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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 | 14.21% |
| 4 | Consumer Discretionary | 10.53% |
| 5 | Healthcare | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
501
Roku
ROKU
$24.2B
| $143M | 0.05% |
1,043,354
-739,379
| -41% | -$90.2M |
2022 Q3
15 quarters
|
|
502
Clean Harbors
CLH
$15.2B
| $143M | 0.05% |
478,075
+297,407
| +165% | +$87.9M |
2015 Q4
42 quarters
|
|
503
Southwest Gas
SWX
$6.69B
| $142M | 0.05% |
1,603,686
+439,708
| +38% | +$39.3M |
2023 Q2
12 quarters
|
|
504
CMS Energy
CMS
$22.3B
| $142M | 0.05% |
1,857,999
+1,059,542
| +133% | +$79.4M |
2013 Q2
52 quarters
|
|
505
Ingredion
INGR
$6.14B
| $142M | 0.05% |
1,500,165
-705,809
| -32% | -$74.6M |
2013 Q2
52 quarters
|
|
506
Invitation Homes
INVH
$15.9B
| $141M | 0.05% |
4,684,578
+689,672
| +17% | +$19.5M |
2019 Q2
28 quarters
|
|
507
W.W. Grainger
GWW
$70.2B
| $141M | 0.05% |
103,592
+2,066
| +2% | +$2.55M |
2013 Q2
52 quarters
|
|
508
SiteOne Landscape Supply
SITE
$5.1B
| $140M | 0.05% |
1,234,583
-1,038,242
| -46% | -$125M |
2024 Q3
7 quarters
|
|
509
Ryder
R
$10.8B
| $139M | 0.05% |
525,852
-206,246
| -28% | -$50.4M |
2020 Q3
23 quarters
|
|
510
Planet Fitness
PLNT
$4.31B
| $138M | 0.05% |
2,640,170
+1,482,920
| +128% | +$87M |
2024 Q2
8 quarters
|
|
511
Home BancShares
HOMB
$6.07B
| $138M | 0.05% |
4,820,427
+3,198,474
| +197% | +$86.9M |
2023 Q4
10 quarters
|
|
512
CNO Financial Group
CNO
$5.29B
| $137M | 0.05% |
2,695,882
+1,175,283
| +77% | +$54.6M |
2015 Q4
42 quarters
|
|
513
Valley National Bancorp
VLY
$7.97B
| $137M | 0.05% |
9,390,111
-902,716
| -9% | -$12.3M |
2020 Q1
25 quarters
|
|
514
CNA Financial
CNA
$13B
| $137M | 0.05% |
2,826,611
-211,560
| -7% | -$9.6M |
2014 Q2
48 quarters
|
|
515
Liberty Global Class A
LBTYA
$3.27B
| $136M | 0.05% |
11,991,377
-34,406
| -0.3% | -$411K |
2024 Q3
7 quarters
|
|
516
O'Reilly Automotive
ORLY
$74.3B
| $136M | 0.05% |
1,486,886
-616,139
| -29% | -$56.2M |
2013 Q2
52 quarters
|
|
517
Federated Hermes
FHI
$4.86B
| $136M | 0.05% |
2,460,945
-122,502
| -5% | -$6.93M |
2016 Q2
40 quarters
|
|
518
Infosys
INFY
$49.6B
| $136M | 0.05% |
12,989,906
+5,339,614
| +70% | +$66.9M |
2013 Q2
52 quarters
|
|
519
Chord Energy
CHRD
$7.24B
| $135M | 0.05% |
1,184,466
+24,640
| +2% | +$3.34M |
2021 Q2
20 quarters
|
|
520
Intuitive Surgical
ISRG
$170B
| $134M | 0.05% |
336,780
+77,896
| +30% | +$34M |
2014 Q3
47 quarters
|
|
521
Solstice Advanced Materials
SOLS
$9.17B
| $134M | 0.05% |
1,539,974
+832,477
| +118% | +$68.7M |
2025 Q4
2 quarters
|
|
522
Mercado Libre
MELI
$88.2B
| $133M | 0.05% |
79,422
+33,464
| +73% | +$57.1M |
2022 Q3
15 quarters
|
|
523
Honeywell
HON
$72.4B
| $133M | 0.05% |
595,197
-826,189
| -58% | -$184M |
2013 Q2
52 quarters
|
|
524
Amdocs
DOX
$4.56B
| $133M | 0.05% |
2,630,027
+342,599
| +15% | +$21M |
2014 Q4
46 quarters
|
|
525
Schwab US Large- Cap ETF
SCHX
$74.2B
| $133M | 0.05% |
4,515,858
+528,192
| +13% | +$15.1M |
2024 Q1
9 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.