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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 | |
|---|---|---|---|---|---|---|---|
401
Zscaler
ZS
$41.6B
| $192M | 0.07% |
1,363,319
+347,340
| +34% | +$48.4M |
2019 Q1
29 quarters
|
|
402
Marvell Technology
MRVL
$205B
| $192M | 0.07% |
663,380
+67,624
| +11% | +$13.6M |
2019 Q3
27 quarters
|
|
403
Walt Disney
DIS
$194B
| $191M | 0.07% |
1,988,816
-782,421
| -28% | -$79.8M |
2013 Q2
52 quarters
|
|
404
Morgan Stanley
MS
$282B
| $191M | 0.07% |
915,529
+353,816
| +63% | +$70.1M |
2013 Q2
52 quarters
|
|
405
LivaNova
LIVN
$4.46B
| $191M | 0.07% |
2,356,191
-138,181
| -6% | -$9.8M |
2017 Q2
36 quarters
|
|
406
Qualys
QLYS
$7.5B
| $191M | 0.07% |
1,394,771
+355,843
| +34% | +$35M |
2013 Q4
50 quarters
|
|
407
Leonardo DRS
DRS
$9.21B
| $188M | 0.07% |
4,430,913
+1,355,595
| +44% | +$60.2M |
2024 Q1
9 quarters
|
|
408
Masco
MAS
$15B
| $188M | 0.07% |
2,329,073
+1,324,384
| +132% | +$92.4M |
2013 Q2
52 quarters
|
|
409
D.R. Horton
DHI
$41.3B
| $188M | 0.07% |
1,151,603
-396,540
| -26% | -$59.2M |
2013 Q2
52 quarters
|
|
410
Sotera Health
SHC
$5.17B
| $186M | 0.07% |
10,734,313
+4,013,550
| +60% | +$63.3M |
2022 Q3
15 quarters
|
|
411
Logitech
LOGI
$15.7B
| $186M | 0.06% |
1,991,783
+956,530
| +92% | +$99.3M |
2024 Q2
8 quarters
|
|
412
Huntington Ingalls Industries
HII
$10.8B
| $184M | 0.06% |
656,681
-366,251
| -36% | -$122M |
2013 Q2
52 quarters
|
|
413
SouthState Bank Corp
SSB
$10.2B
| $183M | 0.06% |
1,831,837
+351,703
| +24% | +$33.9M |
2023 Q4
10 quarters
|
|
414
Brunswick
BC
$4.27B
| $182M | 0.06% |
2,163,477
+160,994
| +8% | +$12.9M |
2013 Q2
52 quarters
|
|
415
ADT
ADT
$5.04B
| $181M | 0.06% |
28,106,229
-5,440,717
| -16% | -$37.3M |
2019 Q3
27 quarters
|
|
416
Trex
TREX
$5.13B
| $181M | 0.06% |
3,633,238
-613,146
| -14% | -$25.4M |
2016 Q3
39 quarters
|
|
417
Netflix
NFLX
$274B
| $181M | 0.06% |
2,529,862
-405,225
| -14% | -$35.7M |
2013 Q2
52 quarters
|
|
418
Eagle Materials
EXP
$5.36B
| $180M | 0.06% |
797,959
+483,401
| +154% | +$101M |
2016 Q4
38 quarters
|
|
419
Onto Innovation
ONTO
$9.8B
| $179M | 0.06% |
477,129
-113,680
| -19% | -$32.2M |
2016 Q3
39 quarters
|
|
420
Comcast
CMCSA
$80.5B
| $179M | 0.06% |
7,350,709
-4,936,968
| -40% | -$127M |
2013 Q2
52 quarters
|
|
421
Zions Bancorporation
ZION
$9.7B
| $178M | 0.06% |
2,579,678
+334,980
| +15% | +$21.1M |
2015 Q4
42 quarters
|
|
422
Advanced Energy
AEIS
$8.68B
| $178M | 0.06% |
478,794
+274,808
| +135% | +$96.1M |
2025 Q1
5 quarters
|
|
423
Corteva
CTVA
$8.31B
| $177M | 0.06% |
2,121,405
-415,021
| -16% | -$33.3M |
2020 Q2
24 quarters
|
|
424
ResMed
RMD
$35.6B
| $177M | 0.06% |
910,623
+560,783
| +160% | +$116M |
2013 Q2
52 quarters
|
|
425
American Electric Power
AEP
$70.6B
| $176M | 0.06% |
1,291,088
-274,660
| -18% | -$36.2M |
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.