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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 | |
|---|---|---|---|---|---|---|---|
2926
iShares China Large-Cap ETF
FXI
$3.96B
| $1.14M | ﹤0.01% |
36,210
+28,208
| +353% | +$1.01M |
2024 Q4
6 quarters
|
|
2927
Dimensional Emerging Markets Value ETF
DFEV
$2.11B
| $1.14M | ﹤0.01% |
26,799
+20,145
| +303% | +$824K |
2026 Q1
1 quarter
|
|
2928
First Trust SMID Cap Rising Dividend Achievers ETF
SDVY
$11.4B
| $1.14M | ﹤0.01% |
26,462
| – | – |
2025 Q2
4 quarters
|
|
2929
Holley
HLLY
$352M
| $1.14M | ﹤0.01% |
446,330
-402,509
| -47% | -$1.14M |
2023 Q4
10 quarters
|
|
2930
iShares MSCI India ETF
INDA
$6.14B
| $1.14M | ﹤0.01% |
23,023
+18,578
| +418% | +$906K |
2025 Q2
4 quarters
|
|
2931
Janus Henderson Short Duration Income ETF
VNLA
$3.69B
| $1.14M | ﹤0.01% |
23,253
-475
| -2% | -$23.3K |
2025 Q4
2 quarters
|
|
2932
Ares Commercial Real Estate
ACRE
$195M
| $1.14M | ﹤0.01% |
252,477
+34,937
| +16% | +$172K |
2025 Q1
5 quarters
|
|
2933
Net Lease Office Properties
NLOP
$133M
| $1.14M | ﹤0.01% |
101,979
+30,705
| +43% | +$370K |
2023 Q4
10 quarters
|
|
2934
VictoryShares US Small Mid Cap Value Momentum ETF
USVM
$1.87B
| $1.13M | ﹤0.01% |
10,326
+1,540
| +18% | +$159K |
2025 Q4
2 quarters
|
|
2935
Centrus Energy
LEU
$1.89B
| $1.13M | ﹤0.01% |
6,747
+2,800
| +71% | +$523K |
2024 Q2
8 quarters
|
|
2936
Baillie Gifford Long Term Global Growth ETF
BGGG
| $1.13M | ﹤0.01% |
+32,104
| New | +$1.11M |
2026 Q2
0 quarters
|
|
2937
POSCO
PKX
$15.6B
| $1.13M | ﹤0.01% |
22,014
+9,037
| +70% | +$619K |
2020 Q3
23 quarters
|
|
2938
Capital Group Core Equity ETF
CGUS
$12.3B
| $1.13M | ﹤0.01% |
25,414
+3,629
| +17% | +$155K |
2025 Q1
5 quarters
|
|
2939
Malibu Boats
MBUU
$487M
| $1.12M | ﹤0.01% |
41,010
+6,606
| +19% | +$176K |
2017 Q3
35 quarters
|
|
2940
Ladder Capital
LADR
$1.15B
| $1.12M | ﹤0.01% |
112,935
+57,745
| +105% | +$586K |
2024 Q4
6 quarters
|
|
2941
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.49B
| $1.12M | ﹤0.01% |
20,521
+7,497
| +58% | +$393K |
2026 Q1
1 quarter
|
|
2942
iShares MSCI Europe Financials ETF
EUFN
$3.09B
| $1.12M | ﹤0.01% |
+28,725
| New | +$1.09M |
2026 Q2
0 quarters
|
|
2943
Standard BioTools
LAB
$241M
| $1.12M | ﹤0.01% |
1,359,018
+425,920
| +46% | +$402K |
2024 Q1
9 quarters
|
|
2944
Worthington Enterprises
WOR
$3.15B
| $1.12M | ﹤0.01% |
20,762
-40,160
| -66% | -$2.24M |
2025 Q1
5 quarters
|
|
2945
Alpha Architect International Quantitative Value ETF
IVAL
$229M
| $1.12M | ﹤0.01% |
32,750
| – | – |
2025 Q1
5 quarters
|
|
2946
Bakkt Inc
BKKT
$215M
| $1.11M | ﹤0.01% |
142,411
-10,019
| -7% | -$89.7K |
2026 Q1
1 quarter
|
|
2947
Centerra Gold
CGAU
$4.14B
| $1.11M | ﹤0.01% |
70,201
-111,951
| -61% | -$1.96M |
2025 Q4
2 quarters
|
|
2948
Hornbeck Offshore Services, Inc.
HOS
$2.04B
| $1.11M | ﹤0.01% |
127,099
-81,145
| -39% | -$780K |
2022 Q1
17 quarters
|
|
2949
Navitas Semiconductor
NVTS
$2.45B
| $1.11M | ﹤0.01% |
61,977
-1,540
| -2% | -$29.4K |
2025 Q1
5 quarters
|
|
2950
JBG SMITH
JBGS
$687M
| $1.11M | ﹤0.01% |
75,511
+46,897
| +164% | +$694K |
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.