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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 | |
|---|---|---|---|---|---|---|---|
626
Blue Owl Capital
OWL
$6.4B
| $97.4M | 0.03% |
11,256,822
+1,638,067
| +17% | +$15.6M |
2024 Q2
8 quarters
|
|
627
Pan American Silver
PAAS
$16.6B
| $97M | 0.03% |
2,190,916
+1,223,784
| +127% | +$65.6M |
2024 Q2
8 quarters
|
|
628
Procore
PCOR
$9.6B
| $96.9M | 0.03% |
2,386,381
-2,880,360
| -55% | -$142M |
2024 Q4
6 quarters
|
|
629
Macy's
M
$6.29B
| $96.1M | 0.03% |
4,099,820
-868,112
| -17% | -$18.2M |
2013 Q2
52 quarters
|
|
630
Boston Beer
SAM
$2.05B
| $95.6M | 0.03% |
539,988
-111,996
| -17% | -$22.7M |
2013 Q2
52 quarters
|
|
631
The Kraft Heinz Company
KHC
$29.4B
| $95.1M | 0.03% |
4,024,280
+1,253,157
| +45% | +$28.9M |
2019 Q3
27 quarters
|
|
632
iShares Russell 1000 Growth ETF
IWF
$123B
| $94.7M | 0.03% |
762,666
+44,282
| +6% | +$5.34M |
2024 Q2
8 quarters
|
|
633
Associated Banc-Corp
ASB
$5.71B
| $94.6M | 0.03% |
3,074,030
+1,680,541
| +121% | +$47.4M |
2013 Q2
52 quarters
|
|
634
Rivian
RIVN
$17.1B
| $94.3M | 0.03% |
5,604,786
+873,731
| +18% | +$13.6M |
2023 Q2
12 quarters
|
|
635
Littelfuse
LFUS
$8.92B
| $93.8M | 0.03% |
205,920
-61,321
| -23% | -$26.5M |
2019 Q2
28 quarters
|
|
636
Huntsman Corp
HUN
$1.54B
| $92.5M | 0.03% |
8,713,741
-2,876,925
| -25% | -$39.6M |
2015 Q4
42 quarters
|
|
637
FMC
FMC
$786M
| $91.1M | 0.03% |
8,021,709
-1,240,074
| -13% | -$17.3M |
2016 Q4
38 quarters
|
|
638
Campbell Soup
CPB
$6.18B
| $90.7M | 0.03% |
4,070,543
+2,801,673
| +221% | +$59.1M |
2013 Q2
52 quarters
|
|
639
Gates Industrial Corp
GTES
$6.35B
| $90M | 0.03% |
3,216,861
-237,787
| -7% | -$6.11M |
2019 Q2
28 quarters
|
|
640
Kemper
KMPR
$1.7B
| $89.4M | 0.03% |
3,317,802
+2,043,281
| +160% | +$59.5M |
2023 Q1
13 quarters
|
|
641
MACOM Technology Solutions
MTSI
$18B
| $88M | 0.03% |
234,075
+21,856
| +10% | +$7.25M |
2019 Q4
26 quarters
|
|
642
Sterling Infrastructure
STRL
$10.9B
| $87.9M | 0.03% |
105,710
-44,393
| -30% | -$31.2M |
2019 Q2
28 quarters
|
|
643
Waste Management
WM
$95.7B
| $87.7M | 0.03% |
394,476
-36,286
| -8% | -$8.07M |
2013 Q2
52 quarters
|
|
644
Evergy
EVRG
$19.5B
| $87.6M | 0.03% |
1,016,302
+130,611
| +15% | +$10.8M |
2018 Q2
32 quarters
|
|
645
HCA Healthcare
HCA
$102B
| $87.6M | 0.03% |
225,249
-105,409
| -32% | -$44.6M |
2013 Q2
52 quarters
|
|
646
Packaging Corp of America
PKG
$22B
| $87.6M | 0.03% |
369,579
-106,552
| -22% | -$23.4M |
2013 Q2
52 quarters
|
|
647
Gaming and Leisure Properties
GLPI
$11.5B
| $87.2M | 0.03% |
1,957,938
-336,752
| -15% | -$15.8M |
2019 Q1
29 quarters
|
|
648
Gilead Sciences
GILD
$193B
| $86.9M | 0.03% |
695,432
-469,371
| -40% | -$61.8M |
2013 Q2
52 quarters
|
|
649
Humana
HUM
$50.7B
| $86.8M | 0.03% |
222,408
+29,887
| +16% | +$8.51M |
2013 Q2
52 quarters
|
|
650
iShares Core S&P Total US Stock Market ETF
ITOT
$95.7B
| $86.7M | 0.03% |
527,922
+193,871
| +58% | +$30.8M |
2023 Q4
10 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.