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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 | |
|---|---|---|---|---|---|---|---|
3601
Global X SuperDividend ETF
SDIV
$1.13B
| $320K | ﹤0.01% |
13,092
-9,409
| -42% | -$238K |
2026 Q1
1 quarter
|
|
3602
Methanex
MEOH
$4.93B
| $319K | ﹤0.01% |
6,920
-4,448
| -39% | -$262K |
2026 Q1
1 quarter
|
|
3603
Aclaris Therapeutics
ACRS
$561M
| $319K | ﹤0.01% |
60,259
-12,149
| -17% | -$54.2K |
2025 Q3
3 quarters
|
|
3604
First Capital
FCAP
$216M
| $318K | ﹤0.01% |
+4,923
| New | +$284K |
2026 Q2
0 quarters
|
|
3605
Avis
CAR
$3.56B
| $318K | ﹤0.01% |
2,151
-1,026
| -32% | -$226K |
2018 Q1
33 quarters
|
|
3606
BV Financial
BVFL
$184M
| $318K | ﹤0.01% |
+14,999
| New | +$300K |
2026 Q2
0 quarters
|
|
3607
International Money Express
IMXI
$265M
| $316K | ﹤0.01% |
21,896
-84,078
| -79% | -$1.29M |
2025 Q2
4 quarters
|
|
3608
RCM Technologies
RCMT
$255M
| $316K | ﹤0.01% |
+11,193
| New | +$300K |
2026 Q2
0 quarters
|
|
3609
Invesco PHLX Semiconductor ETF
SOXQ
$3B
| $316K | ﹤0.01% |
+2,817
| New | +$255K |
2026 Q2
0 quarters
|
|
3610
iShares ESG Aware MSCI EM ETF
ESGE
$6.5B
| $315K | ﹤0.01% |
+5,766
| New | +$301K |
2026 Q2
0 quarters
|
|
3611
iShares USD Green Bond ETF
BGRN
$493M
| $315K | ﹤0.01% |
6,641
| – | – |
2025 Q3
3 quarters
|
|
3612
FT Energy Income Partners Enhanced Income ETF
EIPI
$1.11B
| $315K | ﹤0.01% |
14,433
| – | – |
2025 Q2
4 quarters
|
|
3613
Fidelity Quality Factor ETF
FQAL
$1.46B
| $314K | ﹤0.01% |
3,853
+110
| +3% | +$8.68K |
2025 Q3
3 quarters
|
|
3614
Alerian Energy Infrastructure ETF
ENFR
$545M
| $312K | ﹤0.01% |
+8,197
| New | +$313K |
2026 Q2
0 quarters
|
|
3615
Golub Capital BDC
GBDC
$3.22B
| $312K | ﹤0.01% |
24,208
-1,278
| -5% | -$16.7K |
2025 Q3
3 quarters
|
|
3616
DELISTED
Talkspace
TALK
| $310K | ﹤0.01% |
59,690
+9,895
| +20% | +$51.4K |
2024 Q3
7 quarters
|
|
3617
iShares ESG Aware MSCI USA Small-Cap ETF
ESML
$2.76B
| $308K | ﹤0.01% |
5,510
+405
| +8% | +$21.1K |
2025 Q3
3 quarters
|
|
3618
Microvision
MVIS
$38.2M
| $308K | ﹤0.01% |
62,692
+27,956
| +80% | +$231K |
2026 Q1
1 quarter
|
|
3619
Standard Motor Products
SMP
$845M
| $307K | ﹤0.01% |
7,889
+290
| +4% | +$11.1K |
2026 Q1
1 quarter
|
|
3620
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.59B
| $307K | ﹤0.01% |
2,198
-196
| -8% | -$25.9K |
2025 Q3
3 quarters
|
|
3621
WisdomTree US Value Fund
WTV
$3.28B
| $303K | ﹤0.01% |
2,978
+742
| +33% | +$74.1K |
2025 Q4
2 quarters
|
|
3622
Invesco Financial Preferred ETF
PGF
$585M
| $302K | ﹤0.01% |
22,061
+842
| +4% | +$11.7K |
2025 Q3
3 quarters
|
|
3623
iShares Morningstar Value ETF
ILCV
$1.37B
| $302K | ﹤0.01% |
2,987
-54
| -2% | -$5.36K |
2026 Q1
1 quarter
|
|
3624
Benitec Biopharma
BNTC
$304M
| $301K | ﹤0.01% |
+22,481
| New | +$267K |
2026 Q2
0 quarters
|
|
3625
Vanguard Intermediate-Term Tax-Exempt Bond ETF
VTEI
$1.71B
| $299K | ﹤0.01% |
2,961
| – | – |
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.