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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 | |
|---|---|---|---|---|---|---|---|
1451
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.5B
| $12.1M | ﹤0.01% |
233,974
+21,761
| +10% | +$1.11M |
2024 Q3
7 quarters
|
|
1452
Wendy's
WEN
$1.17B
| $12.1M | ﹤0.01% |
1,485,727
-1,627,373
| -52% | -$11.6M |
2019 Q1
29 quarters
|
|
1453
AB InBev
BUD
$160B
| $12.1M | ﹤0.01% |
146,738
+57,733
| +65% | +$4.54M |
2024 Q3
7 quarters
|
|
1454
SITE Centers
SITC
$197M
| $12.1M | ﹤0.01% |
3,041,051
+1,099,344
| +57% | +$5.73M |
2021 Q2
20 quarters
|
|
1455
Knowles
KN
$2.91B
| $12M | ﹤0.01% |
290,443
-6,583
| -2% | -$229K |
2018 Q2
32 quarters
|
|
1456
Northwest Natural Holdings
NWN
$2.1B
| $12M | ﹤0.01% |
245,554
+23,230
| +10% | +$1.19M |
2021 Q2
20 quarters
|
|
1457
REX American Resources
REX
$1.28B
| $12M | ﹤0.01% |
266,522
+93,142
| +54% | +$4.31M |
2021 Q1
21 quarters
|
|
1458
Kodak
KODK
$925M
| $12M | ﹤0.01% |
1,300,038
+698,090
| +116% | +$7.66M |
2022 Q3
15 quarters
|
|
1459
Genworth Financial
GNW
$3.36B
| $12M | ﹤0.01% |
1,268,923
-123,719
| -9% | -$1.1M |
2013 Q2
52 quarters
|
|
1460
Open Text
OTEX
$6.59B
| $12M | ﹤0.01% |
545,832
+115,465
| +27% | +$2.62M |
2025 Q3
3 quarters
|
|
1461
CGI
GIB
$16.5B
| $12M | ﹤0.01% |
188,208
+73,681
| +64% | +$5.02M |
2025 Q1
5 quarters
|
|
1462
Getty Realty Corp
GTY
$1.88B
| $12M | ﹤0.01% |
358,772
-56,768
| -14% | -$1.88M |
2016 Q2
40 quarters
|
|
1463
SPX Corp
SPXC
$8.27B
| $11.9M | ﹤0.01% |
49,414
-2,075
| -4% | -$454K |
2023 Q1
13 quarters
|
|
1464
abrdn Physical Gold Shares ETF
SGOL
$6.78B
| $11.9M | ﹤0.01% |
311,808
+7,227
| +2% | +$311K |
2025 Q2
4 quarters
|
|
1465
Builders FirstSource
BLDR
$6.1B
| $11.9M | ﹤0.01% |
133,091
-5,658
| -4% | -$452K |
2013 Q2
52 quarters
|
|
1466
SPS Commerce
SPSC
$3.1B
| $11.9M | ﹤0.01% |
207,870
+92,857
| +81% | +$5.13M |
2017 Q2
36 quarters
|
|
1467
M/I Homes
MHO
$3.19B
| $11.9M | ﹤0.01% |
73,716
-8,003
| -10% | -$1.07M |
2016 Q4
38 quarters
|
|
1468
Ardelyx
ARDX
$775M
| $11.8M | ﹤0.01% |
2,316,220
-123,230
| -5% | -$752K |
2023 Q2
12 quarters
|
|
1469
Ceco Environmental
CECO
$2.94B
| $11.8M | ﹤0.01% |
129,798
+36,641
| +39% | +$2.9M |
2023 Q3
11 quarters
|
|
1470
SailPoint Inc
SAIL
$12.8B
| $11.8M | ﹤0.01% |
846,466
+86,604
| +11% | +$1.18M |
2025 Q3
3 quarters
|
|
1471
Shoals Technologies Group
SHLS
$1.26B
| $11.7M | ﹤0.01% |
1,185,780
+132,612
| +13% | +$1.2M |
2022 Q4
14 quarters
|
|
1472
Northwest Bancshares
NWBI
$2.24B
| $11.7M | ﹤0.01% |
771,963
+250,918
| +48% | +$3.5M |
2024 Q1
9 quarters
|
|
1473
iShares MSCI USA Min Vol Factor ETF
USMV
$24.2B
| $11.7M | ﹤0.01% |
120,825
+6,869
| +6% | +$652K |
2024 Q1
9 quarters
|
|
1474
Sun Communities
SUI
$13.8B
| $11.6M | ﹤0.01% |
97,672
-16,583
| -15% | -$2.07M |
2013 Q2
52 quarters
|
|
1475
United Community Banks
UCB
$4.43B
| $11.6M | ﹤0.01% |
330,969
+84,871
| +34% | +$2.84M |
2024 Q4
6 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.