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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 | |
|---|---|---|---|---|---|---|---|
1551
Easterly Government Properties
DEA
$1.07B
| $10.4M | ﹤0.01% |
419,013
+141,735
| +51% | +$3.32M |
2021 Q2
20 quarters
|
|
1552
Itron
ITRI
$4.02B
| $10.4M | ﹤0.01% |
120,619
+60,168
| +100% | +$5.14M |
2021 Q3
19 quarters
|
|
1553
Akebia Therapeutics
AKBA
$200M
| $10.4M | ﹤0.01% |
9,151,524
+7,358,904
| +411% | +$8.76M |
2024 Q3
7 quarters
|
|
1554
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.9B
| $10.4M | ﹤0.01% |
366,227
+40,007
| +12% | +$1.14M |
2024 Q2
8 quarters
|
|
1555
AAR Corp
AIR
$4.06B
| $10.4M | ﹤0.01% |
72,571
+41,187
| +131% | +$4.86M |
2022 Q3
15 quarters
|
|
1556
Fate Therapeutics
FATE
$254M
| $10.4M | ﹤0.01% |
3,837,229
+835,708
| +28% | +$1.55M |
2023 Q3
11 quarters
|
|
1557
Keros Therapeutics
KROS
$232M
| $10.4M | ﹤0.01% |
967,859
+561,296
| +138% | +$6.25M |
2025 Q1
5 quarters
|
|
1558
Camping World
CWH
$285M
| $10.4M | ﹤0.01% |
1,356,766
+1,248,543
| +1,154% | +$9.05M |
2025 Q1
5 quarters
|
|
1559
Alpha Architect US Equity ETF
AAUS
$508M
| $10.3M | ﹤0.01% |
172,768
| – | – |
2025 Q3
3 quarters
|
|
1560
First Citizens BancShares
FCNCA
$26.2B
| $10.3M | ﹤0.01% |
4,963
-3,421
| -41% | -$6.86M |
2013 Q2
52 quarters
|
|
1561
Signet Jewelers
SIG
$4.45B
| $10.3M | ﹤0.01% |
119,490
-20,092
| -14% | -$1.74M |
2017 Q4
34 quarters
|
|
1562
Mobileye
MBLY
$5.88B
| $10.2M | ﹤0.01% |
1,053,653
+854,419
| +429% | +$7.62M |
2026 Q1
1 quarter
|
|
1563
Carter Bankshares
CARE
$698M
| $10.2M | ﹤0.01% |
299,724
+239,810
| +400% | +$6.49M |
2024 Q4
6 quarters
|
|
1564
Tenaris
TS
$30.6B
| $10.2M | ﹤0.01% |
183,476
+38,049
| +26% | +$2.31M |
2021 Q2
20 quarters
|
|
1565
SiriusPoint
SPNT
$2.95B
| $10.2M | ﹤0.01% |
422,975
+11,704
| +3% | +$268K |
2022 Q3
15 quarters
|
|
1566
Buckle
BKE
$2.36B
| $10.1M | ﹤0.01% |
238,486
-78,670
| -25% | -$3.89M |
2020 Q1
25 quarters
|
|
1567
Semtech
SMTC
$13.7B
| $10.1M | ﹤0.01% |
62,156
-176
| -0.3% | -$23K |
2024 Q2
8 quarters
|
|
1568
Telos
TLS
$436M
| $10.1M | ﹤0.01% |
2,186,604
+925,241
| +73% | +$4.09M |
2025 Q1
5 quarters
|
|
1569
Penumbra
PEN
$12.6B
| $10M | ﹤0.01% |
31,776
-45,588
| -59% | -$14.8M |
2023 Q2
12 quarters
|
|
1570
Columbus McKinnon
CMCO
$438M
| $10M | ﹤0.01% |
663,076
-481,797
| -42% | -$7.18M |
2017 Q1
37 quarters
|
|
1571
Provident Financial Services
PFS
$3B
| $10M | ﹤0.01% |
423,036
+23,256
| +6% | +$522K |
2022 Q4
14 quarters
|
|
1572
Consensus Cloud Solutions
CCSI
$676M
| $10M | ﹤0.01% |
262,823
-58,331
| -18% | -$1.75M |
2022 Q2
16 quarters
|
|
1573
Denali Therapeutics
DNLI
$3.03B
| $10M | ﹤0.01% |
388,469
+285,890
| +279% | +$5.87M |
2025 Q2
4 quarters
|
|
1574
Aegon
AEG
$12.2B
| $10M | ﹤0.01% |
1,183,752
+395,043
| +50% | +$3.26M |
2024 Q1
9 quarters
|
|
1575
SoFi Technologies
SOFI
$21.9B
| $10M | ﹤0.01% |
557,011
-39,598
| -7% | -$671K |
2023 Q4
10 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.