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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 | |
|---|---|---|---|---|---|---|---|
1026
Clorox
CLX
$10.5B
| $29.4M | 0.01% |
307,850
-762,122
| -71% | -$73.2M |
2013 Q2
52 quarters
|
|
1027
Sun Life Financial
SLF
$44.2B
| $29.3M | 0.01% |
374,133
-149,600
| -29% | -$10.8M |
2024 Q4
6 quarters
|
|
1028
SEI Investments
SEIC
$12.3B
| $29.3M | 0.01% |
334,349
-85,693
| -20% | -$7.47M |
2013 Q2
52 quarters
|
|
1029
Yeti Holdings
YETI
$3.18B
| $29.1M | 0.01% |
592,639
-72,529
| -11% | -$3.15M |
2020 Q1
25 quarters
|
|
1030
Westamerica Bancorp
WABC
$1.43B
| $29.1M | 0.01% |
495,223
+96,177
| +24% | +$5.32M |
2022 Q3
15 quarters
|
|
1031
EA Bridgeway Omni Small-Cap Value ETF
BSVO
$2.43B
| $28.9M | 0.01% |
991,507
+191,692
| +24% | +$5.28M |
2023 Q4
10 quarters
|
|
1032
CCC Intelligent Solutions
CCC
$4.54B
| $28.9M | 0.01% |
5,896,064
-5,047,983
| -46% | -$25M |
2023 Q3
11 quarters
|
|
1033
Avista
AVA
$3.12B
| $28.7M | 0.01% |
702,491
+351,524
| +100% | +$14.5M |
2023 Q3
11 quarters
|
|
1034
Ares Management
ARES
$27.7B
| $28.7M | 0.01% |
258,120
+41,985
| +19% | +$5.04M |
2024 Q3
7 quarters
|
|
1035
Alpha Architect 1-3 Month Box ETF
BOXX
$14.4B
| $28.7M | 0.01% |
244,873
+139,965
| +133% | +$16.3M |
2023 Q4
10 quarters
|
|
1036
Toast
TOST
$18.6B
| $28.6M | 0.01% |
1,029,079
+127,200
| +14% | +$3.32M |
2023 Q2
12 quarters
|
|
1037
Lantheus
LNTH
$6.52B
| $28.6M | 0.01% |
261,250
+145,678
| +126% | +$13.6M |
2021 Q4
18 quarters
|
|
1038
Brookfield Asset Management
BAM
$75.1B
| $28.5M | 0.01% |
635,125
+78,553
| +14% | +$3.71M |
2025 Q1
5 quarters
|
|
1039
Alcon
ALC
$33.8B
| $28.4M | 0.01% |
424,162
+193,876
| +84% | +$13.6M |
2024 Q2
8 quarters
|
|
1040
Replimune Group
REPL
$1.17B
| $28.4M | 0.01% |
2,566,241
+2,310,746
| +904% | +$14.1M |
2026 Q1
1 quarter
|
|
1041
TransDigm Group
TDG
$62.4B
| $28.4M | 0.01% |
21,370
+3,762
| +21% | +$4.62M |
2022 Q1
17 quarters
|
|
1042
Invesco FTSE RAFI US 1000 ETF
PRF
$10.1B
| $28.4M | 0.01% |
524,792
+120,764
| +30% | +$6.29M |
2025 Q1
5 quarters
|
|
1043
Ameris Bancorp
ABCB
$5.55B
| $28.1M | 0.01% |
311,740
-11,277
| -3% | -$959K |
2022 Q4
14 quarters
|
|
1044
Shell
SHEL
$304B
| $28M | 0.01% |
360,670
+192,859
| +115% | +$16.6M |
2024 Q1
9 quarters
|
|
1045
Lloyds Banking Group
LYG
$77.7B
| $27.9M | 0.01% |
4,792,690
+1,796,125
| +60% | +$9.7M |
2024 Q1
9 quarters
|
|
1046
Axsome Therapeutics
AXSM
$7.55B
| $27.9M | 0.01% |
114,025
+9,966
| +10% | +$2.16M |
2022 Q2
16 quarters
|
|
1047
Timken Company
TKR
$7.66B
| $27.8M | 0.01% |
193,212
+12,709
| +7% | +$1.53M |
2013 Q2
52 quarters
|
|
1048
Crocs
CROX
$5.7B
| $27.8M | 0.01% |
230,594
-84,646
| -27% | -$9.25M |
2016 Q4
38 quarters
|
|
1049
Douglas Emmett
DEI
$1.7B
| $27.8M | 0.01% |
2,353,329
+1,721,730
| +273% | +$19.4M |
2013 Q2
52 quarters
|
|
1050
JetBlue
JBLU
$894M
| $27.7M | 0.01% |
5,094,005
+3,466,656
| +213% | +$17.7M |
2013 Q2
52 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.