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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 | |
|---|---|---|---|---|---|---|---|
1176
Ferrari
RACE
$68.5B
| $20.3M | 0.01% |
54,478
+14,715
| +37% | +$5.12M |
2024 Q2
8 quarters
|
|
1177
Ichor Holdings
ICHR
$1.48B
| $20.3M | 0.01% |
180,364
+95,472
| +112% | +$6.89M |
2024 Q2
8 quarters
|
|
1178
KB Home
KBH
$2.8B
| $20.1M | 0.01% |
324,197
-146,327
| -31% | -$7.61M |
2015 Q4
42 quarters
|
|
1179
Kearny Financial
KRNY
$602M
| $20.1M | 0.01% |
2,126,241
+135,279
| +7% | +$1.11M |
2020 Q2
24 quarters
|
|
1180
Agree Realty
ADC
$8.75B
| $20.1M | 0.01% |
264,993
-4,091
| -2% | -$310K |
2013 Q2
52 quarters
|
|
1181
Vanguard Morningstar Mega Cap Growth ETF
MGK
$34B
| $20M | 0.01% |
228,065
+12,235
| +6% | +$1.04M |
2024 Q2
8 quarters
|
|
1182
Bread Financial
BFH
$3.94B
| $20M | 0.01% |
184,439
-3,244
| -2% | -$291K |
2018 Q2
32 quarters
|
|
1183
Core & Main
CNM
$7.7B
| $20M | 0.01% |
419,100
-311,675
| -43% | -$15.4M |
2025 Q1
5 quarters
|
|
1184
Credicorp
BAP
$29.3B
| $19.9M | 0.01% |
51,183
-30,234
| -37% | -$10.3M |
2014 Q4
46 quarters
|
|
1185
Stitch Fix
SFIX
$350M
| $19.9M | 0.01% |
4,843,056
+1,293,053
| +36% | +$4.7M |
2020 Q4
22 quarters
|
|
1186
Compass Minerals
CMP
$943M
| $19.8M | 0.01% |
637,339
+568,222
| +822% | +$16.1M |
2025 Q2
4 quarters
|
|
1187
Grocery Outlet
GO
$1.27B
| $19.8M | 0.01% |
2,037,069
+1,946,399
| +2,147% | +$16M |
2023 Q3
11 quarters
|
|
1188
Sonos
SONO
$2.09B
| $19.8M | 0.01% |
1,461,738
+410,826
| +39% | +$6.01M |
2024 Q1
9 quarters
|
|
1189
Marriott Vacations Worldwide
VAC
$3.76B
| $19.7M | 0.01% |
193,688
-70,460
| -27% | -$5.64M |
2019 Q4
26 quarters
|
|
1190
WSFS Financial
WSFS
$4.03B
| $19.7M | 0.01% |
256,901
+26
| +0% | +$1.86K |
2024 Q4
6 quarters
|
|
1191
Highwoods Properties
HIW
$3.33B
| $19.7M | 0.01% |
652,773
+184,032
| +39% | +$4.76M |
2013 Q2
52 quarters
|
|
1192
Evertec
EVTC
$1.82B
| $19.7M | 0.01% |
708,230
+546,642
| +338% | +$14.5M |
2025 Q1
5 quarters
|
|
1193
Axos Financial
AX
$5.21B
| $19.7M | 0.01% |
201,867
-32,880
| -14% | -$2.96M |
2023 Q2
12 quarters
|
|
1194
iShares MSCI Japan ETF
EWJ
$23.6B
| $19.7M | 0.01% |
+210,761
| New | +$19.1M |
2026 Q2
0 quarters
|
|
1195
Plexus
PLXS
$6.05B
| $19.6M | 0.01% |
65,270
+759
| +1% | +$198K |
2024 Q4
6 quarters
|
|
1196
Praxis Precision Medicines
PRAX
$7.54B
| $19.6M | 0.01% |
58,446
-210
| -0.4% | -$66.5K |
2025 Q2
4 quarters
|
|
1197
Liberty Energy
LBRT
$2.7B
| $19.5M | 0.01% |
745,431
-60,975
| -8% | -$1.82M |
2022 Q1
17 quarters
|
|
1198
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $19.5M | 0.01% |
37,309
+8,872
| +31% | +$4.43M |
2024 Q3
7 quarters
|
|
1199
UiPath
PATH
$7.3B
| $19.4M | 0.01% |
1,799,044
-1,029,598
| -36% | -$11M |
2023 Q4
10 quarters
|
|
1200
CBL Properties
CBL
$1.53B
| $19.4M | 0.01% |
365,726
+41,063
| +13% | +$1.9M |
2024 Q1
9 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.