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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 | |
|---|---|---|---|---|---|---|---|
201
OneMain Financial
OMF
$6.54B
| $384M | 0.13% |
6,296,859
+2,990,621
| +90% | +$168M |
2018 Q2
32 quarters
|
|
202
Intuit
INTU
$89.2B
| $383M | 0.13% |
1,467,579
+963,148
| +191% | +$335M |
2013 Q2
52 quarters
|
|
203
TD Synnex
SNX
$20.1B
| $383M | 0.13% |
1,431,768
-798,554
| -36% | -$192M |
2013 Q2
52 quarters
|
|
204
Abbott
ABT
$172B
| $380M | 0.13% |
4,193,058
+2,620,022
| +167% | +$239M |
2013 Q2
52 quarters
|
|
205
Palantir
PLTR
$483B
| $380M | 0.13% |
3,284,152
-641,672
| -16% | -$87.5M |
2023 Q2
12 quarters
|
|
206
BorgWarner
BWA
$11.7B
| $380M | 0.13% |
5,749,595
-1,474,969
| -20% | -$93.4M |
2018 Q4
30 quarters
|
|
207
Commerce Bancshares
CBSH
$7.91B
| $378M | 0.13% |
6,544,830
+4,681,238
| +251% | +$246M |
2013 Q2
52 quarters
|
|
208
Suncor Energy
SU
$92.4B
| $377M | 0.13% |
7,014,228
+894,926
| +15% | +$56.7M |
2024 Q1
9 quarters
|
|
209
SS&C Technologies
SSNC
$20.4B
| $377M | 0.13% |
6,074,515
+3,235,472
| +114% | +$220M |
2013 Q2
52 quarters
|
|
210
Dell
DELL
$309B
| $375M | 0.13% |
879,477
-180,207
| -17% | -$52.1M |
2016 Q3
39 quarters
|
|
211
Iridium Communications
IRDM
$4.68B
| $374M | 0.13% |
6,847,072
+3,929,245
| +135% | +$168M |
2018 Q2
32 quarters
|
|
212
Insulet
PODD
$9.9B
| $374M | 0.13% |
2,455,135
+856,411
| +54% | +$143M |
2017 Q2
36 quarters
|
|
213
Popular Inc
BPOP
$10.3B
| $373M | 0.13% |
2,268,854
-291,368
| -11% | -$43.9M |
2013 Q2
52 quarters
|
|
214
Charles Schwab
SCHW
$158B
| $371M | 0.13% |
4,025,866
+2,021,122
| +101% | +$184M |
2020 Q1
25 quarters
|
|
215
Kinder Morgan
KMI
$75.9B
| $371M | 0.13% |
11,610,534
+316,729
| +3% | +$10.2M |
2018 Q4
30 quarters
|
|
216
Wabtec
WAB
$48.9B
| $370M | 0.13% |
1,370,868
+26,802
| +2% | +$7.09M |
2020 Q3
23 quarters
|
|
217
H&R Block
HRB
$5.88B
| $366M | 0.13% |
9,616,406
+6,433,681
| +202% | +$224M |
2013 Q2
52 quarters
|
|
218
Republic Services
RSG
$70.6B
| $366M | 0.13% |
1,717,195
+256,785
| +18% | +$53.7M |
2013 Q2
52 quarters
|
|
219
Dynatrace
DT
$18.7B
| $365M | 0.13% |
8,317,467
+6,450,014
| +345% | +$251M |
2021 Q1
21 quarters
|
|
220
MSCI
MSCI
$43.8B
| $364M | 0.13% |
658,427
+5,404
| +0.8% | +$3.15M |
2015 Q2
44 quarters
|
|
221
RBC Bearings
RBC
$16B
| $364M | 0.13% |
566,628
+275,895
| +95% | +$164M |
2024 Q3
7 quarters
|
|
222
Verizon
VZ
$181B
| $360M | 0.13% |
8,509,392
-140,473
| -2% | -$6.59M |
2013 Q2
52 quarters
|
|
223
Jazz Pharmaceuticals
JAZZ
$13.8B
| $360M | 0.13% |
1,522,568
+184,110
| +14% | +$40.3M |
2022 Q3
15 quarters
|
|
224
Analog Devices
ADI
$197B
| $359M | 0.13% |
903,838
+141,150
| +19% | +$55.9M |
2013 Q2
52 quarters
|
|
225
United Airlines
UAL
$33.2B
| $358M | 0.12% |
2,631,391
-1,048,317
| -28% | -$109M |
2022 Q2
16 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.