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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 | |
|---|---|---|---|---|---|---|---|
976
Astera Labs
ALAB
$45B
| $32.4M | 0.01% |
67,117
-21,186
| -24% | -$5.62M |
2024 Q4
6 quarters
|
|
977
Insperity
NSP
$2.06B
| $32.4M | 0.01% |
783,492
+485,483
| +163% | +$15.9M |
2013 Q2
52 quarters
|
|
978
Descartes Systems
DSGX
$8.11B
| $32.3M | 0.01% |
467,971
-43,770
| -9% | -$3.12M |
2025 Q3
3 quarters
|
|
979
Appian
APPN
$3.69B
| $32.3M | 0.01% |
1,411,062
+453,442
| +47% | +$10.1M |
2023 Q4
10 quarters
|
|
980
Workday
WDAY
$50.2B
| $32.2M | 0.01% |
263,543
+40,252
| +18% | +$5.1M |
2013 Q4
50 quarters
|
|
981
Merit Medical Systems
MMSI
$5.62B
| $32.2M | 0.01% |
464,201
+439,211
| +1,758% | +$29M |
2020 Q4
22 quarters
|
|
982
Nutrien
NTR
$32.6B
| $32.1M | 0.01% |
510,269
+205,224
| +67% | +$14.4M |
2025 Q2
4 quarters
|
|
983
Kenvue
KVUE
$37.5B
| $32.1M | 0.01% |
1,685,088
-611,557
| -27% | -$10.8M |
2023 Q3
11 quarters
|
|
984
Diamondback Energy
FANG
$58B
| $32M | 0.01% |
182,317
+39,429
| +28% | +$7.65M |
2015 Q4
42 quarters
|
|
985
Post Holdings
POST
$3.54B
| $32M | 0.01% |
364,398
+14,438
| +4% | +$1.41M |
2018 Q4
30 quarters
|
|
986
Clear Secure
YOU
$4.74B
| $31.9M | 0.01% |
571,959
+45,723
| +9% | +$2.5M |
2023 Q1
13 quarters
|
|
987
Imperial Oil
IMO
$65B
| $31.8M | 0.01% |
283,586
+16,905
| +6% | +$2.12M |
2024 Q3
7 quarters
|
|
988
Schrodinger
SDGR
$1.83B
| $31.8M | 0.01% |
1,956,347
+1,512,189
| +340% | +$20.2M |
2025 Q2
4 quarters
|
|
989
Cimpress
CMPR
$2B
| $31.7M | 0.01% |
311,924
-7,445
| -2% | -$661K |
2023 Q2
12 quarters
|
|
990
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$149B
| $31.6M | 0.01% |
1,340,654
+495,432
| +59% | +$11M |
2024 Q1
9 quarters
|
|
991
Mizuho Financial
MFG
$115B
| $31.6M | 0.01% |
3,298,642
+1,380,015
| +72% | +$12.4M |
2024 Q1
9 quarters
|
|
992
Healthpeak Properties
DOC
$13.3B
| $31.4M | 0.01% |
1,468,813
+732,723
| +100% | +$13.7M |
2013 Q2
52 quarters
|
|
993
Tutor Perini Cor
TPC
$4.13B
| $31.4M | 0.01% |
378,624
-50,118
| -12% | -$4.03M |
2020 Q2
24 quarters
|
|
994
Zimmer Biomet
ZBH
$18.6B
| $31.3M | 0.01% |
367,365
+40,048
| +12% | +$3.51M |
2013 Q2
52 quarters
|
|
995
U.S. Targeted Value Portfolio ETF Class Shares
DFAT
$14.3B
| $31.3M | 0.01% |
447,591
+56,593
| +14% | +$3.78M |
2023 Q4
10 quarters
|
|
996
Tractor Supply
TSCO
$16.9B
| $31.2M | 0.01% |
998,703
+471,919
| +90% | +$16.3M |
2013 Q2
52 quarters
|
|
997
DT Midstream
DTM
$12.9B
| $31.2M | 0.01% |
212,407
+32,946
| +18% | +$4.66M |
2021 Q3
19 quarters
|
|
998
PagerDuty
PD
$1.4B
| $31.1M | 0.01% |
3,225,921
+885,899
| +38% | +$6.71M |
2022 Q4
14 quarters
|
|
999
Capitol Federal Financial
CFFN
$1.04B
| $31.1M | 0.01% |
3,656,717
-133,465
| -4% | -$1.04M |
2022 Q2
16 quarters
|
|
1000
Dimensional US Marketwide Value ETF
DFUV
$15.5B
| $31M | 0.01% |
563,266
+117,577
| +26% | +$6.17M |
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.