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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 | |
|---|---|---|---|---|---|---|---|
1126
Grupo Aeroportuario del Pacifico
PAC
$13.4B
| $22.6M | 0.01% |
89,301
+88,350
| +9,290% | +$21.7M |
2025 Q4
2 quarters
|
|
1127
CorVel
CRVL
$4.27B
| $22.4M | 0.01% |
358,999
+228,958
| +176% | +$13.3M |
2013 Q3
51 quarters
|
|
1128
Powell Industries
POWL
$5.72B
| $22.2M | 0.01% |
77,372
-11,578
| -13% | -$3.14M |
2023 Q1
13 quarters
|
|
1129
Shake Shack
SHAK
$2.62B
| $22.1M | 0.01% |
395,325
+316,223
| +400% | +$23.8M |
2023 Q2
12 quarters
|
|
1130
BioCryst Pharmaceuticals
BCRX
$2.01B
| $22.1M | 0.01% |
2,214,302
+1,774,161
| +403% | +$16M |
2018 Q4
30 quarters
|
|
1131
Gulfport Energy Corp
GPOR
$2.93B
| $22.1M | 0.01% |
130,431
+23,731
| +22% | +$4.28M |
2022 Q1
17 quarters
|
|
1132
Vanguard Russell 1000 Growth ETF
VONG
$45.4B
| $22.1M | 0.01% |
172,992
+59,991
| +53% | +$7.44M |
2024 Q2
8 quarters
|
|
1133
Moelis & Co
MC
$4.09B
| $22.1M | 0.01% |
337,349
-11,032
| -3% | -$723K |
2024 Q4
6 quarters
|
|
1134
Sanmina
SANM
$8.65B
| $22M | 0.01% |
87,039
+2,028
| +2% | +$444K |
2013 Q2
52 quarters
|
|
1135
Fifth Third Bancorp
FITB
$48.2B
| $22M | 0.01% |
390,932
-146,531
| -27% | -$7.43M |
2013 Q2
52 quarters
|
|
1136
J&J Snack Foods
JJSF
$1.55B
| $22M | 0.01% |
299,434
+131,650
| +78% | +$10.2M |
2025 Q1
5 quarters
|
|
1137
Hilltop Holdings
HTH
$2.08B
| $22M | 0.01% |
566,366
+39,675
| +8% | +$1.49M |
2024 Q4
6 quarters
|
|
1138
Element Solutions
ESI
$8.17B
| $22M | 0.01% |
465,030
-363,398
| -44% | -$15.1M |
2019 Q4
26 quarters
|
|
1139
Banco Bilbao Vizcaya Argentaria
BBVA
$139B
| $21.9M | 0.01% |
874,849
+316,059
| +57% | +$7.21M |
2023 Q4
10 quarters
|
|
1140
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.71B
| $21.9M | 0.01% |
554,518
+53,557
| +11% | +$2.12M |
2024 Q4
6 quarters
|
|
1141
MYR Group
MYRG
$4.06B
| $21.8M | 0.01% |
43,600
-4,796
| -10% | -$1.97M |
2013 Q2
52 quarters
|
|
1142
Bankunited
BKU
$3.07B
| $21.8M | 0.01% |
449,584
+14,933
| +3% | +$702K |
2022 Q2
16 quarters
|
|
1143
Peoples Bancorp
PEBO
$1.38B
| $21.8M | 0.01% |
566,488
+83,164
| +17% | +$2.9M |
2021 Q2
20 quarters
|
|
1144
VanEck Semiconductor ETF
SMH
$67.7B
| $21.7M | 0.01% |
33,123
+12,886
| +64% | +$7.03M |
2024 Q2
8 quarters
|
|
1145
Fair Isaac
FICO
$15.3B
| $21.7M | 0.01% |
18,484
-17,043
| -48% | -$19.1M |
2013 Q2
52 quarters
|
|
1146
Vanguard Morningstar Small-Cap Value ETF
VBR
$36.6B
| $21.7M | 0.01% |
89,148
+2,363
| +3% | +$550K |
2023 Q4
10 quarters
|
|
1147
Vanguard S&P 500 Growth ETF
VOOG
$27B
| $21.6M | 0.01% |
261,936
+59,634
| +29% | +$4.73M |
2025 Q1
5 quarters
|
|
1148
Madison Square Garden
MSGS
$9.26B
| $21.5M | 0.01% |
54,268
-36,478
| -40% | -$12.9M |
2022 Q1
17 quarters
|
|
1149
Kennametal
KMT
$2.27B
| $21.5M | 0.01% |
613,973
+130,820
| +27% | +$4.76M |
2021 Q2
20 quarters
|
|
1150
La-Z-Boy
LZB
$1.19B
| $21.5M | 0.01% |
535,727
+278,260
| +108% | +$10.1M |
2022 Q3
15 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.