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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 | |
|---|---|---|---|---|---|---|---|
2226
Philips
PHG
$26.3B
| $3.55M | ﹤0.01% |
130,712
+23,454
| +22% | +$621K |
2024 Q3
7 quarters
|
|
2227
Piedmont Realty Trust
PDM
$1.19B
| $3.55M | ﹤0.01% |
387,878
-48,285
| -11% | -$398K |
2013 Q2
52 quarters
|
|
2228
State Street SPDR S&P Biotech ETF
XBI
$10.8B
| $3.55M | ﹤0.01% |
22,421
+10,571
| +89% | +$1.43M |
2024 Q4
6 quarters
|
|
2229
Orion Group Holdings
ORN
$342M
| $3.55M | ﹤0.01% |
210,816
-18,385
| -8% | -$254K |
2024 Q3
7 quarters
|
|
2230
Ingles Markets
IMKTA
$1.6B
| $3.54M | ﹤0.01% |
39,921
+1,761
| +5% | +$157K |
2014 Q4
46 quarters
|
|
2231
RPAR Risk Parity ETF
RPAR
$551M
| $3.53M | ﹤0.01% |
158,743
| – | – |
2025 Q1
5 quarters
|
|
2232
Innovative Industrial Properties
IIPR
$1.43B
| $3.53M | ﹤0.01% |
56,987
+426
| +0.8% | +$23.9K |
2025 Q1
5 quarters
|
|
2233
Vital Farms
VITL
$372M
| $3.53M | ﹤0.01% |
303,455
+37,736
| +14% | +$421K |
2022 Q2
16 quarters
|
|
2234
Turning Point Brands
TPB
$1.35B
| $3.53M | ﹤0.01% |
41,612
-19,876
| -32% | -$1.65M |
2022 Q2
16 quarters
|
|
2235
Lennar Class B
LEN.B
$20.4B
| $3.53M | ﹤0.01% |
39,760
+17,981
| +83% | +$1.57M |
2023 Q4
10 quarters
|
|
2236
Griffon
GFF
$4.58B
| $3.52M | ﹤0.01% |
36,132
+1,121
| +3% | +$97.8K |
2019 Q4
26 quarters
|
|
2237
First Bank
FRBA
$481M
| $3.52M | ﹤0.01% |
198,482
+141,469
| +248% | +$2.27M |
2025 Q1
5 quarters
|
|
2238
SolarEdge
SEDG
$1.85B
| $3.52M | ﹤0.01% |
60,204
+32,068
| +114% | +$1.68M |
2024 Q2
8 quarters
|
|
2239
Koppers
KOP
$785M
| $3.51M | ﹤0.01% |
78,205
-17,262
| -18% | -$706K |
2022 Q2
16 quarters
|
|
2240
Oxford Industries
OXM
$422M
| $3.51M | ﹤0.01% |
100,555
+25,915
| +35% | +$1.08M |
2021 Q2
20 quarters
|
|
2241
BK Technologies
BKTI
$257M
| $3.51M | ﹤0.01% |
40,776
+22,615
| +125% | +$1.96M |
2025 Q3
3 quarters
|
|
2242
B&G Foods
BGS
$189M
| $3.49M | ﹤0.01% |
876,786
-372,603
| -30% | -$1.73M |
2022 Q4
14 quarters
|
|
2243
Ziff Davis
ZD
$1.88B
| $3.48M | ﹤0.01% |
66,405
-247,112
| -79% | -$11.2M |
2013 Q2
52 quarters
|
|
2244
Great Southern Bancorp
GSBC
$885M
| $3.48M | ﹤0.01% |
44,350
+7,274
| +20% | +$513K |
2015 Q3
43 quarters
|
|
2245
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.11B
| $3.47M | ﹤0.01% |
+50,596
| New | +$3.38M |
2026 Q2
0 quarters
|
|
2246
U.S. Core Equity 1 Portfolio ETF Class Shares
DCOR
$3.55B
| $3.47M | ﹤0.01% |
42,370
+6,699
| +19% | +$531K |
2025 Q4
2 quarters
|
|
2247
Wabash National
WNC
$478M
| $3.47M | ﹤0.01% |
257,089
-148,542
| -37% | -$1.32M |
2022 Q2
16 quarters
|
|
2248
CTS Corp
CTS
$1.75B
| $3.47M | ﹤0.01% |
53,182
+7,239
| +16% | +$434K |
2013 Q2
52 quarters
|
|
2249
Preformed Line Products
PLPC
$1.42B
| $3.45M | ﹤0.01% |
8,401
+1,713
| +26% | +$600K |
2023 Q2
12 quarters
|
|
2250
Trinity Industries
TRN
$2.3B
| $3.44M | ﹤0.01% |
99,505
+9,534
| +11% | +$322K |
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.