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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 | |
|---|---|---|---|---|---|---|---|
326
Paylocity
PCTY
$9.24B
| $246M | 0.09% |
2,352,978
+1,217,380
| +107% | +$130M |
2017 Q2
36 quarters
|
|
327
OGE Energy
OGE
$10B
| $245M | 0.09% |
5,035,976
+2,378,406
| +89% | +$114M |
2013 Q2
52 quarters
|
|
328
Lincoln Electric
LECO
$14B
| $244M | 0.09% |
922,170
-213,280
| -19% | -$55.8M |
2018 Q2
32 quarters
|
|
329
Howmet Aerospace
HWM
$74.1B
| $244M | 0.09% |
907,180
-35,352
| -4% | -$9.08M |
2016 Q4
38 quarters
|
|
330
Revolution Medicines
RVMD
$40.1B
| $243M | 0.08% |
1,295,450
+1,178,663
| +1,009% | +$172M |
2024 Q2
8 quarters
|
|
331
Royalty Pharma
RPRX
$28.4B
| $241M | 0.08% |
4,305,412
+523,374
| +14% | +$27.2M |
2023 Q2
12 quarters
|
|
332
Booz Allen Hamilton
BAH
$9.42B
| $240M | 0.08% |
3,961,727
+3,072,138
| +345% | +$235M |
2014 Q2
48 quarters
|
|
333
UBS Group
UBS
$142B
| $239M | 0.08% |
4,831,556
+138,453
| +3% | +$6.31M |
2024 Q1
9 quarters
|
|
334
CoStar Group
CSGP
$13.7B
| $239M | 0.08% |
8,445,474
+7,182,770
| +569% | +$247M |
2013 Q3
51 quarters
|
|
335
Celestica
CLS
$32.8B
| $236M | 0.08% |
677,143
+223,699
| +49% | +$83.9M |
2025 Q4
2 quarters
|
|
336
Barrick Mining
B
$62.8B
| $235M | 0.08% |
6,405,026
+566,685
| +10% | +$23.2M |
2013 Q2
52 quarters
|
|
337
Sempra
SRE
$55B
| $234M | 0.08% |
2,528,386
+1,518,198
| +150% | +$141M |
2013 Q2
52 quarters
|
|
338
Roivant Sciences
ROIV
$26.4B
| $234M | 0.08% |
6,633,560
+686,702
| +12% | +$20.3M |
2025 Q3
3 quarters
|
|
339
Genpact
G
$6.83B
| $233M | 0.08% |
8,601,538
-2,677,108
| -24% | -$88M |
2024 Q1
9 quarters
|
|
340
Genuine Parts
GPC
$17B
| $233M | 0.08% |
1,981,499
+466,405
| +31% | +$48.7M |
2013 Q2
52 quarters
|
|
341
Public Service Enterprise Group
PEG
$35.9B
| $232M | 0.08% |
2,862,071
+2,317,753
| +426% | +$185M |
2013 Q2
52 quarters
|
|
342
McCormick & Company Non-Voting
MKC
$12.9B
| $231M | 0.08% |
4,577,771
+3,490,771
| +321% | +$171M |
2013 Q2
52 quarters
|
|
343
Scotiabank
BNS
$113B
| $231M | 0.08% |
2,655,580
-311,984
| -11% | -$24.6M |
2024 Q2
8 quarters
|
|
344
Broadridge
BR
$20.7B
| $229M | 0.08% |
1,686,647
+66,529
| +4% | +$10M |
2013 Q2
52 quarters
|
|
345
BJs Wholesale Club
BJ
$13.4B
| $228M | 0.08% |
2,616,277
+2,146,045
| +456% | +$196M |
2024 Q2
8 quarters
|
|
346
Ball Corp
BALL
$17.1B
| $227M | 0.08% |
3,688,946
+170,804
| +5% | +$10M |
2023 Q3
11 quarters
|
|
347
Cboe Global Markets
CBOE
$35.6B
| $227M | 0.08% |
958,621
+336,329
| +54% | +$103M |
2013 Q2
52 quarters
|
|
348
News Corp Class A
NWSA
$16.6B
| $225M | 0.08% |
9,060,466
+3,289,212
| +57% | +$85.2M |
2024 Q1
9 quarters
|
|
349
First Horizon
FHN
$11.1B
| $225M | 0.08% |
8,832,027
+1,286,274
| +17% | +$31.4M |
2020 Q2
24 quarters
|
|
350
Corcept Therapeutics
CORT
$9.28B
| $225M | 0.08% |
2,582,561
+2,176,356
| +536% | +$131M |
2014 Q1
49 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.