Cliff Asness portfolio: what AQR Capital Management holds
Cliff Asness is a co-founder of AQR Capital Management and a pioneer of quantitative investing. His strategies combine factors such as value, momentum and quality.
Stock portfolio value
$280.0B
Stock positions
1,500
Report date
30 June 2026
Filed
14 August 2026
Largest positions
| # | Company | Weight | Value | Last quarter |
|---|---|---|---|---|
| 1 | Nvidia CorporationNVDA | 2.6% | $7.5B | Added +18% |
| 2 | Apple IncAAPL | 1.7% | $5.0B | Added +20% |
| 3 | Micron Technology IncMU | 1.5% | $4.4B | Trimmed -15% |
| 4 | Microsoft CorpMSFT | 1.5% | $4.3B | Added +14% |
| 5 | Amazon Com IncAMZN | 1% | $2.8B | Added +26% |
| 6 | Broadcom IncAVGO | 0.9% | $2.5B | Added +8% |
| 7 | Alphabet Inc (Cap Stk Cl C)GOOG | 0.8% | $2.2B | Added +22% |
| 8 | Alphabet Inc (Cap Stk Cl A)GOOGL | 0.7% | $2.1B | Added +4% |
| 9 | Comfort Sys Usa IncFIX | 0.7% | $2.1B | Trimmed -5% |
| 10 | Western Digital CorpWDC | 0.7% | $1.9B | Trimmed -15% |
| 11 | Centene Corp DelCNC | 0.6% | $1.8B | Trimmed -15% |
| 12 | Ge Vernova IncGEV | 0.6% | $1.7B | Added +3% |
| 13 | Bristol-Myers Squibb CoBMY | 0.5% | $1.6B | Trimmed -8% |
| 14 | Airbnb IncABNB | 0.5% | $1.5B | Added +33% |
| 15 | Lam Research CorpLRCX | 0.5% | $1.5B | Added +1% |
| 16 | Intel CorpINTC | 0.5% | $1.5B | Trimmed -6% |
| 17 | Pg&E CorpPCG | 0.5% | $1.5B | — |
| 18 | Ge AerospaceGE | 0.5% | $1.4B | Trimmed -5% |
| 19 | Edison IntlEIX | 0.5% | $1.4B | Trimmed -10% |
| 20 | Chubb Limited | 0.5% | $1.4B | Added +4% |
Positions sold
- Honeywell Intl Inc$319.6M
- Carnival Corp$234.1M
- Masimo Corp$147.4M
- Air Lease Corp$127.7M
- Dupont De Nemours Inc$110.7M
- Coterra Energy Inc$109.6M
- Thomson Reuters Corp$56.3M
- Tri Pointe Homes Inc$27.8M
- Apellis Pharmaceuticals Inc$17.2M
- Flushing Finl Corp$12.0M
Source: SEC filing. Values count stock positions only; options are left out of the totals and tables.
About Cliff Asness
- He founded AQR in 1998 with colleagues from Goldman Sachs.
- He earned his doctorate at the University of Chicago under the Nobel laureate Eugene Fama.
- He is known for sharp and witty essays defending factor investing.
- AQR is among the largest quantitative asset managers.
How to use this page
A 13F filing shows what a manager held on the last day of a quarter, published up to 45 days later. It is a snapshot, not a trading signal: the manager may already have bought or sold since. Learn more in How to read 13F filings.
For information only, not investment advice. 13F filings are delayed by up to 45 days and do not show cash, bonds, short positions or non-US stocks.