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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 | |
|---|---|---|---|---|---|---|---|
651
Healthcare Realty
HR
$6.15B
| $86.5M | 0.03% |
4,287,335
+1,323,240
| +45% | +$25.7M |
2013 Q4
50 quarters
|
|
652
ONE Gas
OGS
$4.9B
| $86.3M | 0.03% |
1,119,752
+613,651
| +121% | +$51M |
2014 Q1
49 quarters
|
|
653
Seaboard Corp
SEB
$3.72B
| $85.9M | 0.03% |
19,246
+11,455
| +147% | +$60M |
2021 Q1
21 quarters
|
|
654
Motorola Solutions
MSI
$79.7B
| $85.9M | 0.03% |
206,880
-126,610
| -38% | -$53M |
2013 Q2
52 quarters
|
|
655
Simon Property Group
SPG
$68.5B
| $85.4M | 0.03% |
381,645
-50,597
| -12% | -$10.4M |
2013 Q2
52 quarters
|
|
656
Goodyear
GT
$1.23B
| $84.8M | 0.03% |
12,862,106
-5,123,244
| -28% | -$33M |
2013 Q2
52 quarters
|
|
657
AptarGroup
ATR
$8.05B
| $84.7M | 0.03% |
680,207
-549,071
| -45% | -$66.6M |
2017 Q2
36 quarters
|
|
658
Dillards
DDS
$10.9B
| $84.4M | 0.03% |
159,685
+34,193
| +27% | +$19.7M |
2021 Q2
20 quarters
|
|
659
Solventum
SOLV
$14.5B
| $83.5M | 0.03% |
1,082,100
+352,055
| +48% | +$25.7M |
2024 Q2
8 quarters
|
|
660
Leidos
LDOS
$17.1B
| $83.5M | 0.03% |
826,507
-45,549
| -5% | -$6.05M |
2013 Q4
50 quarters
|
|
661
DoubleVerify
DV
$2.12B
| $83.4M | 0.03% |
7,784,565
-3,894,678
| -33% | -$40.1M |
2023 Q2
12 quarters
|
|
662
Bank of Montreal
BMO
$118B
| $82.9M | 0.03% |
469,429
+35,221
| +8% | +$5.54M |
2024 Q4
6 quarters
|
|
663
TFI International
TFII
$9.25B
| $81.7M | 0.03% |
570,537
+4,887
| +0.9% | +$690K |
2025 Q4
2 quarters
|
|
664
Penske Automotive Group
PAG
$13.9B
| $81.6M | 0.03% |
456,043
-3,594
| -0.8% | -$601K |
2014 Q2
48 quarters
|
|
665
FirstCash
FCFS
$7.49B
| $81.5M | 0.03% |
376,814
-102,252
| -21% | -$22.2M |
2016 Q3
39 quarters
|
|
666
Boston Properties
BXP
$9.9B
| $81.4M | 0.03% |
1,229,773
+1,125,186
| +1,076% | +$67.3M |
2013 Q2
52 quarters
|
|
667
Regions Financial
RF
$24.3B
| $81.2M | 0.03% |
2,687,455
-383,239
| -12% | -$10.8M |
2013 Q2
52 quarters
|
|
668
Medical Properties Trust
MPT
$1.61B
| $81.1M | 0.03% |
17,637,883
+6,580,784
| +60% | +$32.6M |
2013 Q2
52 quarters
|
|
669
Inspire Medical Systems
INSP
$2.06B
| $80.9M | 0.03% |
1,856,800
+1,548,138
| +502% | +$73.4M |
2019 Q2
28 quarters
|
|
670
Steel Dynamics
STLD
$34.6B
| $80.7M | 0.03% |
351,890
+9,464
| +3% | +$2.22M |
2013 Q2
52 quarters
|
|
671
Robinhood
HOOD
$85.5B
| $80.4M | 0.03% |
801,262
+92,615
| +13% | +$7.75M |
2022 Q4
14 quarters
|
|
672
American Airlines Group
AAL
$8.02B
| $79.8M | 0.03% |
4,437,954
+388,680
| +10% | +$5.2M |
2023 Q1
13 quarters
|
|
673
C.H. Robinson
CHRW
$16.3B
| $79.5M | 0.03% |
434,802
-174,011
| -29% | -$30.9M |
2013 Q2
52 quarters
|
|
674
Cabot Corp
CBT
$3.81B
| $79M | 0.03% |
870,098
+18,885
| +2% | +$1.54M |
2013 Q2
52 quarters
|
|
675
CF Industries
CF
$18.3B
| $78.3M | 0.03% |
723,410
-75,555
| -9% | -$8.9M |
2018 Q2
32 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.