We are live on !
Find out more
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 | |
|---|---|---|---|---|---|---|---|
676
Vanguard Information Technology ETF
VGT
$147B
| $77.8M | 0.03% |
651,104
+230,336
| +55% | +$25.2M |
2023 Q4
10 quarters
|
|
677
United Rentals
URI
$68.4B
| $77.7M | 0.03% |
68,943
+29,091
| +73% | +$27.7M |
2013 Q2
52 quarters
|
|
678
EPR Properties
EPR
$4.29B
| $77.5M | 0.03% |
1,336,730
-122,941
| -8% | -$6.99M |
2013 Q2
52 quarters
|
|
679
Zoetis
ZTS
$33.5B
| $77M | 0.03% |
1,070,929
+462,979
| +76% | +$43.6M |
2014 Q4
46 quarters
|
|
680
Universal Health Services
UHS
$11B
| $76.9M | 0.03% |
523,210
-61,848
| -11% | -$10.1M |
2013 Q2
52 quarters
|
|
681
Sarepta Therapeutics
SRPT
$1.87B
| $76.9M | 0.03% |
4,325,689
-2,107,423
| -33% | -$39.9M |
2024 Q4
6 quarters
|
|
682
OceanaGold Corp
OGC
$5.51B
| $76.8M | 0.03% |
+3,100,774
| New | +$92.7M |
2026 Q2
0 quarters
|
|
683
Western Union
WU
$1.98B
| $76.7M | 0.03% |
10,111,595
-588,010
| -5% | -$4.93M |
2018 Q3
31 quarters
|
|
684
Nexstar Media Group
NXST
$5.16B
| $76.6M | 0.03% |
433,717
+34,361
| +9% | +$6.43M |
2018 Q4
30 quarters
|
|
685
Harmony Gold Mining
HMY
$9.9B
| $76.6M | 0.03% |
5,069,547
-875,782
| -15% | -$14.5M |
2018 Q2
32 quarters
|
|
686
Stellantis
STLA
$11.8B
| $76.6M | 0.03% |
13,471,352
+12,969,780
| +2,586% | +$95.9M |
2024 Q1
9 quarters
|
|
687
Constellium
CSTM
$3.15B
| $76.6M | 0.03% |
2,402,937
+328,076
| +16% | +$10.6M |
2022 Q4
14 quarters
|
|
688
BellRing Brands
BRBR
$1.11B
| $76.4M | 0.03% |
6,067,631
-2,465,829
| -29% | -$29.7M |
2022 Q1
17 quarters
|
|
689
Cencora
COR
$63.2B
| $76.4M | 0.03% |
272,728
-150,308
| -36% | -$43.3M |
2019 Q2
28 quarters
|
|
690
Canadian Pacific Kansas City
CP
$78.7B
| $76.2M | 0.03% |
882,631
-93,500
| -10% | -$8.01M |
2025 Q3
3 quarters
|
|
691
Aflac
AFL
$60.4B
| $76.2M | 0.03% |
649,847
+306,514
| +89% | +$35.3M |
2013 Q2
52 quarters
|
|
692
Credo Technology Group
CRDO
$27.7B
| $76M | 0.03% |
290,303
-176,220
| -38% | -$34.8M |
2023 Q2
12 quarters
|
|
693
iShares Russell 2000 ETF
IWM
$79.1B
| $76M | 0.03% |
253,000
+34,979
| +16% | +$9.8M |
2023 Q4
10 quarters
|
|
694
American States Water
AWR
$3.39B
| $76M | 0.03% |
919,629
+446,092
| +94% | +$34.6M |
2023 Q4
10 quarters
|
|
695
Churchill Downs
CHDN
$5.84B
| $75.6M | 0.03% |
843,847
+24,004
| +3% | +$2.15M |
2024 Q2
8 quarters
|
|
696
Vanguard High Dividend Yield ETF
VYM
$82.2B
| $75.4M | 0.03% |
476,821
+36,976
| +8% | +$5.78M |
2023 Q4
10 quarters
|
|
697
Williams Companies
WMB
$87.7B
| $75.2M | 0.03% |
1,011,298
+103,825
| +11% | +$7.64M |
2013 Q2
52 quarters
|
|
698
AstraZeneca
AZN
$266B
| $75M | 0.03% |
400,938
+31,136
| +8% | +$5.86M |
2023 Q3
11 quarters
|
|
699
CNH Industrial
CNH
$18.5B
| $74.8M | 0.03% |
6,661,187
-2,614,753
| -28% | -$27.8M |
2024 Q1
9 quarters
|
|
700
10x Genomics
TXG
$9.32B
| $74.7M | 0.03% |
2,026,464
-511,792
| -20% | -$13.4M |
2023 Q2
12 quarters
|
|
Similar funds
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.