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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 | |
|---|---|---|---|---|---|---|---|
276
Kroger
KR
$39.4B
| $289M | 0.1% |
5,235,022
+470,670
| +10% | +$30.7M |
2013 Q2
52 quarters
|
|
277
Best Buy
BBY
$20.9B
| $289M | 0.1% |
3,805,827
-2,340,539
| -38% | -$155M |
2013 Q2
52 quarters
|
|
278
Hanover Insurance
THG
$8.28B
| $287M | 0.1% |
1,341,075
+327,680
| +32% | +$62M |
2013 Q2
52 quarters
|
|
279
Steris
STE
$22.6B
| $286M | 0.1% |
1,377,297
+315,897
| +30% | +$67.7M |
2019 Q2
28 quarters
|
|
280
Cooper Companies
COO
$11.6B
| $286M | 0.1% |
4,022,614
+295,427
| +8% | +$19.3M |
2013 Q2
52 quarters
|
|
281
Intercontinental Exchange
ICE
$91.4B
| $285M | 0.1% |
2,314,910
+1,372,896
| +146% | +$206M |
2013 Q2
52 quarters
|
|
282
Wayfair
W
$15.4B
| $285M | 0.1% |
3,101,936
+1,248,779
| +67% | +$92M |
2022 Q4
14 quarters
|
|
283
Reinsurance Group of America
RGA
$17.2B
| $284M | 0.1% |
1,337,571
-524,102
| -28% | -$109M |
2013 Q2
52 quarters
|
|
284
ATI
ATI
$21.4B
| $282M | 0.1% |
1,432,935
+210,355
| +17% | +$35.7M |
2022 Q2
16 quarters
|
|
285
MKS Inc
MKSI
$13.3B
| $280M | 0.1% |
638,333
+21,836
| +4% | +$6.83M |
2023 Q3
11 quarters
|
|
286
Charter Communications
CHTR
$12.4B
| $280M | 0.1% |
1,977,475
+1,462,257
| +284% | +$244M |
2019 Q2
28 quarters
|
|
287
TE Connectivity
TEL
$60.2B
| $279M | 0.1% |
1,385,998
+591,652
| +74% | +$126M |
2014 Q4
46 quarters
|
|
288
Conagra Brands
CAG
$7.09B
| $276M | 0.1% |
20,496,252
+13,175,575
| +180% | +$184M |
2020 Q1
25 quarters
|
|
289
Texas Capital Bancshares
TCBI
$4.43B
| $275M | 0.1% |
2,661,695
+216,583
| +9% | +$21.7M |
2020 Q1
25 quarters
|
|
290
Amkor Technology
AMKR
$9.8B
| $274M | 0.1% |
3,231,546
-10,584
| -0.3% | -$754K |
2013 Q2
52 quarters
|
|
291
MasTec
MTZ
$13.7B
| $274M | 0.1% |
657,603
-2,451
| -0.4% | -$937K |
2019 Q1
29 quarters
|
|
292
Tradeweb Markets
TW
$25.9B
| $272M | 0.1% |
2,787,932
-108,277
| -4% | -$11.7M |
2023 Q2
12 quarters
|
|
293
Synchrony
SYF
$24B
| $271M | 0.09% |
3,564,350
-921,310
| -21% | -$67.7M |
2015 Q2
44 quarters
|
|
294
Globe Life
GL
$11.9B
| $271M | 0.09% |
1,515,987
+318,085
| +27% | +$49.8M |
2013 Q2
52 quarters
|
|
295
Deckers Outdoor
DECK
$11B
| $270M | 0.09% |
2,718,623
-1,205,863
| -31% | -$127M |
2013 Q2
52 quarters
|
|
296
McDonald's
MCD
$176B
| $270M | 0.09% |
1,005,629
+346,367
| +53% | +$99.3M |
2013 Q2
52 quarters
|
|
297
US Bancorp
USB
$92.8B
| $269M | 0.09% |
4,451,623
-1,142,876
| -20% | -$64M |
2013 Q2
52 quarters
|
|
298
Duolingo
DUOL
$6.69B
| $268M | 0.09% |
2,332,543
+2,222,495
| +2,020% | +$243M |
2023 Q1
13 quarters
|
|
299
ITT
ITT
$17B
| $268M | 0.09% |
1,400,050
-1,118,889
| -44% | -$226M |
2013 Q2
52 quarters
|
|
300
Antero Resources
AR
$12.3B
| $268M | 0.09% |
7,613,505
+2,137,614
| +39% | +$78.7M |
2017 Q4
34 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.