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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 | |
|---|---|---|---|---|---|---|---|
3301
Lands' End
LE
$278M
| $598K | ﹤0.01% |
57,089
+24,993
| +78% | +$287K |
2024 Q2
8 quarters
|
|
3302
iPath Select MLP ETN
ATMP
$635M
| $598K | ﹤0.01% |
17,317
| – | – |
2026 Q1
1 quarter
|
|
3303
iShares US Healthcare ETF
IYH
$4.5B
| $597K | ﹤0.01% |
8,905
+1,120
| +14% | +$70.1K |
2024 Q4
6 quarters
|
|
3304
iShares MSCI South Africa ETF
EZA
$457M
| $596K | ﹤0.01% |
+9,439
| New | +$646K |
2026 Q2
0 quarters
|
|
3305
Blackstone Secured Lending
BXSL
$5.4B
| $596K | ﹤0.01% |
25,154
-3,009
| -11% | -$71.9K |
2024 Q4
6 quarters
|
|
3306
iShares iBonds Dec 2032 Term Treasury ETF
IBTM
$603M
| $595K | ﹤0.01% |
26,230
+7,278
| +38% | +$166K |
2025 Q3
3 quarters
|
|
3307
Northern Trust International Quality Dividend ETF
IQDF
$1.14B
| $593K | ﹤0.01% |
17,149
-932
| -5% | -$31.7K |
2025 Q2
4 quarters
|
|
3308
Innovator US Equity Ultra Buffer ETF July
UJUL
$306M
| $593K | ﹤0.01% |
+14,535
| New | +$583K |
2026 Q2
0 quarters
|
|
3309
Vaalco Energy
EGY
$676M
| $592K | ﹤0.01% |
116,513
-129,074
| -53% | -$744K |
2023 Q3
11 quarters
|
|
3310
Tortoise MLP ETF
TMLP
$42.8M
| $591K | ﹤0.01% |
21,376
| – | – |
2026 Q1
1 quarter
|
|
3311
New Oriental
EDU
$7.86B
| $588K | ﹤0.01% |
+12,801
| New | +$651K |
2026 Q2
0 quarters
|
|
3312
Blue Owl Capital
OBDC
$5B
| $587K | ﹤0.01% |
54,040
+19,739
| +58% | +$221K |
2024 Q4
6 quarters
|
|
3313
Invesco S&P MidCap Low Volatility ETF
XMLV
$709M
| $587K | ﹤0.01% |
8,853
| – | – |
2024 Q1
9 quarters
|
|
3314
US Gold Corp
USAU
$190M
| $586K | ﹤0.01% |
+38,255
| New | +$605K |
2026 Q2
0 quarters
|
|
3315
Nuvectis Pharma
NVCT
$599M
| $586K | ﹤0.01% |
+31,886
| New | +$357K |
2026 Q2
0 quarters
|
|
3316
Circle8 Group
CIRC
$26.7M
| $585K | ﹤0.01% |
635,791
+590,408
| +1,301% | +$932K |
2026 Q1
1 quarter
|
|
3317
WisdomTree US AI Enhanced Value Fund
AIVL
$420M
| $585K | ﹤0.01% |
4,459
| – | – |
2025 Q3
3 quarters
|
|
3318
CuriosityStream
CURI
$154M
| $585K | ﹤0.01% |
219,809
+83,571
| +61% | +$247K |
2025 Q3
3 quarters
|
|
3319
Black Rock Coffee Bar Inc
BRCB
$227M
| $584K | ﹤0.01% |
70,486
-9,308
| -12% | -$92.8K |
2026 Q1
1 quarter
|
|
3320
Capital Group New Geography Equity ETF
CGNG
$3.04B
| $582K | ﹤0.01% |
+15,524
| New | +$551K |
2026 Q2
0 quarters
|
|
3321
Boston Omaha
BOC
$384M
| $581K | ﹤0.01% |
42,603
+30,856
| +263% | +$388K |
2026 Q1
1 quarter
|
|
3322
First Tracks Biotherapeutics
TRAX
$1.92B
| $580K | ﹤0.01% |
+28,812
| New | +$539K |
2026 Q2
0 quarters
|
|
3323
Mammoth Energy Services
TUSK
$136M
| $578K | ﹤0.01% |
177,824
+111,093
| +166% | +$325K |
2025 Q3
3 quarters
|
|
3324
Acme United Corp
ACU
$256M
| $576K | ﹤0.01% |
+12,071
| New | +$528K |
2026 Q2
0 quarters
|
|
3325
CAE Inc
CAE
$8.29B
| $576K | ﹤0.01% |
22,986
-10,213
| -31% | -$264K |
2025 Q2
4 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.