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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 | |
|---|---|---|---|---|---|---|---|
3326
iShares U.S. Thematic Rotation Active ETF
THRO
$7.52B
| $575K | ﹤0.01% |
13,345
+3,358
| +34% | +$139K |
2025 Q4
2 quarters
|
|
3327
TCW Flexible Income ETF
FLXR
$3.7B
| $575K | ﹤0.01% |
+14,666
| New | +$575K |
2026 Q2
0 quarters
|
|
3328
MarketWise
MKTW
$56.4M
| $572K | ﹤0.01% |
32,085
+18,388
| +134% | +$317K |
2026 Q1
1 quarter
|
|
3329
iShares iBonds Dec 2030 Term Treasury ETF
IBTK
$1.21B
| $572K | ﹤0.01% |
29,283
+6,000
| +26% | +$118K |
2025 Q3
3 quarters
|
|
3330
Neuropace
NPCE
$444M
| $571K | ﹤0.01% |
35,920
+7,917
| +28% | +$127K |
2026 Q1
1 quarter
|
|
3331
T. Rowe Price Capital Appreciation Equity ETF
TCAF
$8.51B
| $569K | ﹤0.01% |
13,855
-3,115
| -18% | -$123K |
2025 Q2
4 quarters
|
|
3332
iShares Global Infrastructure ETF
IGF
$10.8B
| $569K | ﹤0.01% |
8,545
+740
| +9% | +$49.7K |
2026 Q1
1 quarter
|
|
3333
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.71B
| $567K | ﹤0.01% |
6,188
+1,874
| +43% | +$167K |
2025 Q2
4 quarters
|
|
3334
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.68B
| $566K | ﹤0.01% |
+10,888
| New | +$540K |
2026 Q2
0 quarters
|
|
3335
Logistic Properties of the Americas
LPA
$83.1M
| $564K | ﹤0.01% |
+168,004
| New | +$560K |
2026 Q2
0 quarters
|
|
3336
Simplify Managed Futures Strategy ETF
CTA
$1.36B
| $564K | ﹤0.01% |
21,743
+11,341
| +109% | +$337K |
2025 Q4
2 quarters
|
|
3337
Riverview Bancorp
RVSB
$120M
| $564K | ﹤0.01% |
103,808
+45,592
| +78% | +$252K |
2025 Q3
3 quarters
|
|
3338
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.49B
| $564K | ﹤0.01% |
7,487
+2,470
| +49% | +$178K |
2025 Q4
2 quarters
|
|
3339
Crawford & Co Class A
CRD.A
$587M
| $563K | ﹤0.01% |
49,990
+30,680
| +159% | +$326K |
2025 Q1
5 quarters
|
|
3340
Vanguard Ultra-Short Bond ETF
VUSB
$9.9B
| $558K | ﹤0.01% |
11,209
+890
| +9% | +$44.3K |
2025 Q1
5 quarters
|
|
3341
Alico
ALCO
$277M
| $557K | ﹤0.01% |
13,466
-971
| -7% | -$40.2K |
2025 Q3
3 quarters
|
|
3342
Adams Diversified Equity Fund
ADX
$3.24B
| $556K | ﹤0.01% |
+21,764
| New | +$533K |
2026 Q2
0 quarters
|
|
3343
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.8B
| $553K | ﹤0.01% |
11,816
-520
| -4% | -$24.3K |
2025 Q1
5 quarters
|
|
3344
Archer Aviation
ACHR
$3.34B
| $552K | ﹤0.01% |
116,779
+77,558
| +198% | +$451K |
2025 Q1
5 quarters
|
|
3345
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.57B
| $551K | ﹤0.01% |
23,120
+1,979
| +9% | +$46.9K |
2025 Q1
5 quarters
|
|
3346
Amplify Cybersecurity ETF
HACK
$3.72B
| $551K | ﹤0.01% |
5,253
+1,330
| +34% | +$117K |
2025 Q4
2 quarters
|
|
3347
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.36B
| $551K | ﹤0.01% |
5,648
-1,108
| -16% | -$106K |
2026 Q1
1 quarter
|
|
3348
iShares iBonds Dec 2028 Term Treasury ETF
IBTI
$2.21B
| $551K | ﹤0.01% |
24,865
+5,500
| +28% | +$122K |
2025 Q3
3 quarters
|
|
3349
VanEck Junior Gold Miners ETF
GDXJ
$7.75B
| $550K | ﹤0.01% |
5,594
+2,072
| +59% | +$240K |
2025 Q3
3 quarters
|
|
3350
Sasol
SSL
$11.1B
| $549K | ﹤0.01% |
55,932
-1,156
| -2% | -$14.6K |
2025 Q4
2 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.