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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 | |
|---|---|---|---|---|---|---|---|
3626
TRI-Continental Corp
TY
$1.86B
| $299K | ﹤0.01% |
8,673
| – | – |
2025 Q4
2 quarters
|
|
3627
Matthews International
MATW
$591M
| $296K | ﹤0.01% |
10,996
+2,456
| +29% | +$66K |
2026 Q1
1 quarter
|
|
3628
Jade Biosciences
JBIO
$932M
| $296K | ﹤0.01% |
+13,311
| New | +$278K |
2026 Q2
0 quarters
|
|
3629
iShare MSCI Eurozone ETF
EZU
$9.19B
| $294K | ﹤0.01% |
+4,230
| New | +$285K |
2026 Q2
0 quarters
|
|
3630
Harbor Long-Term Growers ETF
WINN
$1.23B
| $294K | ﹤0.01% |
9,047
| – | – |
2026 Q1
1 quarter
|
|
3631
Richardson Electronics
RELL
$302M
| $293K | ﹤0.01% |
15,414
+2,031
| +15% | +$31.8K |
2026 Q1
1 quarter
|
|
3632
Xtrackers International Real Estate ETF
HAUZ
$1.04B
| $292K | ﹤0.01% |
+13,043
| New | +$304K |
2026 Q2
0 quarters
|
|
3633
iShares MSCI Saudi Arabia ETF
KSA
$560M
| $292K | ﹤0.01% |
+7,837
| New | +$304K |
2026 Q2
0 quarters
|
|
3634
Lifecore Biomedical
LFCR
$244M
| $292K | ﹤0.01% |
55,613
+39,743
| +250% | +$200K |
2025 Q2
4 quarters
|
|
3635
OP Bancorp
OPBK
$224M
| $291K | ﹤0.01% |
+19,393
| New | +$276K |
2026 Q2
0 quarters
|
|
3636
Dianthus Therapeutics
DNTH
$4.41B
| $290K | ﹤0.01% |
2,974
-1,144
| -28% | -$100K |
2026 Q1
1 quarter
|
|
3637
Hamilton Beach Brands
HBB
$425M
| $290K | ﹤0.01% |
+12,576
| New | +$251K |
2026 Q2
0 quarters
|
|
3638
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$2.98B
| $290K | ﹤0.01% |
6,321
| – | – |
2025 Q2
4 quarters
|
|
3639
Calamos Strategic Total Return Fund
CSQ
$3.22B
| $287K | ﹤0.01% |
13,980
| – | – |
2026 Q1
1 quarter
|
|
3640
SR Bancorp
SRBK
$137M
| $287K | ﹤0.01% |
+14,593
| New | +$270K |
2026 Q2
0 quarters
|
|
3641
Shift4
FOUR
$2.96B
| $287K | ﹤0.01% |
6,008
+419
| +7% | +$18.1K |
2026 Q1
1 quarter
|
|
3642
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$345M
| $286K | ﹤0.01% |
+6,369
| New | +$293K |
2026 Q2
0 quarters
|
|
3643
Tejon Ranch
TRC
$444M
| $286K | ﹤0.01% |
15,283
+2,005
| +15% | +$38.8K |
2025 Q2
4 quarters
|
|
3644
ARS Pharmaceuticals
SPRY
$356M
| $286K | ﹤0.01% |
35,676
+9,799
| +38% | +$84.3K |
2026 Q1
1 quarter
|
|
3645
Keel Infrastructure Corp
KEEL
$1.41B
| $285K | ﹤0.01% |
+49,904
| New | +$214K |
2026 Q2
0 quarters
|
|
3646
Fidelity Small-Mid Multifactor ETF
FSMD
$2.55B
| $285K | ﹤0.01% |
5,392
-558
| -9% | -$27.6K |
2025 Q3
3 quarters
|
|
3647
VictoryShares Free Cash Flow Growth ETF
GFLW
$1.14B
| $285K | ﹤0.01% |
8,308
+548
| +7% | +$16.8K |
2026 Q1
1 quarter
|
|
3648
loanDepot
LDI
$208M
| $285K | ﹤0.01% |
227,820
-36,872
| -14% | -$49.7K |
2025 Q3
3 quarters
|
|
3649
State Street Loomis Sayles Opportunistic Bond ETF
OBND
$31M
| $284K | ﹤0.01% |
10,989
| – | – |
2026 Q1
1 quarter
|
|
3650
Alliance Resource Partners
ARLP
$3.39B
| $283K | ﹤0.01% |
11,816
-270
| -2% | -$6.86K |
2024 Q4
6 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.