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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 | |
|---|---|---|---|---|---|---|---|
126
Northern Trust
NTRS
$30.5B
| $511M | 0.18% |
2,939,835
+453,028
| +18% | +$74.6M |
2013 Q2
52 quarters
|
|
127
Cloudflare
NET
$109B
| $509M | 0.18% |
2,076,835
+1,169,447
| +129% | +$256M |
2023 Q2
12 quarters
|
|
128
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$51.2B
| $509M | 0.18% |
5,550,817
+556,534
| +11% | +$50.9M |
2024 Q3
7 quarters
|
|
129
Ciena
CIEN
$51.2B
| $507M | 0.18% |
1,052,165
+75,071
| +8% | +$38.3M |
2018 Q1
33 quarters
|
|
130
AbbVie
ABBV
$503B
| $507M | 0.18% |
2,015,238
+1,126,325
| +127% | +$242M |
2013 Q3
51 quarters
|
|
131
MongoDB
MDB
$31.5B
| $505M | 0.18% |
1,503,774
+191,644
| +15% | +$57.5M |
2019 Q2
28 quarters
|
|
132
Danaher
DHR
$164B
| $503M | 0.18% |
2,641,746
-839,223
| -24% | -$152M |
2013 Q2
52 quarters
|
|
133
Everest Group
EG
$15.1B
| $502M | 0.17% |
1,404,638
+38,743
| +3% | +$13.3M |
2014 Q4
46 quarters
|
|
134
Mastercard
MA
$545B
| $498M | 0.17% |
974,099
+197,937
| +26% | +$98.7M |
2013 Q2
52 quarters
|
|
135
RTX Corp
RTX
$258B
| $497M | 0.17% |
2,630,468
+805,895
| +44% | +$148M |
2013 Q2
52 quarters
|
|
136
Goldman Sachs
GS
$263B
| $492M | 0.17% |
486,684
+27,512
| +6% | +$26.8M |
2013 Q2
52 quarters
|
|
137
Expand Energy Corp
EXE
$21.5B
| $491M | 0.17% |
5,384,978
+1,530,775
| +40% | +$145M |
2021 Q2
20 quarters
|
|
138
LyondellBasell Industries
LYB
$20.4B
| $486M | 0.17% |
9,224,314
+4,998,764
| +118% | +$345M |
2014 Q4
46 quarters
|
|
139
Mohawk Industries
MHK
$8B
| $484M | 0.17% |
4,082,931
-214,116
| -5% | -$22.5M |
2019 Q4
26 quarters
|
|
140
Parker-Hannifin
PH
$121B
| $477M | 0.17% |
489,888
+434,608
| +786% | +$398M |
2013 Q2
52 quarters
|
|
141
ServiceNow
NOW
$158B
| $474M | 0.17% |
4,823,040
-1,095,657
| -19% | -$108M |
2013 Q3
51 quarters
|
|
142
Agilent Technologies
A
$50.1B
| $472M | 0.16% |
3,600,560
+609,081
| +20% | +$74.2M |
2013 Q2
52 quarters
|
|
143
Acuity Brands
AYI
$9.48B
| $471M | 0.16% |
1,274,516
+838,610
| +192% | +$249M |
2013 Q2
52 quarters
|
|
144
Moody's
MCO
$83.3B
| $471M | 0.16% |
1,045,155
+594,065
| +132% | +$267M |
2013 Q2
52 quarters
|
|
145
Tyson Foods
TSN
$19.7B
| $469M | 0.16% |
8,197,389
-1,796,079
| -18% | -$112M |
2013 Q2
52 quarters
|
|
146
iShares Core S&P 500 ETF
IVV
$892B
| $466M | 0.16% |
622,892
+99,392
| +19% | +$72.4M |
2023 Q3
11 quarters
|
|
147
Arrow Electronics
ARW
$11.2B
| $463M | 0.16% |
2,182,413
+465,192
| +27% | +$92.9M |
2013 Q2
52 quarters
|
|
148
Prosperity Bancshares
PB
$8.19B
| $460M | 0.16% |
6,304,696
-18,448
| -0.3% | -$1.28M |
2019 Q2
28 quarters
|
|
149
Manhattan Associates
MANH
$13.8B
| $458M | 0.16% |
3,328,418
+166,366
| +5% | +$22.9M |
2013 Q2
52 quarters
|
|
150
Aramark
ARMK
$14.7B
| $457M | 0.16% |
8,147,337
-1,755,745
| -18% | -$86.6M |
2015 Q2
44 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.