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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 | |
|---|---|---|---|---|---|---|---|
1851
Invesco S&P 500 Quality ETF
SPHQ
$19B
| $6.35M | ﹤0.01% |
70,437
+2,184
| +3% | +$182K |
2024 Q3
7 quarters
|
|
1852
Mercury Systems
MRCY
$4.98B
| $6.34M | ﹤0.01% |
55,158
-12,122
| -18% | -$1.15M |
2025 Q1
5 quarters
|
|
1853
Sunrun
RUN
$1.83B
| $6.33M | ﹤0.01% |
472,991
+152,224
| +47% | +$2.05M |
2024 Q2
8 quarters
|
|
1854
City Holding Co
CHCO
$2.02B
| $6.32M | ﹤0.01% |
47,657
+34,337
| +258% | +$4.31M |
2022 Q3
15 quarters
|
|
1855
Crescent Energy
CRGY
$5.81B
| $6.32M | ﹤0.01% |
643,089
-15,623
| -2% | -$191K |
2024 Q2
8 quarters
|
|
1856
Definium Therapeutics
DFTX
$5.1B
| $6.31M | ﹤0.01% |
134,152
+77,058
| +135% | +$1.9M |
2024 Q3
7 quarters
|
|
1857
IBEX
IBEX
$602M
| $6.31M | ﹤0.01% |
207,649
-9,109
| -4% | -$271K |
2024 Q4
6 quarters
|
|
1858
Brookfield Renewable
BEPC
$5.49B
| $6.3M | ﹤0.01% |
170,451
+44,926
| +36% | +$1.74M |
2025 Q1
5 quarters
|
|
1859
Trump Media & Technology Group
DJT
$1.61B
| $6.29M | ﹤0.01% |
812,404
+294,085
| +57% | +$2.59M |
2025 Q4
2 quarters
|
|
1860
CryoPort
CYRX
$926M
| $6.29M | ﹤0.01% |
400,364
+64,468
| +19% | +$827K |
2024 Q3
7 quarters
|
|
1861
Diversified Energy Company
DEC
$1.01B
| $6.29M | ﹤0.01% |
453,500
+284,646
| +169% | +$4.31M |
2025 Q1
5 quarters
|
|
1862
Agilysys
AGYS
$3.27B
| $6.28M | ﹤0.01% |
60,085
+29,873
| +99% | +$2.31M |
2019 Q2
28 quarters
|
|
1863
Arlo Technologies
ARLO
$1.59B
| $6.28M | ﹤0.01% |
465,694
-168,801
| -27% | -$2.29M |
2020 Q1
25 quarters
|
|
1864
Barrett Business Services
BBSI
$784M
| $6.24M | ﹤0.01% |
175,728
+97,938
| +126% | +$3.08M |
2015 Q4
42 quarters
|
|
1865
iShares Core Dividend Growth ETF
DGRO
$45.3B
| $6.24M | ﹤0.01% |
82,340
+26,050
| +46% | +$1.92M |
2024 Q3
7 quarters
|
|
1866
StoneX
SNEX
$6.62B
| $6.24M | ﹤0.01% |
78,936
+10,324
| +15% | +$775K |
2015 Q1
45 quarters
|
|
1867
DELISTED
Liberty Broadband Class C
LBRDK
| $6.2M | ﹤0.01% |
186,667
-333,257
| -64% | -$13M |
2024 Q2
8 quarters
|
|
1868
Independent Bank
INDB
$3.97B
| $6.18M | ﹤0.01% |
73,806
+9,459
| +15% | +$750K |
2023 Q3
11 quarters
|
|
1869
Sprott Physical Gold
PHYS
$14.4B
| $6.18M | ﹤0.01% |
204,736
+4,680
| +2% | +$160K |
2025 Q1
5 quarters
|
|
1870
Fastly Inc
FSLY
$4.08B
| $6.17M | ﹤0.01% |
336,786
+21,639
| +7% | +$470K |
2025 Q1
5 quarters
|
|
1871
Ginkgo Bioworks
DNA
$858M
| $6.16M | ﹤0.01% |
621,625
+326,837
| +111% | +$2.73M |
2024 Q2
8 quarters
|
|
1872
NextDecade
NEXT
$1.93B
| $6.16M | ﹤0.01% |
816,570
+732,305
| +869% | +$5.79M |
2025 Q1
5 quarters
|
|
1873
PIMCO Multi Sector Bond Active ETF
PYLD
$16.6B
| $6.1M | ﹤0.01% |
230,160
+103,759
| +82% | +$2.74M |
2024 Q2
8 quarters
|
|
1874
Douglas Dynamics
PLOW
$919M
| $6.06M | ﹤0.01% |
112,242
+4,497
| +4% | +$207K |
2021 Q3
19 quarters
|
|
1875
Green Plains
GPRE
$955M
| $6.05M | ﹤0.01% |
393,370
-11,377
| -3% | -$181K |
2020 Q3
23 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.