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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 | |
|---|---|---|---|---|---|---|---|
1251
Brookfield Infrastructure
BIPC
$4.55B
| $17.2M | 0.01% |
446,507
+387,256
| +654% | +$15.6M |
2025 Q1
5 quarters
|
|
1252
Brandywine Realty Trust
BDN
$486M
| $17.1M | 0.01% |
5,398,887
+1,914,175
| +55% | +$5.75M |
2013 Q2
52 quarters
|
|
1253
PagSeguro Digital
PAGS
$2.32B
| $17.1M | 0.01% |
1,888,749
-616,448
| -25% | -$5.96M |
2023 Q4
10 quarters
|
|
1254
Kite Realty
KRG
$4.95B
| $17.1M | 0.01% |
601,413
+401,398
| +201% | +$10.8M |
2021 Q4
18 quarters
|
|
1255
Dimensional World ex US Core Equity 2 ETF
DFAX
$12.1B
| $17.1M | 0.01% |
463,297
+99,892
| +27% | +$3.67M |
2023 Q4
10 quarters
|
|
1256
OneSpan
OSPN
$750M
| $17.1M | 0.01% |
1,188,680
+597,120
| +101% | +$7.55M |
2024 Q1
9 quarters
|
|
1257
Hershey
HSY
$33.1B
| $17M | 0.01% |
96,936
-79,350
| -45% | -$15M |
2013 Q2
52 quarters
|
|
1258
Labcorp
LH
$26.9B
| $16.9M | 0.01% |
60,999
+7,142
| +13% | +$1.88M |
2013 Q2
52 quarters
|
|
1259
Dolby
DLB
$5.88B
| $16.9M | 0.01% |
322,656
-789,804
| -71% | -$45.3M |
2013 Q2
52 quarters
|
|
1260
Vivmark Residential
VMRK
$48.4B
| $16.9M | 0.01% |
250,624
+25,002
| +11% | +$1.62M |
2013 Q2
52 quarters
|
|
1261
Air Products & Chemicals
APD
$68.4B
| $16.9M | 0.01% |
57,608
+24,651
| +75% | +$7.17M |
2013 Q2
52 quarters
|
|
1262
Lazard
LAZ
$3.72B
| $16.8M | 0.01% |
401,223
+30,419
| +8% | +$1.39M |
2024 Q3
7 quarters
|
|
1263
Washington Trust Bancorp
WASH
$746M
| $16.8M | 0.01% |
461,273
+235,362
| +104% | +$7.87M |
2023 Q3
11 quarters
|
|
1264
Schwab U.S Small- Cap ETF
SCHA
$22B
| $16.8M | 0.01% |
465,595
+112,894
| +32% | +$3.73M |
2024 Q2
8 quarters
|
|
1265
Organon & Co
OGN
$3.61B
| $16.8M | 0.01% |
1,245,588
-2,205,038
| -64% | -$26.4M |
2021 Q2
20 quarters
|
|
1266
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$38.7B
| $16.8M | 0.01% |
276,375
+45,292
| +20% | +$2.71M |
2023 Q4
10 quarters
|
|
1267
DELISTED
Taylor Morrison
TMHC
| $16.8M | 0.01% |
233,964
-2,885,332
| -92% | -$183M |
2019 Q3
27 quarters
|
|
1268
Group 1 Automotive
GPI
$3.03B
| $16.7M | 0.01% |
57,436
+38,809
| +208% | +$12.7M |
2019 Q3
27 quarters
|
|
1269
Backblaze
BLZE
$573M
| $16.7M | 0.01% |
1,051,847
+388,336
| +59% | +$2.69M |
2025 Q1
5 quarters
|
|
1270
NovoCure
NVCR
$1.7B
| $16.7M | 0.01% |
1,102,131
+827,199
| +301% | +$12.5M |
2023 Q3
11 quarters
|
|
1271
NorthWestern Energy
NWE
$4.91B
| $16.7M | 0.01% |
232,486
-425,220
| -65% | -$30.1M |
2013 Q2
52 quarters
|
|
1272
Qiagen
QGEN
$10.4B
| $16.6M | 0.01% |
426,739
+73,160
| +21% | +$2.72M |
2017 Q1
37 quarters
|
|
1273
Regenxbio
RGNX
$436M
| $16.5M | 0.01% |
1,378,358
+326,646
| +31% | +$2.71M |
2024 Q2
8 quarters
|
|
1274
Emera Inc
EMA
$15.1B
| $16.4M | 0.01% |
310,420
+138,688
| +81% | +$7.27M |
2025 Q4
2 quarters
|
|
1275
Orion
OEC
$306M
| $16.4M | 0.01% |
2,471,012
+516,817
| +26% | +$3.72M |
2019 Q3
27 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.