Cliff Asness portfolio: holdings and latest trades
The stocks AQR Capital Management reported in its latest 13F filing, for Q2 2026: 3900 positions worth about $286.8B, what was bought and sold in the quarter, and who Asness is.
Data updated August 14, 2026 (13F for Q2 2026)
- 13F portfolio value
- $286.8B
- Positions
- 3900
- Top 10 holdings
- 12%
- Change in value vs previous quarter
- +31.3%
Cliff Asness top holdings (Q2 2026)
| # | Stock | % of portfolio | Value | Last quarter |
|---|---|---|---|---|
| 1 | NVDA Nvidia Corp | 2.6% | $7.5B | Added 18% |
| 2 | AAPL Apple Inc | 1.7% | $5.0B | Added 20% |
| 3 | MU Micron Technology Inc | 1.5% | $4.4B | Trimmed 15% |
| 4 | MSFT Microsoft Corp | 1.5% | $4.3B | Added 14% |
| 5 | AMZN Amazon.Com Inc | 1.0% | $2.8B | Added 26% |
| 6 | AVGO Broadcom Inc | 0.9% | $2.5B | Added 8% |
| 7 | GOOG Alphabet Inc-Cl C | 0.8% | $2.2B | Added 22% |
| 8 | GOOGL Alphabet Inc-Cl A | 0.7% | $2.1B | Added 4% |
| 9 | FIX Comfort Systems Usa Inc | 0.7% | $2.1B | Trimmed 5% |
| 10 | WDC Western Digital Corp | 0.7% | $1.9B | Trimmed 15% |
| 11 | CNC Centene Corp | 0.6% | $1.8B | Trimmed 15% |
| 12 | GEV Ge Vernova Inc | 0.6% | $1.7B | Added 3% |
| 13 | BMY Bristol-Myers Squibb Co | 0.5% | $1.6B | Trimmed 8% |
| 14 | ABNB Airbnb Inc-Class A | 0.5% | $1.5B | Added 33% |
| 15 | LRCX Lam Research Corp | 0.5% | $1.5B | Unchanged |
| 16 | INTC Intel Corp | 0.5% | $1.5B | Trimmed 6% |
| 17 | PCG P G & E Corp | 0.5% | $1.5B | Unchanged |
| 18 | GE General Electric | 0.5% | $1.4B | Trimmed 5% |
| 19 | EIX Edison International | 0.5% | $1.4B | Trimmed 10% |
| 20 | CB Chubb Limited | 0.5% | $1.4B | Added 4% |
| 21 | FTNT Fortinet Inc | 0.5% | $1.3B | Added 12% |
| 22 | VRSN Verisign Inc | 0.4% | $1.2B | Added 32% |
| 23 | LLY Eli Lilly & Co | 0.4% | $1.2B | Added 21% |
| 24 | TSLA Tesla Inc | 0.4% | $1.2B | Added 33% |
| 25 | META Meta Platforms Inc-Class A | 0.4% | $1.2B | Added 16% |
| 26 | BRK.B Berkshire Hathaway Inc-Cl B | 0.4% | $1.2B | Added 45% |
| 27 | JBHT Hunt (Jb) Transprt Svcs Inc | 0.4% | $1.2B | Added 3% |
| 28 | COST Costco Wholesale Corp | 0.4% | $1.2B | Added 22% |
| 29 | TER Teradyne Inc | 0.4% | $1.1B | Added 11% |
| 30 | SNOW Snowflake Inc | 0.4% | $1.1B | Trimmed 10% |
Showing the 30 largest of 3900 positions.
What Asness bought and sold in Q2 2026
Bought or added
- NVDA Nvidia CorpAdded 18%
- AAPL Apple IncAdded 20%
- CVX Chevron CorpAdded 269%
- WFC Wells Fargo & CoAdded 274%
- SNPS Synopsys IncAdded 972%
- RBRK Rubrik Inc-AAdded 349%
- AMZN Amazon.Com IncAdded 26%
- MSFT Microsoft CorpAdded 14%
- WCN Waste Connections IncAdded 271%
- ES Eversource EnergyAdded 171%
Sold or reduced
- MU Micron Technology IncTrimmed 15%
- SNDK Sandisk CorpTrimmed 36%
- BKNG Booking Holdings IncTrimmed 36%
- WMT Walmart IncTrimmed 35%
- ANET Arista Networks IncTrimmed 25%
- WDC Western Digital CorpTrimmed 15%
- HON Honeywell Intl IncSold out
- CI The Cigna GroupTrimmed 44%
- CNC Centene CorpTrimmed 15%
- CRM Salesforce IncTrimmed 69%
Changes in number of shares against the 13F for the previous quarter (Q1 2026), largest first.
Who is Cliff Asness
- Role
- Co-founder of AQR Capital Management
- Fund
- AQR Capital Management, founded 1998
- Investment style
- Systematic factor investing: value, momentum, quality, low risk.
- Known for
- Research on value and momentum factors
Cliff Asness, who studied under Eugene Fama at the University of Chicago, led quantitative research at Goldman Sachs before co-founding AQR in 1998. The firm built its strategies on academic research into factors such as value and momentum.
AQR’s 13F lists thousands of positions from its systematic funds; it reflects factor exposures rather than individual stock bets.
- •Research on value and momentum factors
- •Systematic, rules-based investing
- •Outspoken writing on markets and finance
How to read 13F data
A 13F filing lists the US-listed stocks, ETFs and some options a manager held at the end of a quarter. It is filed up to 45 days after the quarter ends, so positions may have changed since. It does not show short positions, bonds, cash, foreign-listed shares or private investments, so for many funds it is only part of the picture.
Questions
What stocks does Cliff Asness own?
According to the 13F filing of AQR Capital Management for Q2 2026 (period ending June 30, 2026), the largest holdings were Nvidia Corp (NVDA) 2.6%, Apple Inc (AAPL) 1.7%, Micron Technology Inc (MU) 1.5%, Microsoft Corp (MSFT) 1.5%, Amazon.Com Inc (AMZN) 1.0%, out of 3900 positions worth about $286.8B.
What did Asness buy and sell last quarter?
New or larger positions in Q2 2026: NVDA, AAPL, CVX, WFC, SNPS, RBRK. Sold or reduced: MU, SNDK, BKNG, WMT, ANET, WDC. Changes are measured in shares against the previous quarter’s filing.
How up to date is AQR Capital Management’s portfolio?
13F filings are due within 45 days after each quarter ends. This page shows the filing made on August 14, 2026 for the quarter ended June 30, 2026; the fund may have traded since.
What does a 13F filing leave out?
A 13F filing lists the US-listed stocks, ETFs and some options a manager held at the end of a quarter. It is filed up to 45 days after the quarter ends, so positions may have changed since. It does not show short positions, bonds, cash, foreign-listed shares or private investments, so for many funds it is only part of the picture.
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Source: SEC Form 13F-HR filings via EDGAR. Holdings are as reported by the manager for the quarter shown and may have changed since. Educational content, not investment advice: MEDGE Capital does not recommend buying or selling any security. Risk disclaimer.