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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 | |
|---|---|---|---|---|---|---|---|
1101
Kiniksa Pharmaceuticals
KNSA
$5.69B
| $24M | 0.01% |
375,039
-3,658
| -1% | -$190K |
2022 Q4
14 quarters
|
|
1102
Sunbelt Rentals Holdings
SUNB
$32.5B
| $23.9M | 0.01% |
328,007
-39,352
| -11% | -$2.95M |
2026 Q1
1 quarter
|
|
1103
Relay Therapeutics
RLAY
$3.97B
| $23.9M | 0.01% |
1,279,473
-10,559
| -0.8% | -$153K |
2023 Q4
10 quarters
|
|
1104
Compass
COMP
$7.44B
| $23.9M | 0.01% |
1,937,662
+615,386
| +47% | +$5.13M |
2023 Q3
11 quarters
|
|
1105
Sony
SONY
$152B
| $23.9M | 0.01% |
1,189,648
+572,271
| +93% | +$12.1M |
2024 Q2
8 quarters
|
|
1106
OR Royalties Inc
OR
$6.26B
| $23.8M | 0.01% |
753,794
+649,997
| +626% | +$24M |
2026 Q1
1 quarter
|
|
1107
Avantis US Small Cap Value ETF
AVUV
$31.9B
| $23.8M | 0.01% |
190,592
+18,742
| +11% | +$2.24M |
2024 Q2
8 quarters
|
|
1108
Avantis International Small Cap Value ETF
AVDV
$19.7B
| $23.7M | 0.01% |
230,444
+28,296
| +14% | +$3.01M |
2024 Q2
8 quarters
|
|
1109
Healthcare Services Group
HCSG
$1.72B
| $23.7M | 0.01% |
974,997
-112,483
| -10% | -$2.38M |
2020 Q1
25 quarters
|
|
1110
DELISTED
ACV Auctions
ACVA
| $23.6M | 0.01% |
3,282,576
+2,511,737
| +326% | +$14.2M |
2025 Q1
5 quarters
|
|
1111
State Street SPDR Bloomberg 3-12 Month T-Bill ETF
BILS
$3.95B
| $23.6M | 0.01% |
237,485
-18,519
| -7% | -$1.84M |
2024 Q3
7 quarters
|
|
1112
Pembina Pipeline
PBA
$29.3B
| $23.6M | 0.01% |
510,227
+246,413
| +93% | +$11.4M |
2025 Q1
5 quarters
|
|
1113
Glacier Bancorp
GBCI
$6.38B
| $23.4M | 0.01% |
453,468
-75,024
| -14% | -$3.62M |
2023 Q2
12 quarters
|
|
1114
NatWest
NWG
$67.6B
| $23.3M | 0.01% |
1,321,509
+199,491
| +18% | +$3.21M |
2024 Q1
9 quarters
|
|
1115
Okta
OKTA
$38.5B
| $23.2M | 0.01% |
174,576
+101,002
| +137% | +$9.5M |
2023 Q1
13 quarters
|
|
1116
National Energy Services Reunited Corp
NESR
$2.05B
| $23.2M | 0.01% |
775,990
+130,966
| +20% | +$3.24M |
2025 Q3
3 quarters
|
|
1117
Warby Parker
WRBY
$3.12B
| $23.2M | 0.01% |
765,069
-176,680
| -19% | -$4.37M |
2024 Q2
8 quarters
|
|
1118
International Seaways
INSW
$5.82B
| $23.2M | 0.01% |
302,901
+39,675
| +15% | +$3.22M |
2022 Q2
16 quarters
|
|
1119
Garrett Motion
GTX
$4.05B
| $23.1M | 0.01% |
638,955
-388,778
| -38% | -$10.8M |
2023 Q2
12 quarters
|
|
1120
Coinbase
COIN
$42.1B
| $23.1M | 0.01% |
157,825
+72,761
| +86% | +$13.1M |
2023 Q4
10 quarters
|
|
1121
Progyny
PGNY
$2.16B
| $23M | 0.01% |
797,534
+141,140
| +22% | +$3.15M |
2024 Q4
6 quarters
|
|
1122
HCI Group
HCI
$2.53B
| $22.9M | 0.01% |
130,716
+53,030
| +68% | +$8.36M |
2023 Q4
10 quarters
|
|
1123
Hamilton Insurance Group
HG
$3.58B
| $22.8M | 0.01% |
670,763
-7,613
| -1% | -$239K |
2024 Q4
6 quarters
|
|
1124
CBIZ
CBZ
$3.01B
| $22.8M | 0.01% |
709,617
+463,814
| +189% | +$14.4M |
2016 Q1
41 quarters
|
|
1125
Monarch Casino & Resort
MCRI
$2.08B
| $22.7M | 0.01% |
172,373
+6,072
| +4% | +$708K |
2021 Q2
20 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.