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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 | |
|---|---|---|---|---|---|---|---|
426
HealthEquity
HQY
$8.6B
| $176M | 0.06% |
1,999,209
-93,014
| -4% | -$7.89M |
2022 Q4
14 quarters
|
|
427
Polaris
PII
$3.12B
| $176M | 0.06% |
2,566,179
+390,761
| +18% | +$25.2M |
2013 Q2
52 quarters
|
|
428
CrowdStrike
CRWD
$264B
| $175M | 0.06% |
921,868
-272,680
| -23% | -$38.7M |
2020 Q3
23 quarters
|
|
429
GlobalFoundries
GFS
$24.7B
| $174M | 0.06% |
2,119,474
-1,105,509
| -34% | -$77.3M |
2022 Q4
14 quarters
|
|
430
PayPal
PYPL
$48.8B
| $173M | 0.06% |
4,017,155
-127,210
| -3% | -$5.79M |
2015 Q3
43 quarters
|
|
431
Bath & Body Works
BBWI
$4.22B
| $173M | 0.06% |
7,641,815
-3,398,898
| -31% | -$65M |
2013 Q2
52 quarters
|
|
432
Nasdaq
NDAQ
$57.3B
| $172M | 0.06% |
2,214,061
+317,658
| +17% | +$27.9M |
2013 Q2
52 quarters
|
|
433
RenaissanceRe
RNR
$14.7B
| $172M | 0.06% |
543,123
+37,681
| +7% | +$11.3M |
2014 Q4
46 quarters
|
|
434
Cenovus Energy
CVE
$60.6B
| $172M | 0.06% |
6,932,531
+2,548,006
| +58% | +$70.3M |
2024 Q1
9 quarters
|
|
435
EXL Service
EXLS
$6.41B
| $171M | 0.06% |
6,812,609
-3,063,689
| -31% | -$90.2M |
2021 Q3
19 quarters
|
|
436
Newell Brands
NWL
$2.28B
| $171M | 0.06% |
28,575,800
+1,178,014
| +4% | +$4.98M |
2023 Q2
12 quarters
|
|
437
CDW
CDW
$20.6B
| $171M | 0.06% |
1,226,429
+71,313
| +6% | +$8.96M |
2014 Q3
47 quarters
|
|
438
Jones Lang LaSalle
JLL
$13.8B
| $171M | 0.06% |
550,723
-282,103
| -34% | -$87.7M |
2021 Q1
21 quarters
|
|
439
DELISTED
Janus Henderson
JHG
| $170M | 0.06% |
3,281,442
-59,959
| -2% | -$3.1M |
2021 Q1
21 quarters
|
|
440
Virtu Financial
VIRT
$4.94B
| $170M | 0.06% |
2,847,444
+1,484,925
| +109% | +$78.1M |
2018 Q1
33 quarters
|
|
441
Bank OZK
OZK
$5.52B
| $170M | 0.06% |
3,274,181
+1,664,598
| +103% | +$81.1M |
2019 Q4
26 quarters
|
|
442
Stanley Black & Decker
SWK
$15B
| $169M | 0.06% |
1,806,656
+585,155
| +48% | +$45.8M |
2014 Q4
46 quarters
|
|
443
Vicor
VICR
$8.12B
| $168M | 0.06% |
449,529
+301,220
| +203% | +$82.2M |
2020 Q1
25 quarters
|
|
444
Canadian National Railway
CNI
$74.4B
| $168M | 0.06% |
1,406,399
+274,553
| +24% | +$31.3M |
2025 Q1
5 quarters
|
|
445
Exelon
EXC
$45.8B
| $167M | 0.06% |
3,589,650
+541,137
| +18% | +$25M |
2014 Q4
46 quarters
|
|
446
Agnico Eagle Mines
AEM
$88.1B
| $167M | 0.06% |
1,097,928
+304,831
| +38% | +$56.5M |
2021 Q2
20 quarters
|
|
447
PBF Energy
PBF
$9.03B
| $166M | 0.06% |
3,650,630
+2,070,603
| +131% | +$86.2M |
2021 Q4
18 quarters
|
|
448
Black Hills Corp
BKH
$6.06B
| $166M | 0.06% |
2,232,003
+636,408
| +40% | +$46.9M |
2017 Q3
35 quarters
|
|
449
Magna International
MGA
$17.1B
| $166M | 0.06% |
2,534,162
+555,123
| +28% | +$34.7M |
2025 Q3
3 quarters
|
|
450
Xylem
XYL
$25.4B
| $166M | 0.06% |
1,418,018
+995,250
| +235% | +$115M |
2015 Q2
44 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.