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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 | |
|---|---|---|---|---|---|---|---|
3001
Vanguard Materials ETF
VAW
$3.28B
| $1.01M | ﹤0.01% |
4,394
+604
| +16% | +$140K |
2025 Q3
3 quarters
|
|
3002
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.28B
| $1M | ﹤0.01% |
34,477
-976
| -3% | -$28.4K |
2024 Q1
9 quarters
|
|
3003
Liberty Media Corporation Series A Common Stock
FWONA
$21.3B
| $1000K | ﹤0.01% |
11,732
+4,285
| +58% | +$353K |
2024 Q3
7 quarters
|
|
3004
Fennec Pharmaceuticals
FENC
$359M
| $999K | ﹤0.01% |
92,889
+68,743
| +285% | +$561K |
2025 Q1
5 quarters
|
|
3005
iShares iBonds Dec 2028 Term Corporate ETF
IBDT
$4.13B
| $997K | ﹤0.01% |
+39,500
| New | +$997K |
2026 Q2
0 quarters
|
|
3006
USCB Financial Holdings
USCB
$367M
| $994K | ﹤0.01% |
48,563
+26,536
| +120% | +$505K |
2025 Q3
3 quarters
|
|
3007
TuHURA Biosciences
HURA
$123M
| $994K | ﹤0.01% |
424,600
-182,568
| -30% | -$425K |
2025 Q3
3 quarters
|
|
3008
Patrick Industries
PATK
$2.49B
| $990K | ﹤0.01% |
11,029
-2,609
| -19% | -$249K |
2013 Q2
52 quarters
|
|
3009
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$11.3B
| $989K | ﹤0.01% |
32,966
-326
| -1% | -$9.8K |
2025 Q3
3 quarters
|
|
3010
State Street SPDR S&P Global Dividend ETF
WDIV
$281M
| $988K | ﹤0.01% |
12,365
-168
| -1% | -$13.5K |
2026 Q1
1 quarter
|
|
3011
Esquire Financial Holdings
ESQ
$1.52B
| $982K | ﹤0.01% |
8,242
+313
| +4% | +$34.7K |
2022 Q3
15 quarters
|
|
3012
Axogen
AXGN
$2.95B
| $980K | ﹤0.01% |
21,217
+9,795
| +86% | +$395K |
2026 Q1
1 quarter
|
|
3013
Enlight Renewable Energy
ENLT
$9.28B
| $979K | ﹤0.01% |
11,088
-5,605
| -34% | -$494K |
2025 Q4
2 quarters
|
|
3014
Olema Pharmaceuticals
OLMA
$612M
| $978K | ﹤0.01% |
78,161
-11,401
| -13% | -$153K |
2025 Q1
5 quarters
|
|
3015
BlackSky Technology
BKSY
$731M
| $976K | ﹤0.01% |
34,963
+2,012
| +6% | +$72.7K |
2025 Q1
5 quarters
|
|
3016
Orchid Island Capital
ORC
$926M
| $975K | ﹤0.01% |
139,914
-55,353
| -28% | -$382K |
2025 Q1
5 quarters
|
|
3017
MasterCraft Boat Holdings
MCFT
$521M
| $972K | ﹤0.01% |
37,635
-26,000
| -41% | -$605K |
2025 Q3
3 quarters
|
|
3018
Fidelity MSCI Financials Index ETF
FNCL
$2.32B
| $968K | ﹤0.01% |
12,650
+2,220
| +21% | +$164K |
2025 Q3
3 quarters
|
|
3019
Pulmonx
LUNG
$129M
| $968K | ﹤0.01% |
744,963
+387,385
| +108% | +$534K |
2023 Q4
10 quarters
|
|
3020
Enel Chile
ENIC
$5.71B
| $968K | ﹤0.01% |
215,058
+16,818
| +8% | +$73.9K |
2016 Q2
40 quarters
|
|
3021
Natural Gas Services Group
NGS
$418M
| $966K | ﹤0.01% |
22,399
+6,460
| +41% | +$263K |
2025 Q4
2 quarters
|
|
3022
Myomo
MYO
$49.1M
| $965K | ﹤0.01% |
928,268
+609,317
| +191% | +$594K |
2025 Q3
3 quarters
|
|
3023
Amplify CWP Enhanced Dividend Income ETF
DIVO
$7.95B
| $963K | ﹤0.01% |
21,082
+15,367
| +269% | +$703K |
2025 Q3
3 quarters
|
|
3024
Park-Ohio Holdings
PKOH
$625M
| $963K | ﹤0.01% |
25,051
+10,751
| +75% | +$330K |
2025 Q3
3 quarters
|
|
3025
iShares 0-5 Year TIPS Bond ETF
STIP
$16.8B
| $961K | ﹤0.01% |
9,405
+1,410
| +18% | +$145K |
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.