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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 | |
|---|---|---|---|---|---|---|---|
3476
Capital Group Conservative Equity ETF
CGCV
$2.18B
| $414K | ﹤0.01% |
12,603
| – | – |
2025 Q3
3 quarters
|
|
3477
Pursuit Attractions and Hospitality Inc
PRSU
$1.46B
| $413K | ﹤0.01% |
+7,373
| New | +$326K |
2026 Q2
0 quarters
|
|
3478
J. Jill
JILL
$340M
| $412K | ﹤0.01% |
25,982
-12,853
| -33% | -$167K |
2024 Q1
9 quarters
|
|
3479
Himalaya Shipping
HSHP
$796M
| $412K | ﹤0.01% |
30,845
+4,379
| +17% | +$63.2K |
2025 Q3
3 quarters
|
|
3480
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
| $412K | ﹤0.01% |
12,314
+740
| +6% | +$24.8K |
2026 Q1
1 quarter
|
|
3481
Grupo Aval
AVAL
$5.5B
| $408K | ﹤0.01% |
81,193
-5,492
| -6% | -$25.9K |
2023 Q3
11 quarters
|
|
3482
Alpha Architect US Quantitative Value ETF
QVAL
$651M
| $407K | ﹤0.01% |
7,339
-71
| -1% | -$3.88K |
2025 Q1
5 quarters
|
|
3483
Franklin BSP Realty Trust
FBRT
$527M
| $407K | ﹤0.01% |
49,955
+13,775
| +38% | +$120K |
2025 Q2
4 quarters
|
|
3484
Bausch Health
BHC
$2.59B
| $406K | ﹤0.01% |
82,424
+20,313
| +33% | +$109K |
2025 Q4
2 quarters
|
|
3485
T. Rowe Price Blue Chip Growth ETF
TCHP
$2.14B
| $406K | ﹤0.01% |
+8,096
| New | +$404K |
2026 Q2
0 quarters
|
|
3486
iShares Future Exponential Technologies ETF
XT
$4.07B
| $405K | ﹤0.01% |
4,904
-29
| -0.6% | -$2.26K |
2025 Q3
3 quarters
|
|
3487
NEOS S&P 500 High Income ETF
SPYI
$12.6B
| $405K | ﹤0.01% |
+7,627
| New | +$401K |
2026 Q2
0 quarters
|
|
3488
WisdomTree Japan SmallCap Dividend Fund
DFJ
$437M
| $404K | ﹤0.01% |
3,833
+8
| +0.2% | +$845 |
2026 Q1
1 quarter
|
|
3489
indie Semiconductor
INDI
$406M
| $402K | ﹤0.01% |
89,605
+36,699
| +69% | +$146K |
2025 Q2
4 quarters
|
|
3490
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.46B
| $402K | ﹤0.01% |
3,297
+1,000
| +44% | +$113K |
2026 Q1
1 quarter
|
|
3491
Shoulder Innovations Inc
SI
$406M
| $401K | ﹤0.01% |
+19,775
| New | +$304K |
2026 Q2
0 quarters
|
|
3492
Saba Opportunistically Hedged Closed-End Funds ETF
CEFS
$430M
| $401K | ﹤0.01% |
15,636
+218
| +1% | +$5.39K |
2026 Q1
1 quarter
|
|
3493
Bank7 Corp
BSVN
$562M
| $399K | ﹤0.01% |
+8,151
| New | +$359K |
2026 Q2
0 quarters
|
|
3494
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$719M
| $398K | ﹤0.01% |
3,465
-381
| -10% | -$41.8K |
2025 Q2
4 quarters
|
|
3495
FT Vest US Equity Deep Buffer ETF August
DAUG
$445M
| $397K | ﹤0.01% |
8,469
-116
| -1% | -$5.33K |
2025 Q3
3 quarters
|
|
3496
iShares Russell Top 200 Value ETF
IWX
$3.88B
| $396K | ﹤0.01% |
3,768
| – | – |
2024 Q2
8 quarters
|
|
3497
Strive 500 ETF
STXF
$1.19B
| $393K | ﹤0.01% |
+8,131
| New | +$380K |
2026 Q2
0 quarters
|
|
3498
Vanguard ESG International Stock ETF
VSGX
$6.64B
| $392K | ﹤0.01% |
4,765
| – | – |
2025 Q4
2 quarters
|
|
3499
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.04B
| $391K | ﹤0.01% |
2,551
+300
| +13% | +$41.8K |
2025 Q4
2 quarters
|
|
3500
Protalix BioTherapeutics
PLX
$209M
| $391K | ﹤0.01% |
167,826
+137,333
| +450% | +$291K |
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.