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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 | |
|---|---|---|---|---|---|---|---|
826
Mattel
MAT
$4.69B
| $48.5M | 0.02% |
3,548,385
-1,069,938
| -23% | -$15.7M |
2020 Q2
24 quarters
|
|
827
Fomento Económico Mexicano
FMX
$43.8B
| $48.3M | 0.02% |
377,475
+282,038
| +296% | +$34M |
2013 Q2
52 quarters
|
|
828
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $48.2M | 0.02% |
436,816
+423,767
| +3,248% | +$46.7M |
2025 Q3
3 quarters
|
|
829
Lattice Semiconductor
LSCC
$13.7B
| $47.5M | 0.02% |
318,179
+256,752
| +418% | +$33.1M |
2017 Q3
35 quarters
|
|
830
Dropbox
DBX
$8.23B
| $47.4M | 0.02% |
1,729,397
-74,149
| -4% | -$1.91M |
2019 Q2
28 quarters
|
|
831
ZoomInfo Technologies
GTM
$1.27B
| $47.2M | 0.02% |
16,341,468
+6,878,262
| +73% | +$30.9M |
2023 Q3
11 quarters
|
|
832
Regency Centers
REG
$13.5B
| $47.1M | 0.02% |
590,337
-11,969
| -2% | -$940K |
2013 Q2
52 quarters
|
|
833
Sensata Technologies
ST
$5.88B
| $47M | 0.02% |
993,109
-60,459
| -6% | -$2.73M |
2019 Q2
28 quarters
|
|
834
Lyft
LYFT
$6.41B
| $46.7M | 0.02% |
3,198,241
-6,409,215
| -67% | -$89.6M |
2022 Q1
17 quarters
|
|
835
Cadence Design Systems
CDNS
$87.2B
| $46.7M | 0.02% |
124,349
+32,093
| +35% | +$11.2M |
2013 Q2
52 quarters
|
|
836
Yum! Brands
YUM
$40.9B
| $46.6M | 0.02% |
295,570
+110,467
| +60% | +$17.1M |
2013 Q2
52 quarters
|
|
837
Deere & Co
DE
$174B
| $46.5M | 0.02% |
74,724
+7,350
| +11% | +$4.26M |
2013 Q2
52 quarters
|
|
838
WesBanco
WSBC
$3.75B
| $46.5M | 0.02% |
1,192,255
+467,691
| +65% | +$16.5M |
2023 Q3
11 quarters
|
|
839
Cognizant
CTSH
$31.8B
| $46.3M | 0.02% |
1,225,480
-458,999
| -27% | -$24.2M |
2013 Q2
52 quarters
|
|
840
Pinnacle West Capital
PNW
$12.8B
| $46.3M | 0.02% |
432,833
+9,680
| +2% | +$990K |
2013 Q2
52 quarters
|
|
841
HEICO Corp Class A
HEI.A
$31.7B
| $46.2M | 0.02% |
179,042
+114,912
| +179% | +$26.3M |
2023 Q2
12 quarters
|
|
842
Vistra
VST
$47B
| $46M | 0.02% |
289,921
+138,307
| +91% | +$21.5M |
2017 Q2
36 quarters
|
|
843
Simpson Manufacturing
SSD
$7.56B
| $45.9M | 0.02% |
219,132
+40,160
| +22% | +$7.51M |
2016 Q2
40 quarters
|
|
844
NETSCOUT
NTCT
$2.88B
| $45.8M | 0.02% |
1,059,810
-140,336
| -12% | -$5.28M |
2019 Q4
26 quarters
|
|
845
Encore Capital Group
ECPG
$2.07B
| $45.7M | 0.02% |
490,098
+26,801
| +6% | +$2.18M |
2024 Q2
8 quarters
|
|
846
Royal Caribbean
RCL
$73.9B
| $45.7M | 0.02% |
143,889
-355,354
| -71% | -$99.4M |
2022 Q3
15 quarters
|
|
847
Pultegroup
PHM
$23.1B
| $45.6M | 0.02% |
332,684
+8,952
| +3% | +$1.09M |
2016 Q3
39 quarters
|
|
848
World Kinect Corp
WKC
$1.87B
| $45.5M | 0.02% |
1,381,341
+1,091,786
| +377% | +$30.4M |
2013 Q2
52 quarters
|
|
849
MaxLinear
MXL
$5.76B
| $45.3M | 0.02% |
353,835
-59,106
| -14% | -$4.18M |
2024 Q2
8 quarters
|
|
850
SLB Ltd
SLB
$78.3B
| $45.1M | 0.02% |
970,706
+49,050
| +5% | +$2.63M |
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.