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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 | |
|---|---|---|---|---|---|---|---|
801
Coherent
COHR
$41.2B
| $54.3M | 0.02% |
137,729
+44,601
| +48% | +$15.8M |
2023 Q3
11 quarters
|
|
802
Canadian Imperial Bank of Commerce
CM
$104B
| $54.2M | 0.02% |
472,593
+20,714
| +5% | +$2.27M |
2024 Q4
6 quarters
|
|
803
Jack Henry & Associates
JKHY
$11.4B
| $54.1M | 0.02% |
398,455
+235,451
| +144% | +$33.4M |
2013 Q2
52 quarters
|
|
804
MSC Industrial Direct
MSM
$6.36B
| $53.6M | 0.02% |
457,743
+157,565
| +52% | +$16.7M |
2013 Q2
52 quarters
|
|
805
RLI Corp
RLI
$5.95B
| $53.6M | 0.02% |
916,838
+185,643
| +25% | +$10M |
2017 Q4
34 quarters
|
|
806
Digital Realty Trust
DLR
$63.9B
| $52.9M | 0.02% |
294,309
+10,821
| +4% | +$2.07M |
2013 Q2
52 quarters
|
|
807
Reddit
RDDT
$27.8B
| $52.6M | 0.02% |
302,804
+293,509
| +3,158% | +$47M |
2025 Q2
4 quarters
|
|
808
DXC Technology
DXC
$2.57B
| $52.5M | 0.02% |
6,025,344
+811,146
| +16% | +$8.4M |
2017 Q2
36 quarters
|
|
809
Greif
GEF
$4.68B
| $52.2M | 0.02% |
702,126
+26,469
| +4% | +$1.78M |
2015 Q4
42 quarters
|
|
810
Avery Dennison
AVY
$13.8B
| $51.9M | 0.02% |
319,917
-134,310
| -30% | -$21.9M |
2013 Q2
52 quarters
|
|
811
Schwab International Equity ETF
SCHF
$66.8B
| $51.9M | 0.02% |
1,874,736
+247,339
| +15% | +$6.67M |
2023 Q4
10 quarters
|
|
812
Fortrea Holdings
FTRE
$2.25B
| $51.9M | 0.02% |
2,980,474
-317,947
| -10% | -$4.29M |
2023 Q3
11 quarters
|
|
813
Vanguard FTSE All-World ex-US ETF
VEU
$66.3B
| $51.8M | 0.02% |
618,221
+138,704
| +29% | +$11.3M |
2024 Q1
9 quarters
|
|
814
iShares Russell 1000 Value ETF
IWD
$84.2B
| $51.4M | 0.02% |
211,834
+17,536
| +9% | +$4.08M |
2024 Q4
6 quarters
|
|
815
IPG Photonics
IPGP
$3.02B
| $50.6M | 0.02% |
448,582
+18,850
| +4% | +$2.17M |
2020 Q3
23 quarters
|
|
816
Lowe's Companies
LOW
$111B
| $50.3M | 0.02% |
230,309
-158,174
| -41% | -$35.9M |
2013 Q2
52 quarters
|
|
817
CACI
CACI
$14B
| $50M | 0.02% |
109,224
-114,270
| -51% | -$58.3M |
2014 Q4
46 quarters
|
|
818
Northern Trust Quality Dividend ETF
QDF
$2.17B
| $49.9M | 0.02% |
555,000
| – | – |
2026 Q1
1 quarter
|
|
819
Entergy
ETR
$51.3B
| $49.8M | 0.02% |
434,053
+123,191
| +40% | +$13.9M |
2013 Q2
52 quarters
|
|
820
Lincoln National
LNC
$7.63B
| $49.8M | 0.02% |
1,409,411
+481,972
| +52% | +$17.3M |
2013 Q2
52 quarters
|
|
821
Euronet Worldwide
EEFT
$2.45B
| $49.7M | 0.02% |
692,486
+322,198
| +87% | +$22.5M |
2013 Q2
52 quarters
|
|
822
M&T Bank
MTB
$32B
| $49.6M | 0.02% |
208,447
-2,949
| -1% | -$645K |
2013 Q2
52 quarters
|
|
823
Louisiana-Pacific
LPX
$5.16B
| $49.3M | 0.02% |
627,223
-10,942
| -2% | -$808K |
2013 Q2
52 quarters
|
|
824
Essex Property Trust
ESS
$17.9B
| $49.3M | 0.02% |
169,437
+82,244
| +94% | +$22.1M |
2013 Q2
52 quarters
|
|
825
Assurant
AIZ
$14B
| $48.8M | 0.02% |
182,192
-30,638
| -14% | -$7.46M |
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.