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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 | |
|---|---|---|---|---|---|---|---|
1276
BCE
BCE
$18.7B
| $16.3M | 0.01% |
758,176
+463,539
| +157% | +$11.1M |
2025 Q2
4 quarters
|
|
1277
AMN Healthcare
AMN
$1.81B
| $16.3M | 0.01% |
502,898
+198,608
| +65% | +$5.12M |
2013 Q2
52 quarters
|
|
1278
Stepan Co
SCL
$1.48B
| $16.2M | 0.01% |
291,597
+56,935
| +24% | +$2.96M |
2025 Q1
5 quarters
|
|
1279
MannKind Corp
MNKD
$1.06B
| $16.2M | 0.01% |
3,808,824
+3,355,838
| +741% | +$10.9M |
2020 Q3
23 quarters
|
|
1280
Flywire
FLYW
$2.33B
| $16.2M | 0.01% |
921,986
+182,411
| +25% | +$2.69M |
2025 Q1
5 quarters
|
|
1281
Minerals Technologies
MTX
$1.95B
| $16.1M | 0.01% |
218,235
+1,070
| +0.5% | +$80.8K |
2013 Q2
52 quarters
|
|
1282
SunCoke Energy
SXC
$899M
| $16.1M | 0.01% |
2,001,490
+1,236,137
| +162% | +$9.6M |
2020 Q2
24 quarters
|
|
1283
Aurinia Pharmaceuticals
AUPH
$2.3B
| $16.1M | 0.01% |
948,751
-59
| -0% | -$943 |
2024 Q2
8 quarters
|
|
1284
Iovance Biotherapeutics
IOVA
$6.6B
| $16.1M | 0.01% |
3,869,584
+3,245,416
| +520% | +$12.3M |
2024 Q4
6 quarters
|
|
1285
iShares MSCI USA Momentum Factor ETF
MTUM
$18.8B
| $16.1M | 0.01% |
46,941
+9,344
| +25% | +$2.79M |
2024 Q2
8 quarters
|
|
1286
Gen Digital
GEN
$14.5B
| $16.1M | 0.01% |
646,124
+173,430
| +37% | +$3.87M |
2013 Q2
52 quarters
|
|
1287
Under Armour
UAA
$2.01B
| $16.1M | 0.01% |
2,616,303
+1,595,119
| +156% | +$9.45M |
2013 Q2
52 quarters
|
|
1288
QuidelOrtho
QDEL
$932M
| $16M | 0.01% |
911,115
+736,395
| +421% | +$9.7M |
2017 Q3
35 quarters
|
|
1289
Oscar Health
OSCR
$9.7B
| $15.9M | 0.01% |
558,954
+460,413
| +467% | +$9.9M |
2022 Q3
15 quarters
|
|
1290
CRA International
CRAI
$1.22B
| $15.9M | 0.01% |
111,889
+73,336
| +190% | +$11M |
2013 Q2
52 quarters
|
|
1291
Gentex
GNTX
$4.26B
| $15.9M | 0.01% |
628,226
-34,648
| -5% | -$819K |
2013 Q2
52 quarters
|
|
1292
British American Tobacco
BTI
$129B
| $15.9M | 0.01% |
256,655
-2,512
| -1% | -$152K |
2024 Q2
8 quarters
|
|
1293
Interparfums
IPAR
$3.69B
| $15.9M | 0.01% |
141,699
-37,246
| -21% | -$3.51M |
2021 Q4
18 quarters
|
|
1294
Arrowhead Research
ARWR
$8.34B
| $15.8M | 0.01% |
198,842
+31,632
| +19% | +$2.34M |
2025 Q1
5 quarters
|
|
1295
Myriad Genetics
MYGN
$602M
| $15.8M | 0.01% |
2,766,689
+854,393
| +45% | +$3.88M |
2013 Q2
52 quarters
|
|
1296
Nu Holdings
NU
$59.9B
| $15.8M | 0.01% |
1,204,560
-225,785
| -16% | -$3.04M |
2023 Q4
10 quarters
|
|
1297
Origin Bancorp
OBK
$1.6B
| $15.6M | 0.01% |
305,742
+46,893
| +18% | +$2.21M |
2023 Q4
10 quarters
|
|
1298
ING
ING
$92.5B
| $15.6M | 0.01% |
497,758
+159,515
| +47% | +$4.72M |
2024 Q1
9 quarters
|
|
1299
Novo Nordisk
NVO
$171B
| $15.5M | 0.01% |
324,149
+143,020
| +79% | +$6.14M |
2023 Q3
11 quarters
|
|
1300
Synaptics
SYNA
$4.69B
| $15.5M | 0.01% |
126,227
-50,296
| -28% | -$5.68M |
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.