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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 | |
|---|---|---|---|---|---|---|---|
3501
First Trust Dow Jones Select MicroCap Index Fund
FDM
$268M
| $391K | ﹤0.01% |
4,197
+1,047
| +33% | +$91.7K |
2026 Q1
1 quarter
|
|
3502
iShares Core Moderate Allocation ETF
AOM
$1.88B
| $390K | ﹤0.01% |
7,820
| – | – |
2025 Q2
4 quarters
|
|
3503
Global E Online
GLBE
$7.07B
| $389K | ﹤0.01% |
11,203
-9,567
| -46% | -$303K |
2026 Q1
1 quarter
|
|
3504
Bowman Consulting
BWMN
$711M
| $388K | ﹤0.01% |
13,302
+2,932
| +28% | +$92.3K |
2025 Q3
3 quarters
|
|
3505
Virtus Equity & Convertible Income Fund
NIE
$686M
| $388K | ﹤0.01% |
14,452
| – | – |
2025 Q2
4 quarters
|
|
3506
OmniAb
OABI
$768M
| $388K | ﹤0.01% |
157,716
+42,069
| +36% | +$83.5K |
2025 Q1
5 quarters
|
|
3507
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.1B
| $388K | ﹤0.01% |
3,946
+1,150
| +41% | +$104K |
2025 Q2
4 quarters
|
|
3508
iShares US Utilities ETF
IDU
$1.37B
| $387K | ﹤0.01% |
3,373
+1,162
| +53% | +$133K |
2025 Q4
2 quarters
|
|
3509
JPMorgan Active Value ETF
JAVA
$7.38B
| $386K | ﹤0.01% |
4,865
| – | – |
2025 Q4
2 quarters
|
|
3510
iShares Russell 2500 ETF
SMMD
$4.14B
| $386K | ﹤0.01% |
+4,211
| New | +$362K |
2026 Q2
0 quarters
|
|
3511
FT Vest US Equity Moderate Buffer ETF February
GFEB
$374M
| $386K | ﹤0.01% |
8,759
+568
| +7% | +$24.6K |
2025 Q2
4 quarters
|
|
3512
Sky Harbour Group
SKYH
$392M
| $384K | ﹤0.01% |
+39,072
| New | +$382K |
2026 Q2
0 quarters
|
|
3513
Innovator US Equity Power Buffer ETF February
PFEB
$895M
| $382K | ﹤0.01% |
8,875
| – | – |
2024 Q3
7 quarters
|
|
3514
Bassett Furniture
BSET
$189M
| $382K | ﹤0.01% |
+21,553
| New | +$320K |
2026 Q2
0 quarters
|
|
3515
Ultrapar
UGP
$6.52B
| $381K | ﹤0.01% |
75,939
+22,246
| +41% | +$122K |
2019 Q1
29 quarters
|
|
3516
Dan IVES Wedbush AI Revolution ETF
IVES
$1.07B
| $381K | ﹤0.01% |
10,000
| – | – |
2025 Q4
2 quarters
|
|
3517
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.76B
| $380K | ﹤0.01% |
16,137
+2,808
| +21% | +$63K |
2025 Q2
4 quarters
|
|
3518
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$250M
| $377K | ﹤0.01% |
8,220
+542
| +7% | +$24.9K |
2025 Q3
3 quarters
|
|
3519
iShares US Energy ETF
IYE
$1.8B
| $375K | ﹤0.01% |
6,633
+897
| +16% | +$54.4K |
2025 Q3
3 quarters
|
|
3520
Freedom 100 Emerging Markets ETF
FRDM
$3.39B
| $375K | ﹤0.01% |
5,145
+887
| +21% | +$59.3K |
2026 Q1
1 quarter
|
|
3521
Innovator US Equity Power Buffer ETF December
PDEC
$992M
| $375K | ﹤0.01% |
8,165
+314
| +4% | +$14.1K |
2025 Q3
3 quarters
|
|
3522
STAAR Surgical
STAA
$1.23B
| $374K | ﹤0.01% |
+13,047
| New | +$363K |
2026 Q2
0 quarters
|
|
3523
InterContinental Hotels
IHG
$24.5B
| $374K | ﹤0.01% |
2,161
-5,767
| -73% | -$882K |
2026 Q1
1 quarter
|
|
3524
Amylyx Pharmaceuticals
AMLX
$3.52B
| $374K | ﹤0.01% |
20,819
-8,270
| -28% | -$128K |
2025 Q3
3 quarters
|
|
3525
AlTi Global
ALTI
$284M
| $373K | ﹤0.01% |
103,197
+42,876
| +71% | +$148K |
2025 Q1
5 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.