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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 | 14.21% |
| 4 | Consumer Discretionary | 10.53% |
| 5 | Healthcare | 10.4% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
2776
Atlanta Braves Holdings Series B
BATRK
$3.24B
| $1.55M | ﹤0.01% |
29,778
+4,639
| +18% | +$228K |
2025 Q1
5 quarters
|
|
2777
Schwab International Small-Cap Equity ETF
SCHC
$5.45B
| $1.54M | ﹤0.01% |
32,107
+14,394
| +81% | +$714K |
2025 Q4
2 quarters
|
|
2778
TPG RE Finance Trust
TRTX
$493M
| $1.54M | ﹤0.01% |
184,234
+90,188
| +96% | +$753K |
2025 Q1
5 quarters
|
|
2779
Diageo
DEO
$52B
| $1.54M | ﹤0.01% |
19,173
+13,647
| +247% | +$1.1M |
2024 Q3
7 quarters
|
|
2780
Global Water Resources
GWRS
$223M
| $1.53M | ﹤0.01% |
211,758
+163,306
| +337% | +$1.18M |
2025 Q2
4 quarters
|
|
2781
First Community Corp
FCCO
$310M
| $1.53M | ﹤0.01% |
46,898
+30,552
| +187% | +$937K |
2025 Q3
3 quarters
|
|
2782
e.l.f. Beauty
ELF
$6.59B
| $1.53M | ﹤0.01% |
21,834
-1,473,881
| -99% | -$89.6M |
2025 Q2
4 quarters
|
|
2783
Omnicell
OMCL
$1.67B
| $1.52M | ﹤0.01% |
36,561
+4,708
| +15% | +$190K |
2023 Q3
11 quarters
|
|
2784
FS KKR Capital
FSK
$3.05B
| $1.52M | ﹤0.01% |
144,381
+124,588
| +629% | +$1.34M |
2025 Q2
4 quarters
|
|
2785
Blend Labs
BLND
$265M
| $1.52M | ﹤0.01% |
886,345
+263,239
| +42% | +$420K |
2024 Q3
7 quarters
|
|
2786
First Trust NASDAQ Cybersecurity ETF
CIBR
$17.5B
| $1.52M | ﹤0.01% |
16,862
+454
| +3% | +$34.8K |
2025 Q2
4 quarters
|
|
2787
RPC Inc
RES
$1.37B
| $1.51M | ﹤0.01% |
259,203
-28,433
| -10% | -$198K |
2021 Q4
18 quarters
|
|
2788
TPG Mortgage Investment Trust
MITT
$178M
| $1.51M | ﹤0.01% |
190,642
+69,053
| +57% | +$539K |
2025 Q2
4 quarters
|
|
2789
Listed Funds Trust Roundhill Magnificent Seven ETF
MAGS
$5.32B
| $1.51M | ﹤0.01% |
+23,470
| New | +$1.55M |
2026 Q2
0 quarters
|
|
2790
Dimensional Global Real Estate ETF
DFGR
$3.87B
| $1.51M | ﹤0.01% |
52,052
+8,946
| +21% | +$256K |
2024 Q4
6 quarters
|
|
2791
Niagen Bioscience
NAGE
$184M
| $1.51M | ﹤0.01% |
472,056
-559,279
| -54% | -$2.27M |
2024 Q3
7 quarters
|
|
2792
iShares US Industrials ETF
IYJ
$1.82B
| $1.5M | ﹤0.01% |
9,028
+1,239
| +16% | +$195K |
2026 Q1
1 quarter
|
|
2793
DoubleLine Opportunistic Bond ETF
DBND
$813M
| $1.5M | ﹤0.01% |
32,897
+1,495
| +5% | +$68.2K |
2023 Q4
10 quarters
|
|
2794
Zevia
ZVIA
$85.8M
| $1.5M | ﹤0.01% |
920,090
+390,266
| +74% | +$530K |
2025 Q3
3 quarters
|
|
2795
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
| $1.5M | ﹤0.01% |
+28,135
| New | +$1.54M |
2026 Q2
0 quarters
|
|
2796
Invesco Ultra Short Duration ETF
GSY
$4B
| $1.5M | ﹤0.01% |
29,874
| – | – |
2024 Q1
9 quarters
|
|
2797
Boyd Gaming
BYD
$5.15B
| $1.5M | ﹤0.01% |
16,957
+2,250
| +15% | +$191K |
2022 Q4
14 quarters
|
|
2798
OrthoPediatrics
KIDS
$806M
| $1.5M | ﹤0.01% |
+78,291
| New | +$1.36M |
2026 Q2
0 quarters
|
|
2799
Barnes & Noble Education
BNED
$439M
| $1.5M | ﹤0.01% |
119,220
+105,076
| +743% | +$1.1M |
2026 Q1
1 quarter
|
|
2800
Vanguard Short-Term Tax-Exempt Bond ETF
VTES
$3.72B
| $1.49M | ﹤0.01% |
14,724
| – | – |
2026 Q1
1 quarter
|
|
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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.