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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 | |
|---|---|---|---|---|---|---|---|
2401
Lumen Technologies, Inc. Common Stock
LUMN
$5.03B
| $2.76M | ﹤0.01% |
359,451
+127,230
| +55% | +$1.12M |
2018 Q4
30 quarters
|
|
2402
DELISTED
Select Medical
SEM
| $2.75M | ﹤0.01% |
166,669
+57,085
| +52% | +$941K |
2016 Q2
40 quarters
|
|
2403
First Trust Rising Dividend Achievers ETF
RDVY
$25.4B
| $2.75M | ﹤0.01% |
33,944
+5,558
| +20% | +$418K |
2024 Q1
9 quarters
|
|
2404
Dauch Corp
DCH
$1.14B
| $2.74M | ﹤0.01% |
505,546
-204,920
| -29% | -$1.25M |
2020 Q3
23 quarters
|
|
2405
Zevra Therapeutics
ZVRA
$610M
| $2.74M | ﹤0.01% |
190,972
+111,057
| +139% | +$1.23M |
2025 Q3
3 quarters
|
|
2406
SunocoCorp LLC
SUNC
$3.67B
| $2.73M | ﹤0.01% |
40,408
+36,250
| +872% | +$2.37M |
2026 Q1
1 quarter
|
|
2407
DELISTED
Liberty Broadband Class A
LBRDA
| $2.73M | ﹤0.01% |
82,106
-58,187
| -41% | -$2.27M |
2024 Q2
8 quarters
|
|
2408
ASE Group
ASX
$87.2B
| $2.73M | ﹤0.01% |
60,476
+36,217
| +149% | +$1.22M |
2025 Q4
2 quarters
|
|
2409
Hain Celestial
HAIN
$10.8M
| $2.73M | ﹤0.01% |
4,867,461
+1,612,464
| +50% | +$1.2M |
2024 Q2
8 quarters
|
|
2410
Aviat Networks
AVNW
$259M
| $2.73M | ﹤0.01% |
122,803
+51,070
| +71% | +$1M |
2021 Q3
19 quarters
|
|
2411
Global Net Lease
GNL
$1.61B
| $2.72M | ﹤0.01% |
304,789
+15,680
| +5% | +$147K |
2021 Q1
21 quarters
|
|
2412
SoundThinking
SSTI
$110M
| $2.72M | ﹤0.01% |
300,920
+171,778
| +133% | +$1.23M |
2025 Q4
2 quarters
|
|
2413
Daktronics
DAKT
$907M
| $2.72M | ﹤0.01% |
139,126
-23,623
| -15% | -$468K |
2023 Q3
11 quarters
|
|
2414
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
| $2.71M | ﹤0.01% |
32,914
+1,335
| +4% | +$112K |
2024 Q2
8 quarters
|
|
2415
MGP Ingredients
MGPI
$367M
| $2.7M | ﹤0.01% |
154,353
+53,643
| +53% | +$976K |
2025 Q1
5 quarters
|
|
2416
Flowco Holdings
FLOC
$880M
| $2.7M | ﹤0.01% |
126,689
+17,332
| +16% | +$414K |
2025 Q2
4 quarters
|
|
2417
Coca-Cola Europacific Partners
CCEP
$49.7B
| $2.7M | ﹤0.01% |
26,968
+4,227
| +19% | +$403K |
2024 Q2
8 quarters
|
|
2418
Bank First Corp
BFC
$1.65B
| $2.7M | ﹤0.01% |
18,179
+5,681
| +45% | +$811K |
2023 Q4
10 quarters
|
|
2419
KB Financial Group
KB
$39.1B
| $2.69M | ﹤0.01% |
25,664
+9,558
| +59% | +$1.01M |
2025 Q1
5 quarters
|
|
2420
Vanguard Real Estate ETF
VNQ
$37.7B
| $2.69M | ﹤0.01% |
27,920
+3,288
| +13% | +$314K |
2024 Q3
7 quarters
|
|
2421
Excelerate Energy
EE
$1.11B
| $2.69M | ﹤0.01% |
70,731
+29,450
| +71% | +$1.01M |
2024 Q4
6 quarters
|
|
2422
Chunghwa Telecom
CHT
$38B
| $2.68M | ﹤0.01% |
60,569
+34,979
| +137% | +$1.53M |
2025 Q1
5 quarters
|
|
2423
Symbotic
SYM
$4.93B
| $2.68M | ﹤0.01% |
59,615
+10,838
| +22% | +$552K |
2025 Q2
4 quarters
|
|
2424
Banc of California
BANC
$2.89B
| $2.67M | ﹤0.01% |
130,910
-386,745
| -75% | -$7.37M |
2021 Q2
20 quarters
|
|
2425
Pangaea Logistics
PANL
$521M
| $2.67M | ﹤0.01% |
411,235
+278,044
| +209% | +$2.11M |
2025 Q1
5 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.