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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 | |
|---|---|---|---|---|---|---|---|
176
East-West Bancorp
EWBC
$17.6B
| $417M | 0.15% |
3,227,066
+1,484,505
| +85% | +$182M |
2013 Q2
52 quarters
|
|
177
Equifax
EFX
$20.7B
| $416M | 0.15% |
2,669,074
+905,167
| +51% | +$154M |
2023 Q4
10 quarters
|
|
178
Boston Scientific
BSX
$66.1B
| $413M | 0.14% |
9,681,750
+4,441,914
| +85% | +$241M |
2013 Q2
52 quarters
|
|
179
Cisco
CSCO
$421B
| $413M | 0.14% |
3,512,188
-538,320
| -13% | -$56.3M |
2013 Q2
52 quarters
|
|
180
Texas Instruments
TXN
$254B
| $412M | 0.14% |
1,402,334
+1,120,312
| +397% | +$311M |
2013 Q2
52 quarters
|
|
181
Cardinal Health
CAH
$59.6B
| $412M | 0.14% |
1,732,808
+143,038
| +9% | +$29.7M |
2013 Q2
52 quarters
|
|
182
Curtiss-Wright
CW
$18.3B
| $410M | 0.14% |
545,314
-55,895
| -9% | -$41M |
2013 Q4
50 quarters
|
|
183
Atmos Energy
ATO
$28.2B
| $409M | 0.14% |
2,373,903
+1,551,127
| +189% | +$278M |
2013 Q2
52 quarters
|
|
184
Alexandria Real Estate Equities
ARE
$7.34B
| $404M | 0.14% |
7,648,039
+5,055,492
| +195% | +$242M |
2013 Q2
52 quarters
|
|
185
Illinois Tool Works
ITW
$78.3B
| $404M | 0.14% |
1,524,595
+726,352
| +91% | +$188M |
2013 Q2
52 quarters
|
|
186
Oracle
ORCL
$398B
| $404M | 0.14% |
2,755,930
+991,839
| +56% | +$180M |
2013 Q2
52 quarters
|
|
187
Halliburton
HAL
$28B
| $403M | 0.14% |
11,869,743
+4,799,264
| +68% | +$188M |
2013 Q2
52 quarters
|
|
188
American Tower
AMT
$85.5B
| $402M | 0.14% |
2,460,401
+1,886,295
| +329% | +$340M |
2013 Q2
52 quarters
|
|
189
DocuSign
DOCU
$15B
| $399M | 0.14% |
8,972,591
+4,128,800
| +85% | +$194M |
2019 Q2
28 quarters
|
|
190
United Parcel Service
UPS
$83.8B
| $398M | 0.14% |
3,713,091
-689,222
| -16% | -$71.6M |
2013 Q2
52 quarters
|
|
191
DTE Energy
DTE
$26.9B
| $397M | 0.14% |
2,606,437
+2,004,451
| +333% | +$293M |
2013 Q2
52 quarters
|
|
|
192
Cigna
CI
$81B
| $396M | 0.14% |
1,436,556
-1,150,550
| -44% | -$325M |
2013 Q2
52 quarters
|
|
193
SentinelOne
S
$7.66B
| $396M | 0.14% |
23,327,991
+3,560,270
| +18% | +$54.8M |
2024 Q1
9 quarters
|
|
194
HP
HPQ
$28.1B
| $396M | 0.14% |
18,041,490
+3,206,380
| +22% | +$70.9M |
2013 Q2
52 quarters
|
|
195
Copart
CPRT
$25.8B
| $395M | 0.14% |
14,020,624
+4,570,770
| +48% | +$148M |
2016 Q2
40 quarters
|
|
196
Consolidated Edison
ED
$41.4B
| $394M | 0.14% |
3,557,080
+994,158
| +39% | +$108M |
2013 Q2
52 quarters
|
|
197
TotalEnergies
TTE
$199B
| $388M | 0.14% |
4,992,015
+1,539,121
| +45% | +$136M |
2024 Q1
9 quarters
|
|
198
The Mosaic Company
MOS
$5.68B
| $388M | 0.14% |
18,292,494
+7,367,770
| +67% | +$170M |
2020 Q1
25 quarters
|
|
199
Factset
FDS
$11.1B
| $386M | 0.13% |
1,675,700
+1,368,158
| +445% | +$314M |
2013 Q2
52 quarters
|
|
200
F5
FFIV
$25.9B
| $385M | 0.13% |
925,632
+243,260
| +36% | +$86.4M |
2013 Q2
52 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.