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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 | |
|---|---|---|---|---|---|---|---|
951
FormFactor
FORM
$7.9B
| $34.3M | 0.01% |
214,217
-796
| -0.4% | -$106K |
2013 Q2
52 quarters
|
|
952
Unilever
UL
$141B
| $34.2M | 0.01% |
569,489
+314,321
| +123% | +$18.2M |
2024 Q2
8 quarters
|
|
953
Globant
GLOB
$1.94B
| $34.2M | 0.01% |
1,188,723
+400,461
| +51% | +$16M |
2025 Q3
3 quarters
|
|
954
Marriott International
MAR
$103B
| $34.2M | 0.01% |
92,185
+14,833
| +19% | +$5.47M |
2021 Q4
18 quarters
|
|
955
Hudson Pacific Properties
HPP
$617M
| $34M | 0.01% |
2,239,928
+1,857,416
| +486% | +$20.4M |
2014 Q2
48 quarters
|
|
956
ABM Industries
ABM
$3.17B
| $34M | 0.01% |
768,980
+400,268
| +109% | +$16.4M |
2019 Q2
28 quarters
|
|
957
Harmony Biosciences
HRMY
$2.14B
| $34M | 0.01% |
934,326
+218,080
| +30% | +$6.88M |
2022 Q2
16 quarters
|
|
958
Floor & Decor
FND
$5.05B
| $33.9M | 0.01% |
577,541
+569,081
| +6,727% | +$28.8M |
2026 Q1
1 quarter
|
|
959
Monolithic Power Systems
MPWR
$57.4B
| $33.8M | 0.01% |
24,947
-13,413
| -35% | -$20.1M |
2013 Q2
52 quarters
|
|
960
Moderna
MRNA
$79.4B
| $33.6M | 0.01% |
479,141
+440,826
| +1,151% | +$22.8M |
2025 Q4
2 quarters
|
|
961
First American
FAF
$6.54B
| $33.5M | 0.01% |
491,667
-55,447
| -10% | -$3.7M |
2014 Q4
46 quarters
|
|
962
Rollins
ROL
$16.6B
| $33.5M | 0.01% |
802,768
-362,735
| -31% | -$18.5M |
2015 Q3
43 quarters
|
|
963
Rackspace Technology
RXT
$691M
| $33.5M | 0.01% |
5,130,701
+593,272
| +13% | +$2.31M |
2022 Q3
15 quarters
|
|
964
Aptiv
APTV
$9.05B
| $33.5M | 0.01% |
552,805
-132,018
| -19% | -$8.08M |
2020 Q4
22 quarters
|
|
965
Allegro MicroSystems
ALGM
$6.02B
| $33.4M | 0.01% |
493,753
+148,627
| +43% | +$6.95M |
2025 Q1
5 quarters
|
|
966
Vanguard Total International Stock ETF
VXUS
$159B
| $33.4M | 0.01% |
390,580
+218,052
| +126% | +$18.3M |
2023 Q4
10 quarters
|
|
967
Covista Inc
CVSA
$4.45B
| $33.4M | 0.01% |
271,952
-10,224
| -4% | -$1.23M |
2022 Q4
14 quarters
|
|
968
CNX Resources
CNX
$5.57B
| $33.3M | 0.01% |
982,007
+37,749
| +4% | +$1.36M |
2023 Q2
12 quarters
|
|
969
Nebius Group N.V.
NBIS
$41.7B
| $33.2M | 0.01% |
120,224
+14,912
| +14% | +$2.95M |
2025 Q3
3 quarters
|
|
970
California Water Service
CWT
$2.95B
| $33.2M | 0.01% |
681,791
+512,060
| +302% | +$23.1M |
2024 Q2
8 quarters
|
|
971
BHP
BHP
$201B
| $33.1M | 0.01% |
397,906
+152,469
| +62% | +$12.7M |
2024 Q1
9 quarters
|
|
972
Global Payments
GPN
$21.7B
| $32.9M | 0.01% |
465,198
-351,493
| -43% | -$24.2M |
2013 Q2
52 quarters
|
|
973
Oneok
OKE
$60.7B
| $32.6M | 0.01% |
374,539
+78,295
| +26% | +$6.9M |
2018 Q2
32 quarters
|
|
974
iShares Core S&P Small-Cap ETF
IJR
$104B
| $32.5M | 0.01% |
218,839
+74,160
| +51% | +$10.2M |
2024 Q1
9 quarters
|
|
975
Phreesia
PHR
$783M
| $32.4M | 0.01% |
3,151,453
+1,298,894
| +70% | +$12.1M |
2024 Q4
6 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.