Cliff Asness’s SPY Holdings & Trades

First Buy
Q4 2014
Duration Held
44 Quarters
Largest Add
Q4 2014
+1.06 M shares
Current Position
574,133 shares
$382.48 M value

Cliff Asness's SPY Position Overview

Cliff Asness (via Aqr Capital Management LLC) currently holds 574.1K shares of SPDR S&P 500 ETF Trust (SPY) worth $382.48 M, representing 0.25% of the portfolio. First purchased in 2014-Q4, this long-term strategic position has been held for 44 quarters.

Based on 13F filings since 2013, Cliff Asness has maintained a long-term strategic position in SPY, representing a significant commitment to this investment thesis. Largest addition occurred in Q1 2015, adding 464.0K shares. Largest reduction occurred in Q3 2015, reducing 1.1M shares.

Analysis based on 13F filings available since 2013 Q2

Cliff Asness's SPDR S&P 500 ETF Trust (SPY) Holding Value Over Time

Track share changes against reported price movement

Quarterly SPDR S&P 500 ETF Trust (SPY) Trades by Cliff Asness

Period Bought/Sold (Sh.) % Change Qtr. End Shares Reported Price
Q4 2014 +1.06 M New Buy 1.06 M $205.54
Q1 2015 +464,031 Add 43.80% 1.52 M $206.43
Q2 2015 -62,718 Reduce 4.12% 1.46 M $205.85
Q3 2015 -1.1 M Reduce 75.46% 358,546 $191.63
Q4 2015 +17,028 Add 4.75% 375,574 $203.89
Q1 2016 +79,422 Add 21.15% 454,996 $205.56
Q2 2016 -68,246 Reduce 15.00% 386,750 $209.53
Q3 2016 -17,847 Reduce 4.61% 368,903 $216.30
Q4 2016 +209,410 Add 56.77% 578,313 $223.53
Q1 2017 -40,049 Reduce 6.93% 538,264 $235.74
Q2 2017 +71,169 Add 13.22% 609,433 $241.80
Q3 2017 -136,341 Reduce 22.37% 473,092 $251.23
Q4 2017 -52,222 Reduce 11.04% 420,870 $266.86
Q1 2018 +226,977 Add 53.93% 647,847 $259.84
Q2 2018 -258,150 Reduce 39.85% 389,697 $269.74
Q3 2018 -162,720 Reduce 41.76% 226,977 $290.72
Q4 2018 -25,994 Reduce 11.45% 200,983 $249.92
Q1 2019 +15,642 Add 7.78% 216,625 $282.48
Q2 2019 -49,816 Reduce 23.00% 166,809 $293.00
Q3 2019 +13,043 Add 7.82% 179,852 $296.77
Q4 2019 -9,290 Reduce 5.17% 170,562 $321.86
Q1 2020 +79,328 Add 46.51% 249,890 $257.75
Q2 2020 -125,527 Reduce 50.23% 124,363 $308.36
Q3 2020 +1,495 Add 1.20% 125,858 $334.89
Q4 2020 -19,785 Reduce 15.72% 106,073 $373.88
Q1 2021 -106,073 Sold Out 106,073 $0.00
Q2 2023 +1,850 New Buy 1,850 $443.28
Q3 2023 +3,019 Add 163.19% 4,869 $427.48
Q4 2023 +4,882 Add 100.27% 9,751 $475.31
Q1 2024 +28,675 Add 294.07% 38,426 $523.07
Q2 2024 -4,455 Reduce 11.59% 33,971 $544.22
Q3 2024 +17,356 Add 51.09% 51,327 $573.76
Q4 2024 +45,253 Add 88.17% 96,580 $586.08
Q1 2025 +230,205 Add 238.36% 326,785 $559.39
Q2 2025 +72,215 Add 22.10% 399,000 $617.85
Q3 2025 +175,133 Add 43.89% 574,133 $666.18

Cliff Asness's SPDR S&P 500 ETF Trust Investment FAQs

Cliff Asness first purchased SPDR S&P 500 ETF Trust (SPY) in Q4 2014, acquiring 1,059,465 shares, as reported in their 13F filing for that period. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

Cliff Asness has held SPDR S&P 500 ETF Trust (SPY) for 44 quarters since Q4 2014. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

Cliff Asness's largest addition to SPDR S&P 500 ETF Trust (SPY) was in Q4 2014, adding 1,059,465 shares worth $217.76 M. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

According to the latest 13F filing for Q3 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 574,133 shares of SPDR S&P 500 ETF Trust (SPY), valued at approximately $382.48 M. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

As of the Q3 2025 filing, SPDR S&P 500 ETF Trust (SPY) represents approximately 0.25% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.

Cliff Asness's peak holding in SPDR S&P 500 ETF Trust (SPY) was 1,523,496 shares, as reported at the end of Q1 2015. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.