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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 | |
|---|---|---|---|---|---|---|---|
3551
ETC 6 Meridian Mega Cap Equity ETF
SIXA
$551M
| $353K | ﹤0.01% |
6,300
| – | – |
2026 Q1
1 quarter
|
|
3552
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.32B
| $352K | ﹤0.01% |
1,819
| – | – |
2026 Q1
1 quarter
|
|
3553
FerroAtlántica
GSM
$749M
| $352K | ﹤0.01% |
110,598
+83,498
| +308% | +$345K |
2026 Q1
1 quarter
|
|
|
PMI
3554
Picard Medical
PMI
$16.9M
| $351K | ﹤0.01% |
42,900
+41,795
| +3,782% | +$888K |
2026 Q1
1 quarter
|
|
3555
Copa Holdings
CPA
$5.3B
| $351K | ﹤0.01% |
2,274
-880
| -28% | -$115K |
2025 Q4
2 quarters
|
|
3556
iShares US Real Estate ETF
IYR
$3.87B
| $350K | ﹤0.01% |
3,426
-398
| -10% | -$40.4K |
2025 Q4
2 quarters
|
|
3557
Ategrity Specialty Insurance
ASIC
$1.11B
| $350K | ﹤0.01% |
14,569
+3,832
| +36% | +$78.6K |
2026 Q1
1 quarter
|
|
3558
TIM SA
TIMB
$8.44B
| $349K | ﹤0.01% |
16,307
+2,062
| +14% | +$49.1K |
2015 Q3
43 quarters
|
|
3559
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$196M
| $349K | ﹤0.01% |
7,600
| – | – |
2025 Q4
2 quarters
|
|
3560
Eastern Company
EML
$161M
| $348K | ﹤0.01% |
+12,511
| New | +$275K |
2026 Q2
0 quarters
|
|
3561
JPMorgan BetaBuilders Canada ETF
BBCA
$12B
| $348K | ﹤0.01% |
+3,501
| New | +$348K |
2026 Q2
0 quarters
|
|
3562
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.04B
| $346K | ﹤0.01% |
3,603
-147
| -4% | -$14.2K |
2025 Q1
5 quarters
|
|
3563
iShares MSCI Israel ETF
EIS
$858M
| $346K | ﹤0.01% |
+2,863
| New | +$366K |
2026 Q2
0 quarters
|
|
3564
iShares MSCI Switzerland ETF
EWL
$2.94B
| $345K | ﹤0.01% |
5,496
| – | – |
2025 Q2
4 quarters
|
|
3565
Gabelli Dividend & Income Trust
GDV
$2.47B
| $345K | ﹤0.01% |
11,739
-33
| -0.3% | -$954 |
2025 Q2
4 quarters
|
|
3566
Global X Silver Miners ETF NEW
SIL
$3.91B
| $345K | ﹤0.01% |
4,450
-1,314
| -23% | -$118K |
2026 Q1
1 quarter
|
|
3567
XPEL
XPEL
$1.21B
| $343K | ﹤0.01% |
6,925
+1,736
| +33% | +$79.1K |
2026 Q1
1 quarter
|
|
3568
TCW Transform 500 ETF
VOTE
$1.14B
| $343K | ﹤0.01% |
3,892
| – | – |
2025 Q3
3 quarters
|
|
3569
First Trust Morningstar Dividend Leaders Index Fund
FDL
$8.12B
| $343K | ﹤0.01% |
7,048
+541
| +8% | +$27K |
2026 Q1
1 quarter
|
|
3570
Concrete Pumping Holdings
BBCP
$501M
| $343K | ﹤0.01% |
28,428
+5,121
| +22% | +$43.9K |
2025 Q1
5 quarters
|
|
3571
Davis Select Worldwide ETF
DWLD
$570M
| $342K | ﹤0.01% |
7,400
| – | – |
2025 Q3
3 quarters
|
|
3572
Vanguard Long-Term Corporate Bond ETF
VCLT
$7.75B
| $341K | ﹤0.01% |
4,536
| – | – |
2026 Q1
1 quarter
|
|
3573
Mesoblast
MESO
$1.74B
| $341K | ﹤0.01% |
25,223
-121
| -0.5% | -$1.8K |
2025 Q2
4 quarters
|
|
3574
Pacer US Small Cap Cash Cows 100 ETF
CALF
$3.78B
| $340K | ﹤0.01% |
+6,716
| New | +$324K |
2026 Q2
0 quarters
|
|
3575
First Trust Preferred Securities and Income ETF
FPE
$5.85B
| $340K | ﹤0.01% |
18,997
-151
| -0.8% | -$2.72K |
2025 Q3
3 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.