| New | +$159M |
|
23
Merck
MRK
$376B
| $155M | 0.55% |
+3,501,543
| New | +$156M |
|
24
Abbott
ABT
$202B
| $153M | 0.54% |
+4,374,153
| New | +$160M |
|
25
Seagate
STX
$193B
| $150M | 0.53% |
+3,351,240
| New | +$135M |
|
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.