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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 | |
|---|---|---|---|---|---|---|---|
2026
Somnigroup International
SGI
$14.8B
| $4.84M | ﹤0.01% |
62,372
+12,310
| +25% | +$902K |
2019 Q2
28 quarters
|
|
2027
Beta Bionics
BBNX
$954M
| $4.83M | ﹤0.01% |
308,468
+248,181
| +412% | +$2.95M |
2025 Q2
4 quarters
|
|
2028
Sally Beauty Holdings
SBH
$1.69B
| $4.83M | ﹤0.01% |
343,363
+24,557
| +8% | +$331K |
2018 Q1
33 quarters
|
|
2029
Invesco S&P 500 Revenue ETF
RWL
$10.3B
| $4.81M | ﹤0.01% |
37,664
+16,743
| +80% | +$2.08M |
2025 Q3
3 quarters
|
|
2030
Brighthouse Financial
BHF
$2.52B
| $4.81M | ﹤0.01% |
75,929
-208,242
| -73% | -$13M |
2018 Q2
32 quarters
|
|
2031
Amcor
AMCR
$21.7B
| $4.81M | ﹤0.01% |
111,186
-219,794
| -66% | -$8.72M |
2019 Q3
27 quarters
|
|
2032
Klaviyo
KVYO
$5.74B
| $4.8M | ﹤0.01% |
317,805
-594,103
| -65% | -$9.8M |
2025 Q1
5 quarters
|
|
2033
Arrow Financial
AROW
$715M
| $4.79M | ﹤0.01% |
116,804
+19,777
| +20% | +$734K |
2024 Q3
7 quarters
|
|
2034
Hovnanian Enterprises
HOV
$589M
| $4.78M | ﹤0.01% |
33,531
-527
| -2% | -$60.2K |
2021 Q3
19 quarters
|
|
2035
Consolidated Water Co
CWCO
$428M
| $4.77M | ﹤0.01% |
161,688
+69,839
| +76% | +$2.19M |
2023 Q4
10 quarters
|
|
2036
Cooper-Standard Automotive
CPS
$363M
| $4.76M | ﹤0.01% |
176,058
-115
| -0.1% | -$3.39K |
2023 Q3
11 quarters
|
|
2037
Paysafe
PSFE
$289M
| $4.76M | ﹤0.01% |
637,301
+208,988
| +49% | +$1.63M |
2023 Q4
10 quarters
|
|
2038
Civista Bancshares
CIVB
$586M
| $4.76M | ﹤0.01% |
168,561
+12,205
| +8% | +$310K |
2024 Q2
8 quarters
|
|
2039
DigitalOcean
DOCN
$10.6B
| $4.73M | ﹤0.01% |
30,599
+2,221
| +8% | +$300K |
2025 Q3
3 quarters
|
|
2040
RH
RH
$2.82B
| $4.73M | ﹤0.01% |
29,036
+4,430
| +18% | +$611K |
2025 Q3
3 quarters
|
|
2041
IonQ
IONQ
$12.6B
| $4.73M | ﹤0.01% |
88,825
+33,297
| +60% | +$1.69M |
2024 Q4
6 quarters
|
|
2042
Marcus Corp
MCS
$838M
| $4.73M | ﹤0.01% |
201,437
-8,159
| -4% | -$160K |
2022 Q3
15 quarters
|
|
2043
Helmerich & Payne
HP
$4.19B
| $4.7M | ﹤0.01% |
143,564
+3,963
| +3% | +$148K |
2021 Q2
20 quarters
|
|
2044
Willdan Group
WLDN
$1.17B
| $4.7M | ﹤0.01% |
59,401
+6,691
| +13% | +$570K |
2024 Q2
8 quarters
|
|
2045
Middlesex Water
MSEX
$1.06B
| $4.7M | ﹤0.01% |
83,621
+66,694
| +394% | +$3.51M |
2024 Q4
6 quarters
|
|
2046
U.S. Small Cap Value Portfolio ETF Class Shares
DFSV
$8.35B
| $4.69M | ﹤0.01% |
120,824
+25,978
| +27% | +$971K |
2025 Q3
3 quarters
|
|
2047
BILL Holdings
BILL
$4.1B
| $4.68M | ﹤0.01% |
130,273
-25,901
| -17% | -$954K |
2025 Q2
4 quarters
|
|
2048
Transcat
TRNS
$820M
| $4.68M | ﹤0.01% |
50,414
+34,174
| +210% | +$2.79M |
2026 Q1
1 quarter
|
|
2049
Invesco Total Return Bond ETF
GTO
$2.56B
| $4.68M | ﹤0.01% |
99,776
+4,444
| +5% | +$208K |
2023 Q4
10 quarters
|
|
2050
Newmark Group
NMRK
$2.06B
| $4.67M | ﹤0.01% |
309,114
+133,468
| +76% | +$2.04M |
2021 Q1
21 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.