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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 | |
|---|---|---|---|---|---|---|---|
2001
Ryerson Holding Corp
RYZ
$1.61B
| $5.02M | ﹤0.01% |
203,819
-62,784
| -24% | -$1.66M |
2016 Q2
40 quarters
|
|
2002
Arvinas
ARVN
$514M
| $5M | ﹤0.01% |
601,873
+316,755
| +111% | +$2.95M |
2025 Q1
5 quarters
|
|
2003
Gray Television
GTN
$462M
| $5M | ﹤0.01% |
1,259,636
-194,505
| -13% | -$895K |
2022 Q4
14 quarters
|
|
2004
MDU Resources
MDU
$4.15B
| $4.99M | ﹤0.01% |
235,208
+73,306
| +45% | +$1.59M |
2016 Q2
40 quarters
|
|
2005
Dimensional Short-Duration Fixed Income ETF
DFSD
$7.34B
| $4.98M | ﹤0.01% |
104,325
+11,679
| +13% | +$559K |
2024 Q2
8 quarters
|
|
2006
Enterprise Financial Services Corp
EFSC
$2.21B
| $4.97M | ﹤0.01% |
75,514
+25,970
| +52% | +$1.56M |
2023 Q3
11 quarters
|
|
2007
Cedar Fair
FUN
$765M
| $4.97M | ﹤0.01% |
+233,304
| New | +$4.76M |
2026 Q2
0 quarters
|
|
2008
N-able
NABL
$979M
| $4.96M | ﹤0.01% |
1,351,895
+78,424
| +6% | +$326K |
2022 Q3
15 quarters
|
|
2009
Ormat Technologies
ORA
$5.52B
| $4.95M | ﹤0.01% |
45,446
+1,147
| +3% | +$142K |
2021 Q3
19 quarters
|
|
2010
Chimera Investment
CIM
$695M
| $4.92M | ﹤0.01% |
369,053
+159,629
| +76% | +$2.14M |
2024 Q3
7 quarters
|
|
2011
MediaAlpha
MAX
$873M
| $4.92M | ﹤0.01% |
391,641
-90,310
| -19% | -$852K |
2024 Q2
8 quarters
|
|
2012
NWPX Infrastructure Inc
NWPX
$943M
| $4.92M | ﹤0.01% |
32,827
-28,206
| -46% | -$3.09M |
2024 Q4
6 quarters
|
|
2013
SharkNinja
SN
$29.3B
| $4.91M | ﹤0.01% |
33,328
+2,635
| +9% | +$316K |
2024 Q3
7 quarters
|
|
2014
John B. Sanfilippo & Son
JBSS
$630M
| $4.9M | ﹤0.01% |
56,943
+8,524
| +18% | +$674K |
2014 Q4
46 quarters
|
|
2015
Federal Signal
FSS
$6.88B
| $4.89M | ﹤0.01% |
38,043
+8,232
| +28% | +$944K |
2023 Q1
13 quarters
|
|
2016
Varex Imaging
VREX
$783M
| $4.89M | ﹤0.01% |
468,637
-158,467
| -25% | -$1.71M |
2021 Q4
18 quarters
|
|
2017
Phinia Inc
PHIN
$2.26B
| $4.89M | ﹤0.01% |
59,326
-12,108
| -17% | -$927K |
2023 Q3
11 quarters
|
|
2018
Dream Finders Homes
DFH
$886M
| $4.88M | ﹤0.01% |
282,895
+232,716
| +464% | +$3.42M |
2025 Q3
3 quarters
|
|
2019
Rigel Pharmaceuticals
RIGL
$958M
| $4.88M | ﹤0.01% |
124,801
+33,793
| +37% | +$1.04M |
2025 Q1
5 quarters
|
|
2020
NPK International
NPKI
$794M
| $4.87M | ﹤0.01% |
306,058
+64,743
| +27% | +$977K |
2020 Q1
25 quarters
|
|
2021
Piper Sandler
PIPR
$4.51B
| $4.87M | ﹤0.01% |
67,312
+18,945
| +39% | +$1.54M |
2020 Q1
25 quarters
|
|
2022
Cricut
CRCT
$1.27B
| $4.86M | ﹤0.01% |
1,106,836
+370,135
| +50% | +$1.58M |
2023 Q2
12 quarters
|
|
2023
ePlus
PLUS
$2.42B
| $4.86M | ﹤0.01% |
58,366
-5,129
| -8% | -$427K |
2013 Q3
51 quarters
|
|
2024
Benchmark Electronics
BHE
$2.45B
| $4.85M | ﹤0.01% |
49,122
-10,977
| -18% | -$876K |
2013 Q2
52 quarters
|
|
2025
Nike
NKE
$57.4B
| $4.84M | ﹤0.01% |
117,958
-847,686
| -88% | -$37.3M |
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.