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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 | |
|---|---|---|---|---|---|---|---|
901
Hamilton Lane
HLNE
$4.54B
| $39.1M | 0.01% |
511,474
+484,223
| +1,777% | +$43.1M |
2023 Q2
12 quarters
|
|
902
Enbridge
ENB
$107B
| $39.1M | 0.01% |
721,796
+431,274
| +148% | +$23.7M |
2024 Q2
8 quarters
|
|
903
Equity Lifestyle Properties
ELS
$11.8B
| $39M | 0.01% |
609,692
+429,514
| +238% | +$27.1M |
2013 Q2
52 quarters
|
|
904
Sabra Healthcare REIT
SBRA
$5B
| $39M | 0.01% |
1,998,848
+584,862
| +41% | +$11.6M |
2018 Q4
30 quarters
|
|
905
Zeta Global
ZETA
$8.53B
| $38.9M | 0.01% |
1,978,272
+876,613
| +80% | +$16.3M |
2022 Q3
15 quarters
|
|
906
Banco Santander
SAN
$186B
| $38.9M | 0.01% |
2,816,360
+1,041,682
| +59% | +$12.9M |
2024 Q1
9 quarters
|
|
907
Sherwin-Williams
SHW
$81.8B
| $38.8M | 0.01% |
113,813
-31,114
| -21% | -$9.9M |
2013 Q2
52 quarters
|
|
908
Arthur J. Gallagher & Co
AJG
$68.7B
| $38.7M | 0.01% |
170,308
+23,216
| +16% | +$4.93M |
2013 Q2
52 quarters
|
|
909
Martin Marietta Materials
MLM
$36B
| $38.6M | 0.01% |
67,001
+1,541
| +2% | +$914K |
2023 Q1
13 quarters
|
|
910
Reliance Steel & Aluminium
RS
$21.2B
| $38.6M | 0.01% |
103,354
-507
| -0.5% | -$185K |
2013 Q2
52 quarters
|
|
911
Qnity Electronics Inc
Q
$23B
| $38.3M | 0.01% |
235,386
-10,505
| -4% | -$1.55M |
2025 Q4
2 quarters
|
|
912
Fox Class A
FOXA
$28.1B
| $38.3M | 0.01% |
757,602
-139,086
| -16% | -$8.59M |
2019 Q1
29 quarters
|
|
913
Dimensional US Equity ETF
DFUS
$21.1B
| $38.2M | 0.01% |
466,528
+107,486
| +30% | +$8.5M |
2024 Q2
8 quarters
|
|
914
Barclays
BCS
$72.5B
| $38.2M | 0.01% |
1,420,489
+249,622
| +21% | +$6.02M |
2024 Q1
9 quarters
|
|
915
Idacorp
IDA
$8.14B
| $38.1M | 0.01% |
251,905
+190,599
| +311% | +$27.4M |
2013 Q2
52 quarters
|
|
916
Vanguard Morningstar Small-Cap ETF
VB
$77.7B
| $37.9M | 0.01% |
125,108
+17,027
| +16% | +$4.88M |
2024 Q1
9 quarters
|
|
917
Paycom
PAYC
$12.4B
| $37.9M | 0.01% |
301,396
+214,364
| +246% | +$28M |
2015 Q2
44 quarters
|
|
918
Doximity
DOCS
$5.95B
| $37.9M | 0.01% |
1,838,767
+243,240
| +15% | +$5.38M |
2022 Q3
15 quarters
|
|
919
Everforth Inc
EFOR
$1.79B
| $37.8M | 0.01% |
2,114,423
-416,227
| -16% | -$10.2M |
2018 Q2
32 quarters
|
|
920
Crown Castle
CCI
$36.6B
| $37.6M | 0.01% |
496,307
+404,839
| +443% | +$35.6M |
2013 Q2
52 quarters
|
|
921
Hancock Whitney
HWC
$5.9B
| $37.6M | 0.01% |
502,966
+20,788
| +4% | +$1.42M |
2015 Q4
42 quarters
|
|
922
Cullen/Frost Bankers
CFR
$9.8B
| $37.2M | 0.01% |
240,867
+38,217
| +19% | +$5.43M |
2013 Q2
52 quarters
|
|
923
Helen of Troy
HELE
$657M
| $37.1M | 0.01% |
1,322,587
+559,816
| +73% | +$13.2M |
2023 Q1
13 quarters
|
|
924
Zebra Technologies
ZBRA
$18.3B
| $37M | 0.01% |
145,983
+12,837
| +10% | +$3.02M |
2017 Q3
35 quarters
|
|
925
QuinStreet
QNST
$945M
| $36.9M | 0.01% |
2,521,654
+448,336
| +22% | +$5.63M |
2024 Q3
7 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.