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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 | |
|---|---|---|---|---|---|---|---|
251
BioMarin Pharmaceuticals
BMRN
$10.8B
| $323M | 0.11% |
5,699,541
-1,977,000
| -26% | -$108M |
2019 Q4
26 quarters
|
|
252
GoDaddy
GDDY
$14.3B
| $323M | 0.11% |
3,799,648
+2,681,750
| +240% | +$226M |
2016 Q2
40 quarters
|
|
253
Automatic Data Processing
ADP
$121B
| $321M | 0.11% |
1,434,586
+662,253
| +86% | +$142M |
2013 Q2
52 quarters
|
|
254
MGIC Investment
MTG
$5.91B
| $317M | 0.11% |
11,267,784
+279,622
| +3% | +$7.45M |
2013 Q2
52 quarters
|
|
255
Host Hotels & Resorts
HST
$16.9B
| $316M | 0.11% |
13,323,577
+3,551,894
| +36% | +$79.3M |
2013 Q2
52 quarters
|
|
256
Progressive
PGR
$132B
| $316M | 0.11% |
1,445,012
-960,195
| -40% | -$194M |
2013 Q2
52 quarters
|
|
257
Procter & Gamble
PG
$374B
| $315M | 0.11% |
2,173,696
-1,865,529
| -46% | -$272M |
2013 Q2
52 quarters
|
|
258
Crown Holdings
CCK
$12.8B
| $314M | 0.11% |
2,834,732
-1,170,035
| -29% | -$118M |
2019 Q3
27 quarters
|
|
259
AT&T
T
$141B
| $313M | 0.11% |
15,117,016
-3,228,022
| -18% | -$80.1M |
2013 Q2
52 quarters
|
|
260
Federal Realty Investment Trust
FRT
$9.45B
| $312M | 0.11% |
2,529,007
+403,492
| +19% | +$46.9M |
2013 Q2
52 quarters
|
|
261
Woodward
WWD
$17.9B
| $310M | 0.11% |
729,483
+37,980
| +5% | +$14.4M |
2015 Q2
44 quarters
|
|
262
GitLab
GTLB
$9.38B
| $310M | 0.11% |
10,338,016
+1,669,078
| +19% | +$42.3M |
2023 Q3
11 quarters
|
|
263
American International
AIG
$42.5B
| $310M | 0.11% |
4,153,973
+1,352,524
| +48% | +$103M |
2019 Q3
27 quarters
|
|
264
Ralph Lauren
RL
$22.5B
| $309M | 0.11% |
779,772
-319,884
| -29% | -$119M |
2013 Q2
52 quarters
|
|
265
Vertex Pharmaceuticals
VRTX
$133B
| $305M | 0.11% |
616,170
+445,139
| +260% | +$197M |
2016 Q4
38 quarters
|
|
266
Match Group
MTCH
$10.5B
| $303M | 0.11% |
7,969,452
-1,694,952
| -18% | -$60.1M |
2017 Q3
35 quarters
|
|
267
CBRE Group
CBRE
$35.7B
| $300M | 0.1% |
2,227,101
+1,804,044
| +426% | +$249M |
2014 Q1
49 quarters
|
|
268
ConocoPhillips
COP
$181B
| $298M | 0.1% |
2,862,341
+49,616
| +2% | +$5.88M |
2013 Q2
52 quarters
|
|
269
IQVIA
IQV
$46B
| $297M | 0.1% |
1,536,874
+296,016
| +24% | +$51.6M |
2014 Q3
47 quarters
|
|
270
Pool Corp
POOL
$7.23B
| $297M | 0.1% |
1,400,460
+1,222,534
| +687% | +$244M |
2014 Q4
46 quarters
|
|
271
Devon Energy
DVN
$56.5B
| $296M | 0.1% |
7,169,378
+2,046,912
| +40% | +$94.9M |
2013 Q2
52 quarters
|
|
272
United Therapeutics
UTHR
$25.2B
| $295M | 0.1% |
546,002
-280,224
| -34% | -$158M |
2013 Q2
52 quarters
|
|
273
Fidelity National Information Services
FIS
$19.4B
| $295M | 0.1% |
7,653,649
+1,923,908
| +34% | +$83.3M |
2013 Q2
52 quarters
|
|
274
Crane Co
CR
$10.6B
| $292M | 0.1% |
1,315,151
+336,116
| +34% | +$63.3M |
2023 Q2
12 quarters
|
|
275
CubeSmart
CUBE
$9.04B
| $290M | 0.1% |
7,279,554
+5,135,312
| +239% | +$204M |
2013 Q2
52 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.