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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 | |
|---|---|---|---|---|---|---|---|
3076
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.69B
| $884K | ﹤0.01% |
20,835
+288
| +1% | +$12.2K |
2026 Q1
1 quarter
|
|
3077
Lumexa Imaging Holdings
LMRI
$1.13B
| $882K | ﹤0.01% |
+78,217
| New | +$714K |
2026 Q2
0 quarters
|
|
3078
DocGo
DCGO
$27M
| $882K | ﹤0.01% |
1,708,962
+973,704
| +132% | +$582K |
2024 Q1
9 quarters
|
|
3079
Alpha Metallurgical Resources
AMR
$2.05B
| $881K | ﹤0.01% |
5,344
-702
| -12% | -$134K |
2022 Q1
17 quarters
|
|
3080
Edgewell Personal Care
EPC
$1.32B
| $881K | ﹤0.01% |
32,793
-54,268
| -62% | -$1.16M |
2025 Q3
3 quarters
|
|
3081
Taysha Gene Therapies
TSHA
$1.38B
| $877K | ﹤0.01% |
128,764
-48,545
| -27% | -$287K |
2024 Q3
7 quarters
|
|
3082
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.82B
| $875K | ﹤0.01% |
7,458
+1,440
| +24% | +$160K |
2025 Q3
3 quarters
|
|
3083
Vanguard California Tax-Exempt Bond ETF
VTEC
$3.72B
| $874K | ﹤0.01% |
8,685
| – | – |
2025 Q1
5 quarters
|
|
3084
iShares Emerging Markets Equity Factor ETF
EMGF
$1.84B
| $873K | ﹤0.01% |
11,910
+5,013
| +73% | +$351K |
2025 Q3
3 quarters
|
|
3085
Phoenix Education Partners
PXED
$896M
| $867K | ﹤0.01% |
26,379
+10,374
| +65% | +$310K |
2026 Q1
1 quarter
|
|
3086
Wingstop
WING
$3.93B
| $865K | ﹤0.01% |
5,318
+1,551
| +41% | +$244K |
2018 Q1
33 quarters
|
|
3087
Stoke Therapeutics
STOK
$1.7B
| $865K | ﹤0.01% |
26,449
-20,010
| -43% | -$642K |
2024 Q3
7 quarters
|
|
3088
SELLAS Life Sciences
SLS
$2.05B
| $858K | ﹤0.01% |
58,120
+4,130
| +8% | +$28.5K |
2026 Q1
1 quarter
|
|
3089
FT Vest US Equity Buffer ETF December
FDEC
$1.34B
| $857K | ﹤0.01% |
15,736
+1,136
| +8% | +$60.5K |
2025 Q1
5 quarters
|
|
3090
Outdoor Holding Co
POWW
$276M
| $855K | ﹤0.01% |
375,009
+250,228
| +201% | +$515K |
2025 Q1
5 quarters
|
|
3091
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.32B
| $852K | ﹤0.01% |
5,823
+1,124
| +24% | +$157K |
2025 Q3
3 quarters
|
|
3092
Safe Bulkers
SB
$924M
| $851K | ﹤0.01% |
134,922
+21,716
| +19% | +$145K |
2021 Q2
20 quarters
|
|
3093
VanEck Merk Gold Trust
OUNZ
$2.6B
| $851K | ﹤0.01% |
22,056
-1,081
| -5% | -$46.9K |
2025 Q3
3 quarters
|
|
3094
Coastal Financial
CCB
$667M
| $850K | ﹤0.01% |
10,966
+4,375
| +66% | +$329K |
2023 Q3
11 quarters
|
|
3095
Invesco AI and Next Gen Software ETF
IGPT
$1.34B
| $849K | ﹤0.01% |
+8,160
| New | +$703K |
2026 Q2
0 quarters
|
|
3096
Columbia Financial
CLBK
$2.89B
| $849K | ﹤0.01% |
88,018
+15,631
| +22% | +$138K |
2025 Q2
4 quarters
|
|
3097
Global X US Preferred ETF
PFFD
$1.85B
| $848K | ﹤0.01% |
45,362
+23,636
| +109% | +$446K |
2025 Q3
3 quarters
|
|
3098
Princeton Bancorp
BPRN
$294M
| $845K | ﹤0.01% |
22,264
+8,426
| +61% | +$302K |
2025 Q3
3 quarters
|
|
3099
iShares ESG Optimized MSCI USA ETF
SUSA
$4.11B
| $844K | ﹤0.01% |
5,471
+3,668
| +203% | +$542K |
2026 Q1
1 quarter
|
|
3100
Digimarc Corp
DMRC
$198M
| $843K | ﹤0.01% |
102,537
+29,866
| +41% | +$281K |
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.