Cliff Asness
AQR Capital Management · SEC CIK 1167557
Value and momentum, systematically, whatever the mood.
This filing is 67 days old. AQR Capital Management keeps roughly 85% of its positions in a typical quarter, so about 89% of this book is likely still intact today.
How half-life is computedSnapshot half-life is the number of days after the period end at which half of this specific fund's reported book is expected to have changed, measured from its own past filings. It is a decay estimate, not knowledge of current positions.
Largest holdings, as filed
Top 10 of 3,900 positions. Weights are against the whole filed book. 13F filings cover US-listed holdings only.
| Company | Ticker | Value | % of book | Freshness |
|---|---|---|---|---|
| NVIDIA CORPORATION | NVDA | $7.48B | 2.6% | |
| APPLE INC | AAPL | $5.01B | 1.8% | |
| MICRON TECHNOLOGY INC | MU | $4.43B | 1.5% | |
| MICROSOFT CORP | MSFT | $4.26B | 1.5% | |
| AMAZON COM INC | AMZN | $2.84B | 1.0% | |
| BROADCOM INC | AVGO | $2.52B | 0.9% | |
| ALPHABET INC | GOOG | $2.24B | 0.8% | |
| ALPHABET INC | GOOGL | $2.11B | 0.7% | |
| COMFORT SYS USA INC | FIX | $2.08B | 0.7% | |
| WESTERN DIGITAL CORP | WDC | $1.88B | 0.7% |
Freshness: how likely each position is still held today, from this fund's own turnover history, each position's tenure and the filing's age. Hover a bar for the numbers. Method.
What changed last quarter
Between Q1 2026 and Q2 2026, the largest add was NVDA (shares up 18%), now $7.48B; the largest trim was MU (shares down 15%). All of it computed from the two filings, nothing inferred.
Biggest buys, Q2 2026
Exited since Q1 2026
None of the previous quarter's 40 largest positions disappeared from the latest filing.
Exit scan covers the previous quarter's 40 largest positions, a stated bound, because reading a mega fund's entire book per page render is not honest engineering.
Common questions
What are Cliff Asness's biggest holdings?
As of the Q2 2026 13F, the largest reported positions at AQR Capital Management are NVDA (2.6% of the book), AAPL (1.8% of the book), MU (1.5% of the book).
How big is AQR Capital Management's portfolio?
The latest 13F reports $286.85B across 3,900 US-listed positions. 13F filings cover US-listed holdings only, so non-US positions and shorts are not included.
Does Cliff Asness still hold these positions?
Unknown for certain: a 13F may be filed up to 45 days after quarter end. Based on AQR Capital Management's own filing history, the fund keeps roughly 85% of positions in a typical quarter, so at 67 days since the period end roughly 89% of this book is likely intact. The snapshot half-life for this fund is about 392 days.
What did Cliff Asness buy and sell last quarter?
Between Q1 2026 and Q2 2026, the largest add was NVDA (shares up 18%), now $7.48B; the largest trim was MU (shares down 15%). All of it computed from the two filings, nothing inferred.
Funds with overlapping books
Inside the app: the full book for AQR Capital Management, quarter on quarter buys and sells, consensus across 140+ funds and copy-to-watchlist.
Source: SEC EDGAR 13F filings. Values are as filed and cover US-listed positions only. A 13F may be filed up to 45 days after the quarter ends, so positions can change before the filing is even public; the freshness figures above quantify that lag instead of hiding it. Educational information, not financial advice.