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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 | |
|---|---|---|---|---|---|---|---|
451
Church & Dwight Co
CHD
$25B
| $166M | 0.06% |
1,716,275
+613,624
| +56% | +$58.6M |
2013 Q2
52 quarters
|
|
452
Haemonetics
HAE
$5.39B
| $165M | 0.06% |
2,266,489
-1,090,054
| -32% | -$70M |
2017 Q3
35 quarters
|
|
453
Casey's General Stores
CASY
$25.8B
| $165M | 0.06% |
213,943
+141,391
| +195% | +$114M |
2018 Q3
31 quarters
|
|
454
Elevance Health
ELV
$95.4B
| $164M | 0.06% |
426,160
+108,144
| +34% | +$40.1M |
2013 Q2
52 quarters
|
|
455
Cirrus Logic
CRUS
$5.63B
| $164M | 0.06% |
1,116,404
+104,597
| +10% | +$17.1M |
2013 Q2
52 quarters
|
|
456
Ulta Beauty
ULTA
$26.7B
| $163M | 0.06% |
362,413
-142,344
| -28% | -$72.3M |
2013 Q2
52 quarters
|
|
457
VICI Properties
VICI
$26.2B
| $163M | 0.06% |
6,143,616
-858,621
| -12% | -$24.1M |
2018 Q2
32 quarters
|
|
458
Jacobs Solutions
J
$17B
| $162M | 0.06% |
1,314,495
+115,960
| +10% | +$14.3M |
2013 Q2
52 quarters
|
|
459
Teradata
TDC
$3.24B
| $162M | 0.06% |
4,785,857
+2,426,944
| +103% | +$73.8M |
2019 Q1
29 quarters
|
|
460
Permian Resources
PR
$21.3B
| $162M | 0.06% |
8,791,714
+3,755,585
| +75% | +$75.4M |
2021 Q2
20 quarters
|
|
461
Murphy USA
MUSA
$9.8B
| $161M | 0.06% |
304,067
-11,851
| -4% | -$6.44M |
2013 Q3
51 quarters
|
|
462
NOV
NOV
$7.04B
| $161M | 0.06% |
8,676,962
+2,955,985
| +52% | +$58.9M |
2022 Q3
15 quarters
|
|
463
Verisk Analytics
VRSK
$25.5B
| $161M | 0.06% |
901,100
+424,295
| +89% | +$74.7M |
2013 Q2
52 quarters
|
|
464
Kyndryl
KD
$3.21B
| $160M | 0.06% |
14,636,830
+2,841,272
| +24% | +$35.4M |
2021 Q4
18 quarters
|
|
465
Autoliv
ALV
$8.26B
| $159M | 0.06% |
1,372,888
+246,775
| +22% | +$29.3M |
2020 Q2
24 quarters
|
|
466
Watts Water Technologies
WTS
$12B
| $159M | 0.06% |
416,533
-6,092
| -1% | -$1.9M |
2021 Q1
21 quarters
|
|
467
Huntington Bancshares
HBAN
$31.8B
| $159M | 0.06% |
8,980,366
+5,129,654
| +133% | +$84.7M |
2022 Q1
17 quarters
|
|
468
Lear
LEA
$5.76B
| $159M | 0.06% |
1,187,495
+231,144
| +24% | +$31M |
2013 Q2
52 quarters
|
|
469
Ford
F
$46.3B
| $158M | 0.06% |
11,354,752
+2,764,961
| +32% | +$37.3M |
2015 Q4
42 quarters
|
|
470
US Foods
USFD
$21.8B
| $157M | 0.05% |
1,550,788
-169,319
| -10% | -$15.1M |
2021 Q4
18 quarters
|
|
471
Dollar Tree
DLTR
$23.5B
| $157M | 0.05% |
1,305,455
-63,280
| -5% | -$6.58M |
2024 Q4
6 quarters
|
|
472
Vulcan Materials
VMC
$33.9B
| $156M | 0.05% |
530,348
+1,974
| +0.4% | +$566K |
2013 Q2
52 quarters
|
|
473
Cheniere Energy
LNG
$61.7B
| $156M | 0.05% |
650,718
-60,250
| -8% | -$15M |
2018 Q2
32 quarters
|
|
474
Mettler-Toledo International
MTD
$33.5B
| $155M | 0.05% |
123,972
+63,683
| +106% | +$76.8M |
2013 Q2
52 quarters
|
|
475
Flex
FLEX
$28.3B
| $155M | 0.05% |
954,605
+246,159
| +35% | +$29.9M |
2021 Q1
21 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.