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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 | |
|---|---|---|---|---|---|---|---|
776
IDEX
IEX
$16.9B
| $58.2M | 0.02% |
257,285
+775
| +0.3% | +$164K |
2013 Q2
52 quarters
|
|
777
Thomson Reuters
TRI
$53.4B
| $58.1M | 0.02% |
712,176
+98,445
| +16% | +$8.6M |
2024 Q2
8 quarters
|
|
778
Cintas
CTAS
$89B
| $57.4M | 0.02% |
341,054
-248,749
| -42% | -$43M |
2013 Q2
52 quarters
|
|
779
Kimco Realty
KIM
$15.8B
| $57.4M | 0.02% |
2,264,654
+1,661,640
| +276% | +$39.9M |
2013 Q2
52 quarters
|
|
780
Expeditors International
EXPD
$25.5B
| $57.4M | 0.02% |
355,618
+33,753
| +10% | +$5.22M |
2015 Q1
45 quarters
|
|
781
Murphy Oil
MUR
$6.36B
| $57.3M | 0.02% |
1,759,416
-63,115
| -3% | -$2.42M |
2013 Q2
52 quarters
|
|
782
COPT Defense Properties
CDP
$3.85B
| $57.3M | 0.02% |
1,575,072
+163,872
| +12% | +$5.33M |
2020 Q2
24 quarters
|
|
783
Kilroy Realty
KRC
$4.33B
| $56.9M | 0.02% |
1,518,451
+1,118,476
| +280% | +$38M |
2013 Q2
52 quarters
|
|
784
Wheaton Precious Metals
WPM
$54.9B
| $56.8M | 0.02% |
513,577
-15,484
| -3% | -$2.01M |
2025 Q1
5 quarters
|
|
785
Flowers Foods
FLO
$1.3B
| $56.6M | 0.02% |
7,163,993
+2,821,864
| +65% | +$22.6M |
2017 Q1
37 quarters
|
|
786
Encompass Health
EHC
$12.2B
| $56.6M | 0.02% |
561,888
+61,284
| +12% | +$6.35M |
2013 Q2
52 quarters
|
|
787
State Street SPDR Portfolio S&P 500 ETF
SPYM
$181B
| $56.4M | 0.02% |
641,627
+110,323
| +21% | +$9.41M |
2023 Q3
11 quarters
|
|
788
Bio-Rad Laboratories Class A
BIO
$9.9B
| $56M | 0.02% |
192,711
+98,162
| +104% | +$27.8M |
2015 Q2
44 quarters
|
|
789
Americold
COLD
$4.13B
| $55.7M | 0.02% |
3,545,164
+3,104,447
| +704% | +$42.6M |
2018 Q4
30 quarters
|
|
790
Parsons
PSN
$5.24B
| $55.6M | 0.02% |
1,089,760
+1,029,924
| +1,721% | +$55.6M |
2022 Q4
14 quarters
|
|
791
Invesco NASDAQ 100 ETF
QQQM
$105B
| $55.6M | 0.02% |
183,409
+14,586
| +9% | +$4.13M |
2024 Q2
8 quarters
|
|
792
Stantec
STN
$7.99B
| $55.5M | 0.02% |
810,568
+181,398
| +29% | +$14.6M |
2025 Q2
4 quarters
|
|
793
Hayward Holdings
HAYW
$2.69B
| $55.5M | 0.02% |
3,254,606
+70,349
| +2% | +$1.03M |
2024 Q3
7 quarters
|
|
794
iShares 0-3 Month Treasury Bond ETF
SGOV
$116B
| $55.5M | 0.02% |
550,965
+253,254
| +85% | +$25.5M |
2025 Q1
5 quarters
|
|
795
iShares S&P 500 Growth ETF
IVW
$75.5B
| $55.4M | 0.02% |
402,461
+67,474
| +20% | +$8.91M |
2024 Q1
9 quarters
|
|
796
LKQ Corp
LKQ
$4.41B
| $54.9M | 0.02% |
2,086,701
+1,247,620
| +149% | +$34.7M |
2013 Q2
52 quarters
|
|
797
Kimberly-Clark
KMB
$36.6B
| $54.8M | 0.02% |
501,093
+236,722
| +90% | +$23.5M |
2013 Q2
52 quarters
|
|
798
Moog Inc Class A
MOG.A
$10.8B
| $54.8M | 0.02% |
129,241
+89,868
| +228% | +$30.7M |
2022 Q1
17 quarters
|
|
799
TSMC
TSM
$2.17T
| $54.7M | 0.02% |
117,809
+27,875
| +31% | +$11.3M |
2013 Q2
52 quarters
|
|
800
State Street Technology Select Sector SPDR ETF
XLK
$121B
| $54.5M | 0.02% |
285,824
+106,739
| +60% | +$18.2M |
2023 Q2
12 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.