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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 | |
|---|---|---|---|---|---|---|---|
1076
Bunge Global
BG
$19.6B
| $25.6M | 0.01% |
240,213
+5,496
| +2% | +$676K |
2014 Q4
46 quarters
|
|
1077
Simmons First National
SFNC
$3.37B
| $25.6M | 0.01% |
1,129,595
+10,748
| +1% | +$229K |
2022 Q3
15 quarters
|
|
1078
Nabors Industries
NBR
$1.25B
| $25.5M | 0.01% |
303,531
+20,917
| +7% | +$1.95M |
2025 Q3
3 quarters
|
|
1079
ServisFirst Bancshares
SFBS
$4.49B
| $25.5M | 0.01% |
587,184
+449,790
| +327% | +$17.7M |
2024 Q2
8 quarters
|
|
1080
The RealReal
REAL
$1.31B
| $25.4M | 0.01% |
2,157,706
+787,079
| +57% | +$8.39M |
2024 Q3
7 quarters
|
|
1081
Agios Pharmaceuticals
AGIO
$2.2B
| $25.4M | 0.01% |
684,340
+647,930
| +1,780% | +$19.7M |
2024 Q1
9 quarters
|
|
1082
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $25.2M | 0.01% |
118,653
+31,935
| +37% | +$6.54M |
2024 Q1
9 quarters
|
|
1083
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$5.93B
| $25.2M | 0.01% |
551,936
+619
| +0.1% | +$28.1K |
2024 Q1
9 quarters
|
|
1084
Simply Good Foods
SMPL
$893M
| $25.2M | 0.01% |
1,896,121
+1,322,531
| +231% | +$16.3M |
2025 Q3
3 quarters
|
|
1085
Bank of Hawaii
BOH
$2.78B
| $25.1M | 0.01% |
312,313
-2,757
| -0.9% | -$216K |
2024 Q4
6 quarters
|
|
1086
Cohu
COHU
$2.31B
| $25.1M | 0.01% |
339,335
+27,404
| +9% | +$1.37M |
2020 Q4
22 quarters
|
|
1087
First Merchants
FRME
$2.58B
| $24.7M | 0.01% |
566,471
+161,480
| +40% | +$6.56M |
2023 Q2
12 quarters
|
|
1088
Dimensional International Value ETF
DFIV
$21.9B
| $24.7M | 0.01% |
456,692
+53,963
| +13% | +$2.97M |
2023 Q4
10 quarters
|
|
1089
Starbucks
SBUX
$117B
| $24.6M | 0.01% |
240,509
+74,634
| +45% | +$7.52M |
2013 Q2
52 quarters
|
|
1090
Lennox International
LII
$12.6B
| $24.5M | 0.01% |
42,839
+5,095
| +13% | +$2.59M |
2013 Q2
52 quarters
|
|
1091
MGE Energy Inc
MGEE
$2.78B
| $24.5M | 0.01% |
300,293
+266,075
| +778% | +$20.6M |
2022 Q1
17 quarters
|
|
1092
Bank of N.T. Butterfield & Son
NTB
$2.36B
| $24.5M | 0.01% |
411,139
+11,335
| +3% | +$641K |
2024 Q2
8 quarters
|
|
1093
Takeda Pharmaceutical
TAK
$65.3B
| $24.5M | 0.01% |
1,525,686
+631,263
| +71% | +$10.4M |
2024 Q1
9 quarters
|
|
1094
TG Therapeutics
TGTX
$8.39B
| $24.3M | 0.01% |
442,287
+98,098
| +29% | +$4.01M |
2023 Q1
13 quarters
|
|
1095
Everus Construction Group
ECG
$5.01B
| $24.2M | 0.01% |
147,727
-84,683
| -36% | -$12.4M |
2024 Q4
6 quarters
|
|
1096
Vanguard Morningstar Mid-Cap ETF
VO
$107B
| $24.2M | 0.01% |
300,069
+84,353
| +39% | +$6.54M |
2024 Q3
7 quarters
|
|
1097
Bandwidth Inc
BAND
$1.51B
| $24.1M | 0.01% |
381,122
-62,470
| -14% | -$2.8M |
2023 Q1
13 quarters
|
|
1098
W.P. Carey
WPC
$14.7B
| $24.1M | 0.01% |
337,163
+48,096
| +17% | +$3.52M |
2016 Q2
40 quarters
|
|
1099
Methode Electronics
MEI
$439M
| $24M | 0.01% |
1,266,388
+248,669
| +24% | +$2.57M |
2019 Q3
27 quarters
|
|
1100
APi Group
APG
$17.4B
| $24M | 0.01% |
587,606
+19,348
| +3% | +$845K |
2025 Q1
5 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.