Aqr Capital Management LLC · Q2 2026 13F · SEC CIK 1167557

Cliff Asness portfolio

Hedge fundAQR Capital Management 13F holdings. Filed 2026-08-14 for Q2 2026. Open the filing ↗ · All SEC filings ↗

Reported 13F value: $286.8B
Reported positions: 3,900
Top holdings a year, 3 yrs: +25.0%
Assets under management: $311.7B

Cliff Asness is the co-founder of AQR Capital Management, which reported 3,900 positions worth $286.8B in its Q2 2026 13F, filed 2026-08-14. Its largest holdings were Nvidia Corporation (NVDA, 2.6%), Apple Inc (AAPL, 1.7%), Micron Technology Inc (MU, 1.5%). A portfolio copying its top holdings returned 25.0% a year over the last 3 years, against 20.4% for the S&P 500.

Cliff Asness holdings largest 50 of 3,900 positions.

Weights are shares of the filer's total reported 13F value, compared with Q1 2026. Share changes may reflect splits; weight changes also reflect price moves. A 13F shows long US-listed positions only, up to 135 days after the fact.

Cliff Asness 13F holdings
Stock	% of 13F value	Q1 2026	Shares	Share change	Reported value
NVDANvidia Corporation	2.6%	2.5%	37,823,393	+17.8%	$7.5B
AAPLApple Inc	1.7%	1.7%	17,560,970	+20.3%	$5.0B
MUMicron Technology Inc	1.5%	0.7%	3,833,728	-15.2%	$4.4B
MSFTMicrosoft Corp	1.5%	1.7%	11,473,057	+14.3%	$4.3B
AMZNAmazon Com Inc	1.0%	0.9%	11,924,360	+25.9%	$2.8B
AVGOBroadcom Inc	0.9%	0.9%	6,683,693	+8.0%	$2.5B
GOOGAlphabet Inc	0.8%	0.7%	6,347,769	+21.8%	$2.2B
GOOGLAlphabet Inc	0.7%	0.7%	5,991,568	+3.8%	$2.1B
FIXComfort Sys USA Inc	0.7%	0.7%	1,059,017	-5.1%	$2.1B
WDCWestern Digital Corp Com	0.7%	0.4%	2,940,948	-15.0%	$1.9B
CNCCentene Corp Del	0.6%	0.5%	28,678,701	-14.7%	$1.8B
GEVGe Vernova Inc	0.6%	0.6%	1,521,865	+2.8%	$1.7B
BMYBristol-Myers Squibb Co	0.6%	0.8%	27,357,486	-7.7%	$1.6B
ABNBAirbnb Inc	0.5%	0.5%	10,624,015	+32.8%	$1.5B
LRCXLam Research Corp	0.5%	0.3%	3,485,364	+1.0%	$1.5B
INTCIntel Corp	0.5%	—	10,742,567	—	$1.5B
PCGPg&e Corp	0.5%	0.7%	86,284,177	+0.1%	$1.5B
GEGe Aerospace	0.5%	0.5%	3,740,815	-5.2%	$1.4B
EIXEdison Intl	0.5%	0.7%	18,694,105	-10.3%	$1.4B
CBChubb Limited	0.5%	0.6%	4,003,312	+4.2%	$1.4B
FTNTFortinet Inc	0.5%	—	8,673,742	—	$1.3B
VRSNVerisign Inc	0.4%	0.4%	4,949,848	+31.9%	$1.2B
LLYEli Lilly & Co	0.4%	0.4%	1,035,605	+21.1%	$1.2B
TSLATesla Inc	0.4%	0.4%	3,008,189	+33.1%	$1.2B
METAMeta Platforms Inc	0.4%	0.5%	2,168,492	+15.8%	$1.2B
STXSeagate Technology Hldngs Pl	0.4%	—	1,245,371	—	$1.2B
BRK-BBerkshire Hathaway Inc Del	0.4%	0.4%	2,379,700	+44.9%	$1.2B
JBHTHunt J B Trans Svcs Inc	0.4%	0.4%	4,156,396	+2.6%	$1.2B
COSTCostco Wholesale Corporation	0.4%	0.5%	1,253,747	+22.0%	$1.2B
TERTeradyne Inc	0.4%	—	2,416,624	—	$1.1B
SNOWSnowflake Inc	0.4%	0.3%	4,430,546	-9.8%	$1.1B
GMGeneral Mtrs Co	0.4%	0.5%	13,977,261	+0.6%	$1.1B
COFCapital One Finl Corp	0.4%	—	5,271,438	—	$1.1B
PNCPnc Finl Svcs Group Inc	0.4%	0.4%	4,224,201	-4.9%	$1.0B
MRKMerck & Co Inc	0.4%	0.5%	8,134,262	-5.7%	$1.0B
ANETArista Networks Inc	0.3%	0.4%	5,932,011	-25.4%	$1.0B
FTITechnipfmc PLC	0.3%	0.6%	14,685,742	-17.5%	$972.5M
TJXTjx Cos Inc New	0.3%	0.4%	6,482,697	+7.3%	$970.8M
VIKViking Hldgs Ltd	0.3%	—	9,293,755	—	$967.3M
SNDKSandisk Corp	0.3%	—	445,251	—	$965.3M
TRVTravelers Companies Inc	0.3%	0.3%	2,837,834	+15.4%	$936.8M
AMDAdvanced Micro Devices Inc	0.3%	—	1,681,437	—	$936.8M
JPMJpmorgan Chase & Co	0.3%	—	2,842,230	—	$930.3M
CVXChevron Corporation	0.3%	—	5,502,367	—	$912.1M
BKNGBooking Holdings Inc	0.3%	0.6%	5,100,504	+1501.2%	$909.1M
NTNXNutanix Inc	0.3%	—	17,778,710	—	$901.2M
CRSCarpenter Technology Corp	0.3%	—	1,459,426	—	$900.2M
WFCWells Fargo & Co	0.3%	—	10,749,836	—	$888.4M
CMICummins Inc	0.3%	—	1,262,659	—	$884.8M
VRTVertiv Holdings Co	0.3%	—	2,686,683	—	$858.2M

What Cliff Asness bought and sold in Q2 2026, against Q1 2026.

New positions

Q1 2026's filing was too long to tell new positions apart.

Added to

BKNG Booking Holdings Inc+1501.2% shares
BRK-B Berkshire Hathaway Inc Del+44.9% shares
TSLA Tesla Inc+33.1% shares
ABNB Airbnb Inc+32.8% shares
VRSN Verisign Inc+31.9% shares
AMZN Amazon Com Inc+25.9% shares
COST Costco Wholesale Corporation+22.0% shares
GOOG Alphabet Inc+21.8% shares

Reduced

ANET Arista Networks Inc-25.4% shares
FTI Technipfmc PLC-17.5% shares
MU Micron Technology Inc-15.2% shares
WDC Western Digital Corp Com-15.0% shares
CNC Centene Corp Del-14.7% shares
EIX Edison Intl-10.3% shares
SNOW Snowflake Inc-9.8% shares
BMY Bristol-Myers Squibb Co-7.7% shares

Left the top 50

Share counts compared with the Q1 2026 13F; a split also changes share counts. The latest filing lists more than 50 positions, so a position that left the top 50 may still be held.

How the holdings did against the S&P 500.

1 year: +20.9% /yr; S&P 500 +20.1%
3 years: +25.0% /yr; S&P 500 +20.4%
5 years: +12.5% /yr; S&P 500 +11.6%

A portfolio of the filer's 20 largest 13F positions, weighted by value, bought the trading day after each 13F was filed and held until the next one was: what copying this filer could have earned. 13Fs show long US-listed positions only, so this is an estimate of the stock picks, not the fund's reported returns.

Reported 13F value by quarter.

13F value by quarter
Quarter	13F value	Positions
Q2 2026	$286.8B	3,900
Q1 2026	$218.4B	3,739
Q4 2025	$190.6B	3,562
Q3 2025	$156.0B	3,456
Q2 2025	$120.9B	3,292
Q1 2025	$97.1B	3,150
Q4 2024	$77.6B	2,861
Q3 2024	$72.4B	2,751
Q2 2024	$65.2B	2,593
Q1 2024	$58.7B	2,403
Q4 2023	$53.1B	2,321
Q3 2023	$48.4B	2,309

Questions about Cliff Asness's portfolio

Who is Cliff Asness?

Cliff Asness is the co-founder of AQR Capital Management, a hedge fund that files its US stock holdings with the SEC on Form 13F under the name Aqr Capital Management LLC.

What stocks does Cliff Asness own?

Aqr Capital Management LLC's latest 13F, for Q2 2026 and filed Aug 14, 2026, lists 3,900 positions worth $286.8B. The largest are Nvidia Corporation (NVDA) at 2.6%, Apple Inc (AAPL) at 1.7%, Micron Technology Inc (MU) at 1.5%, Microsoft Corp (MSFT) at 1.5% and Amazon Com Inc (AMZN) at 1.0%.

What did Cliff Asness buy last quarter?

In Q2 2026, Aqr Capital Management LLC added Booking Holdings Inc (BKNG) (+1501.2% shares), Berkshire Hathaway Inc Del (BRK-B) (+44.9% shares) and Tesla Inc (TSLA) (+33.1% shares), compared with its Q1 2026 filing.

What did Cliff Asness sell last quarter?

In Q2 2026, Aqr Capital Management LLC cut from its top 50 Walmart Inc (WMT), cut from its top 50 Fedex Corp (FDX), cut from its top 50 Adobe Inc (ADBE), cut from its top 50 Regeneron Pharmaceuticals (REGN), cut from its top 50 Lockheed Martin Corp (LMT), Arista Networks Inc (ANET) (-25.4% shares), Technipfmc PLC (FTI) (-17.5% shares) and Micron Technology Inc (MU) (-15.2% shares), compared with its Q1 2026 filing.

How has Cliff Asness's portfolio performed?

A portfolio copying Aqr Capital Management LLC's 20 largest 13F holdings each quarter, from the day each filing was public, returned +25.0% a year over the last 3 years, against +20.4% for the S&P 500. Over 1 year: +20.9% against +20.1%. Over 5 years: +12.5% a year against +11.6%.

When is Aqr Capital Management LLC's next 13F filing due?

13F filings are due 45 days after each quarter ends. Aqr Capital Management LLC's filing for the quarter ending Sep 30, 2026 is due by Nov 14, 2026; this page updates the day after it is published.

How much money does Aqr Capital Management LLC manage?

Aqr Capital Management LLC reported $311.7B of regulatory assets under management on its latest SEC Form ADV. Its 13F, which covers only US-listed stocks and options, totals $286.8B.