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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 | |
|---|---|---|---|---|---|---|---|
1001
Vanguard Short-Term Bond ETF
BSV
$45.7B
| $30.9M | 0.01% |
396,353
+62,000
| +19% | +$4.84M |
2024 Q3
7 quarters
|
|
1002
Rush Street Interactive
RSI
$1.88B
| $30.9M | 0.01% |
1,038,017
+53,932
| +5% | +$1.42M |
2022 Q1
17 quarters
|
|
1003
Mondelez International
MDLZ
$80.4B
| $30.8M | 0.01% |
533,246
-65,663
| -11% | -$3.96M |
2013 Q2
52 quarters
|
|
1004
Meritage Homes
MTH
$4.15B
| $30.8M | 0.01% |
367,561
+193,965
| +112% | +$13.2M |
2019 Q2
28 quarters
|
|
1005
Byline Bancorp
BY
$1.72B
| $30.6M | 0.01% |
813,855
+148,469
| +22% | +$4.99M |
2021 Q2
20 quarters
|
|
1006
Eastman Chemical
EMN
$7.51B
| $30.6M | 0.01% |
460,637
-92,222
| -17% | -$6.74M |
2013 Q2
52 quarters
|
|
1007
ACI Worldwide
ACIW
$5.62B
| $30.6M | 0.01% |
612,982
+102,265
| +20% | +$4.45M |
2017 Q4
34 quarters
|
|
1008
Spire
SR
$5.07B
| $30.5M | 0.01% |
390,017
-22,793
| -6% | -$1.96M |
2018 Q4
30 quarters
|
|
1009
Bloomin' Brands
BLMN
$783M
| $30.4M | 0.01% |
3,322,042
+52,005
| +2% | +$378K |
2021 Q2
20 quarters
|
|
1010
Fortune Brands Innovations
FBIN
$5.14B
| $30.3M | 0.01% |
561,080
+324,674
| +137% | +$13M |
2013 Q2
52 quarters
|
|
1011
Frontline
FRO
$12.3B
| $30.3M | 0.01% |
874,162
+107,972
| +14% | +$3.97M |
2026 Q1
1 quarter
|
|
1012
Millicom
TIGO
$13.1B
| $30.2M | 0.01% |
333,276
+18,657
| +6% | +$1.57M |
2024 Q2
8 quarters
|
|
1013
Asana
ASAN
$2.75B
| $30.2M | 0.01% |
4,310,919
+1,970,695
| +84% | +$13.2M |
2023 Q3
11 quarters
|
|
1014
AngloGold Ashanti
AU
$43B
| $30.1M | 0.01% |
372,693
-1,323,728
| -78% | -$126M |
2024 Q3
7 quarters
|
|
1015
Jackson Financial
JXN
$8.98B
| $30.1M | 0.01% |
293,763
-13,007
| -4% | -$1.41M |
2022 Q3
15 quarters
|
|
1016
TriNet
TNET
$3.45B
| $30M | 0.01% |
605,810
+312,639
| +107% | +$13.4M |
2025 Q2
4 quarters
|
|
1017
Ultra Clean Holdings
UCTT
$2.11B
| $30M | 0.01% |
210,149
+31,367
| +18% | +$2.76M |
2019 Q4
26 quarters
|
|
1018
Corsair Gaming
CRSR
$1.47B
| $29.9M | 0.01% |
3,093,768
+1,100,577
| +55% | +$8.52M |
2024 Q4
6 quarters
|
|
1019
InterDigital
IDCC
$8.37B
| $29.9M | 0.01% |
105,493
+86,372
| +452% | +$25.7M |
2022 Q3
15 quarters
|
|
1020
Performance Food Group
PFGC
$15B
| $29.9M | 0.01% |
269,731
+238,623
| +767% | +$22.7M |
2022 Q4
14 quarters
|
|
1021
Emerson Electric
EMR
$90.2B
| $29.7M | 0.01% |
208,508
+46,915
| +29% | +$6.6M |
2013 Q2
52 quarters
|
|
1022
Lithia Motors
LAD
$6.31B
| $29.6M | 0.01% |
102,541
+64,006
| +166% | +$18.2M |
2019 Q3
27 quarters
|
|
1023
Watsco Inc
WSO
$12.6B
| $29.6M | 0.01% |
71,378
+50,218
| +237% | +$20.2M |
2015 Q3
43 quarters
|
|
1024
Apollo Global Management
APO
$67.5B
| $29.4M | 0.01% |
250,754
+107,213
| +75% | +$13.5M |
2023 Q3
11 quarters
|
|
1025
SiTime
SITM
$14B
| $29.4M | 0.01% |
40,305
+22,749
| +130% | +$14.3M |
2024 Q4
6 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.