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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 | |
|---|---|---|---|---|---|---|---|
1676
Donnelley Financial Solutions
DFIN
$1.31B
| $8.44M | ﹤0.01% |
201,088
+128,188
| +176% | +$5.59M |
2020 Q3
23 quarters
|
|
1677
NewtekOne
NEWT
$331M
| $8.42M | ﹤0.01% |
568,816
+3,928
| +0.7% | +$51.8K |
2024 Q4
6 quarters
|
|
1678
Quaker Houghton
KWR
$2.7B
| $8.42M | ﹤0.01% |
53,019
+3,495
| +7% | +$491K |
2024 Q1
9 quarters
|
|
1679
State Street Communication Services Select Sector SPDR ETF
XLC
$22.1B
| $8.41M | ﹤0.01% |
78,519
+18,151
| +30% | +$2.07M |
2024 Q2
8 quarters
|
|
1680
PC Connection
CNXN
$2.18B
| $8.39M | ﹤0.01% |
114,996
-1,093
| -0.9% | -$72.9K |
2014 Q1
49 quarters
|
|
1681
Frontdoor
FTDR
$5.8B
| $8.37M | ﹤0.01% |
110,659
-1,510
| -1% | -$96.6K |
2020 Q1
25 quarters
|
|
1682
Procept Biorobotics
PRCT
$1.16B
| $8.36M | ﹤0.01% |
370,455
+114,604
| +45% | +$2.87M |
2024 Q2
8 quarters
|
|
1683
Luxfer Holdings
LXFR
$466M
| $8.35M | ﹤0.01% |
462,847
-27,966
| -6% | -$437K |
2020 Q4
22 quarters
|
|
1684
Intellia Therapeutics
NTLA
$1.87B
| $8.34M | ﹤0.01% |
492,954
-137,575
| -22% | -$1.93M |
2024 Q4
6 quarters
|
|
1685
Acco Brands
ACCO
$404M
| $8.27M | ﹤0.01% |
1,988,676
-419,498
| -17% | -$1.54M |
2014 Q3
47 quarters
|
|
1686
Kaiser Aluminum
KALU
$1.98B
| $8.26M | ﹤0.01% |
42,224
+14,337
| +51% | +$2.44M |
2024 Q1
9 quarters
|
|
1687
TC Energy
TRP
$65.8B
| $8.25M | ﹤0.01% |
124,591
+17,964
| +17% | +$1.19M |
2024 Q3
7 quarters
|
|
1688
KinderCare Learning Companies
KLC
$231M
| $8.24M | ﹤0.01% |
1,939,625
+1,182,813
| +156% | +$4.37M |
2025 Q4
2 quarters
|
|
1689
Life Time Group Holdings
LTH
$9.6B
| $8.24M | ﹤0.01% |
201,772
-146,601
| -42% | -$4.65M |
2023 Q2
12 quarters
|
|
1690
Horizon Bancorp
HBNC
$1.06B
| $8.23M | ﹤0.01% |
411,959
+76,489
| +23% | +$1.41M |
2020 Q2
24 quarters
|
|
1691
Safehold
SAFE
$777M
| $8.23M | ﹤0.01% |
524,190
+77,911
| +17% | +$1.18M |
2024 Q4
6 quarters
|
|
1692
Erie Indemnity
ERIE
$12.9B
| $8.21M | ﹤0.01% |
34,537
+13,810
| +67% | +$3.17M |
2016 Q1
41 quarters
|
|
1693
Diebold Nixdorf
DBD
$1.97B
| $8.19M | ﹤0.01% |
96,350
+14,360
| +18% | +$1.15M |
2024 Q1
9 quarters
|
|
1694
Anika Therapeutics
ANIK
$288M
| $8.19M | ﹤0.01% |
559,846
+287,577
| +106% | +$4.26M |
2025 Q1
5 quarters
|
|
1695
American Healthcare REIT
AHR
$11.2B
| $8.19M | ﹤0.01% |
159,183
+84,909
| +114% | +$4.17M |
2024 Q4
6 quarters
|
|
1696
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.2B
| $8.18M | ﹤0.01% |
26,706
+9,643
| +57% | +$2.78M |
2025 Q1
5 quarters
|
|
1697
Knife River
KNF
$3.08B
| $8.18M | ﹤0.01% |
97,745
+68,042
| +229% | +$5.62M |
2023 Q2
12 quarters
|
|
1698
Coty
COTY
$2.96B
| $8.15M | ﹤0.01% |
4,118,542
+357,617
| +10% | +$771K |
2020 Q4
22 quarters
|
|
1699
First Business Financial Services
FBIZ
$609M
| $8.14M | ﹤0.01% |
128,927
+34,300
| +36% | +$1.99M |
2024 Q4
6 quarters
|
|
1700
Matrix Service
MTRX
$280M
| $8.14M | ﹤0.01% |
594,197
+95,256
| +19% | +$1.23M |
2024 Q3
7 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.