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Cliff Asness AQR Capital Management
AUM
$287B
Turnover
8.35%
1-Year Est. Return
42.33%
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.
This Fund
S&P 500
This Quarter Est. Return
+22.95%
1 Year Est. Return
+42.33%
3 Year Est. Return
+119.89%
5 Year Est. Return
+147.33%
10 Year Est. Return
+543.74%
AUM
$287B
AUM Growth
+$68.5B
(+31%)
Cap. Flow
+$37.5B
Cap. Flow % of AUM
Cap. Flow %
13.08%
Top 10 Holdings %
Top 10 Hldgs %
12.15%
Holding
3,986
New
247
Increased
2,455
Reduced
1,098
Closed
86
Avg Time Held
4.1
years
Top 10 Avg Time Held
3.3
years
Top 20 Avg Time Held
2.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$1.17B |
| 2 |
Apple
AAPL
|
+$849M |
| 3 |
Chevron
CVX
|
+$746M |
| 4 |
Synopsys
SNPS
|
+$643M |
| 5 |
Wells Fargo
WFC
|
+$633M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$517M |
| 2 |
Booking.com
BKNG
|
+$488M |
| 3 |
Walmart Inc
WMT
|
+$414M |
| 4 |
Sandisk
SNDK
|
+$355M |
| 5 |
Cigna
CI
|
+$325M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 25.5% |
| 2 | Financials | 14.38% |
| 3 | Industrials | 14.2% |
| 4 | Consumer Discretionary | 10.53% |
| 5 | Healthcare | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
351
Prudential Financial
PRU
$39.7B
| $224M | 0.08% |
2,074,624
+895,697
| +76% | +$91.1M |
2013 Q2
52 quarters
|
|
352
MarketAxess Holdings
MKTX
$5.8B
| $223M | 0.08% |
1,987,288
-696,457
| -26% | -$99.2M |
2013 Q2
52 quarters
|
|
353
Lamar Advertising Co
LAMR
$15.7B
| $222M | 0.08% |
1,434,345
+189,242
| +15% | +$27.4M |
2013 Q2
52 quarters
|
|
354
Canadian Natural Resources
CNQ
$114B
| $222M | 0.08% |
5,613,183
+904,741
| +19% | +$41.1M |
2024 Q2
8 quarters
|
|
355
Hasbro
HAS
$16.6B
| $221M | 0.08% |
2,674,437
-686,800
| -20% | -$61.8M |
2013 Q2
52 quarters
|
|
356
Northrop Grumman
NOC
$78.3B
| $219M | 0.08% |
430,006
+91,650
| +27% | +$52.9M |
2013 Q2
52 quarters
|
|
357
Alnylam Pharmaceuticals
ALNY
$30B
| $219M | 0.08% |
728,039
-185,065
| -20% | -$55.8M |
2023 Q1
13 quarters
|
|
358
Bright Horizons
BFAM
$3.47B
| $218M | 0.08% |
3,084,745
-241,929
| -7% | -$17.5M |
2022 Q2
16 quarters
|
|
359
DexCom
DXCM
$29.4B
| $218M | 0.08% |
3,237,720
+1,064,223
| +49% | +$70.9M |
2013 Q2
52 quarters
|
|
360
Ally Financial
ALLY
$11.9B
| $218M | 0.08% |
4,742,891
+1,011,999
| +27% | +$43.9M |
2017 Q1
37 quarters
|
|
361
Robert Half
RHI
$4.7B
| $217M | 0.08% |
7,058,213
+698,605
| +11% | +$19.6M |
2013 Q2
52 quarters
|
|
362
AutoNation
AN
$5.32B
| $216M | 0.08% |
1,161,962
+337,941
| +41% | +$66.1M |
2013 Q2
52 quarters
|
|
363
Royal Bank of Canada
RY
$279B
| $216M | 0.08% |
1,042,402
+355,907
| +52% | +$66M |
2024 Q2
8 quarters
|
|
364
Ultragenyx Pharmaceutical
RARE
$1.54B
| $214M | 0.07% |
6,560,809
+1,982,785
| +43% | +$49.3M |
2023 Q4
10 quarters
|
|
365
Versant Media Group
VSNT
$4.37B
| $214M | 0.07% |
6,003,282
+201,714
| +3% | +$8.1M |
2026 Q1
1 quarter
|
|
366
WESCO International
WCC
$15.5B
| $214M | 0.07% |
619,132
+99,070
| +19% | +$33.6M |
2013 Q2
52 quarters
|
|
367
Graphic Packaging
GPK
$2.6B
| $214M | 0.07% |
20,222,730
+12,253,541
| +154% | +$125M |
2019 Q4
26 quarters
|
|
368
NewMarket
NEU
$8.01B
| $214M | 0.07% |
270,011
+151,670
| +128% | +$109M |
2013 Q2
52 quarters
|
|
369
Garmin
GRMN
$56.6B
| $213M | 0.07% |
914,637
+314,625
| +52% | +$76.5M |
2014 Q4
46 quarters
|
|
370
Alcoa
AA
$10B
| $213M | 0.07% |
4,086,691
-1,084,958
| -21% | -$72.7M |
2023 Q2
12 quarters
|
|
371
Abercrombie & Fitch
ANF
$6.61B
| $213M | 0.07% |
2,428,332
-1,019,630
| -30% | -$86.5M |
2017 Q3
35 quarters
|
|
372
Lamb Weston
LW
$7.42B
| $213M | 0.07% |
4,927,106
+2,830,882
| +135% | +$122M |
2016 Q4
38 quarters
|
|
373
Marathon Petroleum
MPC
$128B
| $212M | 0.07% |
828,334
+395,728
| +91% | +$97.2M |
2013 Q2
52 quarters
|
|
374
Darling Ingredients
DAR
$8.87B
| $212M | 0.07% |
3,961,552
+248,255
| +7% | +$14.8M |
2013 Q2
52 quarters
|
|
375
American Water Works
AWK
$28.4B
| $211M | 0.07% |
1,607,283
+981,355
| +157% | +$126M |
2013 Q2
52 quarters
|
|
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Cliff Asness's Q2 2026 Portfolio in Review
As of Q2 2026, Cliff Asness held 3,986 positions worth $287B, up 31% from $218B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Cliff Asness deployed $37.5B of net new capital in Q2 2026, opening 247 new positions and adding to 2,455 existing holdings. Its largest new stake was FedEx Freight: 1,024,555 shares worth $155M.
By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 22% a quarter earlier, followed by Financials and Industrials.
On the sell side, the largest reduction was Micron Technology, an estimated $517M trimmed.
- Cliff Asness's largest Q2 2026 buy was FedEx Freight: 1,024,555 shares worth $155M.
- Cliff Asness added most to NVIDIA in Q2 2026, an estimated $1.17B increase.
- Cliff Asness's biggest Q2 2026 reduction was Micron Technology, cutting an estimated $517M.
- Cliff Asness fully exited Masimo in Q2 2026, selling an estimated $147M.
- Cliff Asness's ten largest holdings make up 12% of its $287B portfolio in Q2 2026.
- Cliff Asness opened 247 new positions and closed 86 in Q2 2026.
- Cliff Asness's portfolio value rose 31% quarter-over-quarter to $287B.
Based on AQR Capital Management's 13F filing for Q2 2026, filed 14 Aug 2026.