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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 | |
|---|---|---|---|---|---|---|---|
2101
Evolent Health
EVH
$486M
| $4.3M | ﹤0.01% |
792,768
+618,762
| +356% | +$2.37M |
2024 Q3
7 quarters
|
|
2102
DXP Enterprises
DXPE
$2.71B
| $4.28M | ﹤0.01% |
25,344
+3,329
| +15% | +$525K |
2022 Q3
15 quarters
|
|
2103
Goosehead Insurance
GSHD
$1.13B
| $4.27M | ﹤0.01% |
87,985
+70,958
| +417% | +$2.93M |
2025 Q4
2 quarters
|
|
2104
Palomar
PLMR
$3.69B
| $4.25M | ﹤0.01% |
33,650
+12,513
| +59% | +$1.47M |
2023 Q1
13 quarters
|
|
2105
Alexander's
ALX
$1.29B
| $4.24M | ﹤0.01% |
15,397
+1,143
| +8% | +$285K |
2021 Q2
20 quarters
|
|
2106
Gentherm
THRM
$1.69B
| $4.23M | ﹤0.01% |
124,102
+11,341
| +10% | +$365K |
2025 Q2
4 quarters
|
|
2107
Hyster-Yale Materials Handling
HY
$511M
| $4.23M | ﹤0.01% |
120,640
+12,440
| +11% | +$452K |
2022 Q3
15 quarters
|
|
2108
Crane NXT
CXT
$3.37B
| $4.22M | ﹤0.01% |
85,269
+10,097
| +13% | +$431K |
2013 Q2
52 quarters
|
|
2109
Amphastar Pharmaceuticals
AMPH
$1.18B
| $4.21M | ﹤0.01% |
208,651
+129,873
| +165% | +$2.62M |
2015 Q3
43 quarters
|
|
2110
Navigator Holdings
NVGS
$1.31B
| $4.21M | ﹤0.01% |
225,862
+75,667
| +50% | +$1.64M |
2025 Q3
3 quarters
|
|
2111
Ridgepost Capital
RPC
$1.02B
| $4.21M | ﹤0.01% |
534,491
+329,771
| +161% | +$2.63M |
2025 Q3
3 quarters
|
|
2112
First Trust Dorsey Wright Focus 5 ETF
FV
$3.91B
| $4.21M | ﹤0.01% |
55,419
-3,205
| -5% | -$221K |
2024 Q1
9 quarters
|
|
2113
Xerox
XRX
$195M
| $4.2M | ﹤0.01% |
1,352,045
+485,818
| +56% | +$1.21M |
2013 Q2
52 quarters
|
|
2114
Prudential
PUK
$30.2B
| $4.2M | ﹤0.01% |
156,522
+15,594
| +11% | +$455K |
2025 Q2
4 quarters
|
|
2115
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
| $4.18M | ﹤0.01% |
50,346
+7,179
| +17% | +$600K |
2024 Q1
9 quarters
|
|
2116
Allogene Therapeutics
ALLO
$408M
| $4.17M | ﹤0.01% |
2,006,288
-478,492
| -19% | -$1.05M |
2025 Q1
5 quarters
|
|
2117
PTC
PTC
$21.2B
| $4.17M | ﹤0.01% |
36,709
+15,374
| +72% | +$2.08M |
2013 Q2
52 quarters
|
|
2118
GMO US Quality ETF
QLTY
$5.4B
| $4.16M | ﹤0.01% |
100,012
+87,609
| +706% | +$3.51M |
2025 Q4
2 quarters
|
|
2119
iShares MSCI Intl Quality Factor ETF
IQLT
$13.7B
| $4.16M | ﹤0.01% |
83,960
-3,117
| -4% | -$152K |
2025 Q2
4 quarters
|
|
2120
Miller Industries
MLR
$577M
| $4.16M | ﹤0.01% |
81,309
+39,167
| +93% | +$1.88M |
2025 Q3
3 quarters
|
|
2121
Invesco Russell 1000 Dynamic Multifactor ETF
OMFL
$4.73B
| $4.15M | ﹤0.01% |
60,518
+4,734
| +8% | +$314K |
2024 Q1
9 quarters
|
|
2122
Global Industrial
GIC
$1.65B
| $4.15M | ﹤0.01% |
123,938
+1,625
| +1% | +$51.6K |
2017 Q3
35 quarters
|
|
2123
Ryan Specialty Holdings
RYAN
$5.35B
| $4.15M | ﹤0.01% |
109,779
+81,435
| +287% | +$2.76M |
2024 Q2
8 quarters
|
|
2124
SI-BONE Inc
SIBN
$951M
| $4.14M | ﹤0.01% |
253,848
+196,147
| +340% | +$2.8M |
2023 Q3
11 quarters
|
|
2125
Quanex
NX
$947M
| $4.14M | ﹤0.01% |
222,333
-88,463
| -28% | -$1.63M |
2025 Q4
2 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.