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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 | |
|---|---|---|---|---|---|---|---|
851
World Acceptance Corp
WRLD
$778M
| $45M | 0.02% |
201,263
+46,297
| +30% | +$7.45M |
2023 Q3
11 quarters
|
|
852
Kinsale Capital Group
KNSL
$8.2B
| $45M | 0.02% |
136,579
+93,971
| +221% | +$30.2M |
2024 Q1
9 quarters
|
|
853
Remitly
RELY
$5.25B
| $44.9M | 0.02% |
2,004,231
+26,183
| +1% | +$537K |
2023 Q2
12 quarters
|
|
854
International Bancshares
IBOC
$4.18B
| $44.6M | 0.02% |
587,610
+91,744
| +19% | +$6.66M |
2013 Q2
52 quarters
|
|
855
Vanguard Morningstar Large-Cap ETF
VV
$53.9B
| $44.6M | 0.02% |
129,676
+22,838
| +21% | +$7.62M |
2024 Q3
7 quarters
|
|
856
Brinker International
EAT
$7.65B
| $44.6M | 0.02% |
265,281
-43,291
| -14% | -$6.4M |
2013 Q2
52 quarters
|
|
857
Willis Towers Watson
WTW
$30.2B
| $44.4M | 0.02% |
169,752
-117,382
| -41% | -$31.4M |
2014 Q4
46 quarters
|
|
858
GE HealthCare
GEHC
$32.3B
| $44.3M | 0.02% |
696,084
+550,807
| +379% | +$36.2M |
2023 Q1
13 quarters
|
|
859
Dominion Energy
D
$57.3B
| $44.3M | 0.02% |
648,379
-135,558
| -17% | -$8.81M |
2013 Q2
52 quarters
|
|
860
Keurig Dr Pepper
KDP
$47.2B
| $44.3M | 0.02% |
1,352,175
-3,393,229
| -72% | -$98.8M |
2013 Q2
52 quarters
|
|
861
Fabrinet
FN
$11.3B
| $44.1M | 0.02% |
79,795
+7,946
| +11% | +$5.12M |
2018 Q2
32 quarters
|
|
862
Novartis
NVS
$287B
| $44.1M | 0.02% |
281,210
+47,339
| +20% | +$7.1M |
2024 Q1
9 quarters
|
|
863
Twilio
TWLO
$40.2B
| $44M | 0.02% |
217,885
-27,244
| -11% | -$4.83M |
2023 Q3
11 quarters
|
|
864
Credit Acceptance
CACC
$5.66B
| $43.8M | 0.02% |
68,780
+63,946
| +1,323% | +$34.2M |
2024 Q1
9 quarters
|
|
865
Southern Company
SO
$107B
| $43.7M | 0.02% |
456,982
+76,392
| +20% | +$7.19M |
2013 Q2
52 quarters
|
|
866
Coeur Mining
CDE
$13.8B
| $43.4M | 0.02% |
2,675,232
+1,713,917
| +178% | +$31.2M |
2024 Q1
9 quarters
|
|
867
Camden Property Trust
CPT
$11.8B
| $42.9M | 0.02% |
375,579
+128,515
| +52% | +$13.7M |
2013 Q2
52 quarters
|
|
868
Mitsubishi UFJ Financial
MUFG
$237B
| $42.6M | 0.01% |
2,140,236
+590,238
| +38% | +$11.1M |
2024 Q1
9 quarters
|
|
869
Service Corp International
SCI
$11.4B
| $42.5M | 0.01% |
564,156
-102,400
| -15% | -$8.01M |
2015 Q2
44 quarters
|
|
870
Ambarella
AMBA
$2.94B
| $42.5M | 0.01% |
495,583
-232
| -0% | -$16K |
2024 Q2
8 quarters
|
|
871
Targa Resources
TRGP
$64.8B
| $42.3M | 0.01% |
157,760
+53,145
| +51% | +$13.7M |
2020 Q1
25 quarters
|
|
872
RPM International
RPM
$12.6B
| $42M | 0.01% |
380,088
-102,257
| -21% | -$10.7M |
2018 Q4
30 quarters
|
|
873
Skyworks Solutions
SWKS
$19.6B
| $41.9M | 0.01% |
618,287
-1,131,386
| -65% | -$77M |
2013 Q2
52 quarters
|
|
874
Williams-Sonoma
WSM
$29.7B
| $41.9M | 0.01% |
179,778
-88,434
| -33% | -$17.5M |
2013 Q2
52 quarters
|
|
875
Schwab US Broad Market ETF
SCHB
$44.3B
| $41.9M | 0.01% |
1,445,601
+370,778
| +34% | +$10.4M |
2023 Q4
10 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.