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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 | |
|---|---|---|---|---|---|---|---|
1151
The Ensign Group
ENSG
$10.3B
| $21.4M | 0.01% |
135,756
+45,955
| +51% | +$8.11M |
2018 Q2
32 quarters
|
|
1152
Vanda Pharmaceuticals
VNDA
$238M
| $21.4M | 0.01% |
3,497,695
+1,894,119
| +118% | +$12.4M |
2023 Q4
10 quarters
|
|
1153
United Fire Group
UFCS
$1.48B
| $21.3M | 0.01% |
405,797
-16,257
| -4% | -$722K |
2021 Q4
18 quarters
|
|
1154
Guidewire Software
GWRE
$15.1B
| $21.3M | 0.01% |
175,386
-39,921
| -19% | -$5.32M |
2023 Q1
13 quarters
|
|
1155
Maximus
MMS
$3.32B
| $21.3M | 0.01% |
395,510
+101,057
| +34% | +$6.3M |
2013 Q2
52 quarters
|
|
1156
F/m US Treasury 3 Month Bill Fund
TBIL
$7.61B
| $21.2M | 0.01% |
425,965
+124,528
| +41% | +$6.22M |
2025 Q3
3 quarters
|
|
1157
Archrock
AROC
$5.25B
| $21.2M | 0.01% |
519,992
+22,843
| +5% | +$841K |
2021 Q1
21 quarters
|
|
1158
Liberty Capital Corp Series C GCI Group Common Stock
GLIBK
$846M
| $21.2M | 0.01% |
1,001,886
+483,940
| +93% | +$13.6M |
2025 Q3
3 quarters
|
|
1159
Rexford Industrial Realty
REXR
$8.14B
| $21.1M | 0.01% |
631,732
-228,321
| -27% | -$7.98M |
2015 Q1
45 quarters
|
|
1160
iShares MSCI USA Quality Factor ETF
QUAL
$48.4B
| $21M | 0.01% |
95,782
+25,052
| +35% | +$5.25M |
2024 Q1
9 quarters
|
|
1161
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.4B
| $21M | 0.01% |
821,148
+86,165
| +12% | +$2.2M |
2024 Q1
9 quarters
|
|
1162
Rayonier
RYN
$5.64B
| $20.9M | 0.01% |
982,208
-147,778
| -13% | -$3.1M |
2013 Q2
52 quarters
|
|
1163
Materion
MTRN
$4.72B
| $20.8M | 0.01% |
69,840
+24,936
| +56% | +$5.22M |
2025 Q1
5 quarters
|
|
1164
Alliant Energy
LNT
$18B
| $20.8M | 0.01% |
272,099
+157,625
| +138% | +$11.5M |
2013 Q2
52 quarters
|
|
1165
Alphatec Holdings
ATEC
$1.68B
| $20.6M | 0.01% |
2,386,326
+1,000,703
| +72% | +$9.12M |
2019 Q3
27 quarters
|
|
1166
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.7B
| $20.6M | 0.01% |
367,221
+28,361
| +8% | +$1.53M |
2024 Q4
6 quarters
|
|
1167
Astronics
ATRO
$2.57B
| $20.6M | 0.01% |
253,603
-43,158
| -15% | -$2.95M |
2023 Q3
11 quarters
|
|
1168
Dorian LPG
LPG
$2.36B
| $20.5M | 0.01% |
590,751
+89,944
| +18% | +$3.54M |
2021 Q2
20 quarters
|
|
1169
ArcelorMittal
MT
$44.7B
| $20.5M | 0.01% |
339,907
+63,519
| +23% | +$3.98M |
2024 Q2
8 quarters
|
|
1170
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.19B
| $20.4M | 0.01% |
112,494
+5,105
| +5% | +$917K |
2024 Q4
6 quarters
|
|
1171
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$67.4B
| $20.4M | 0.01% |
246,847
+98,966
| +67% | +$8.18M |
2024 Q1
9 quarters
|
|
1172
Schwab US Dividend Equity ETF
SCHD
$119B
| $20.3M | 0.01% |
641,163
-626
| -0.1% | -$19.9K |
2024 Q2
8 quarters
|
|
1173
West Pharmaceutical
WST
$27.8B
| $20.3M | 0.01% |
57,609
-209,335
| -78% | -$64M |
2014 Q4
46 quarters
|
|
1174
Par Pacific Holdings
PARR
$4.17B
| $20.3M | 0.01% |
362,026
-1,112
| -0.3% | -$66.2K |
2021 Q4
18 quarters
|
|
1175
Mesa Laboratories
MLAB
$727M
| $20.3M | 0.01% |
203,739
+33,177
| +19% | +$3.34M |
2023 Q2
12 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.