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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 | |
|---|---|---|---|---|---|---|---|
3701
Radware
RDWR
$1.49B
| $256K | ﹤0.01% |
+8,303
| New | +$230K |
2026 Q2
0 quarters
|
|
3702
iShares US Pharmaceuticals ETF
IHE
$1.55B
| $256K | ﹤0.01% |
2,582
-24
| -0.9% | -$2.16K |
2026 Q1
1 quarter
|
|
3703
State Street Bridgewater All Weather ETF
ALLW
$1.81B
| $255K | ﹤0.01% |
8,726
| – | – |
2026 Q1
1 quarter
|
|
3704
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.64B
| $254K | ﹤0.01% |
2,471
+200
| +9% | +$20.2K |
2026 Q1
1 quarter
|
|
3705
Amplify Lithium & Battery Technology ETF
BATT
$101M
| $252K | ﹤0.01% |
+16,422
| New | +$271K |
2026 Q2
0 quarters
|
|
3706
Frequency Electronics
FEIM
$797M
| $252K | ﹤0.01% |
+3,799
| New | +$234K |
2026 Q2
0 quarters
|
|
3707
Escalade
ESCA
$254M
| $252K | ﹤0.01% |
13,411
+1,030
| +8% | +$19K |
2025 Q3
3 quarters
|
|
3708
The Magnum Ice Cream Company N.V.
MICC
$11.6B
| $252K | ﹤0.01% |
+14,484
| New | +$225K |
2026 Q2
0 quarters
|
|
3709
Vanguard Wellington Dividend Growth Active ETF
VDIG
$31.3M
| $251K | ﹤0.01% |
+4,025
| New | +$244K |
2026 Q2
0 quarters
|
|
3710
Silicon Motion
SIMO
$6.92B
| $250K | ﹤0.01% |
+751
| New | +$174K |
2026 Q2
0 quarters
|
|
3711
Sable Offshore Corp
SOC
$591M
| $250K | ﹤0.01% |
81,046
+19,525
| +32% | +$249K |
2025 Q3
3 quarters
|
|
3712
Immunome
IMNM
$2.21B
| $250K | ﹤0.01% |
11,780
-6,948
| -37% | -$149K |
2026 Q1
1 quarter
|
|
3713
Alerian MLP Index ETNs due January 28 2044
AMJB
$828M
| $250K | ﹤0.01% |
7,235
-337
| -4% | -$11.8K |
2025 Q4
2 quarters
|
|
3714
Angel Oak UltraShort Income ETF
UYLD
$1.4B
| $250K | ﹤0.01% |
4,892
+835
| +21% | +$42.7K |
2026 Q1
1 quarter
|
|
3715
Savara
SVRA
$999M
| $248K | ﹤0.01% |
40,242
-14,935
| -27% | -$80.2K |
2026 Q1
1 quarter
|
|
3716
DELISTED
TruBridge
TBRG
| $248K | ﹤0.01% |
9,457
-91,805
| -91% | -$2.25M |
2025 Q3
3 quarters
|
|
3717
Iris Energy
IREN
$10.8B
| $247K | ﹤0.01% |
+5,433
| New | +$282K |
2026 Q2
0 quarters
|
|
3718
First Trust Municipal High Income ETF
FMHI
$1.03B
| $246K | ﹤0.01% |
5,078
| – | – |
2025 Q1
5 quarters
|
|
3719
Hawthorn Bancshares
HWBK
$288M
| $246K | ﹤0.01% |
+6,253
| New | +$224K |
2026 Q2
0 quarters
|
|
3720
Morgan Stanley Direct Lending Fund
MSDL
$1.15B
| $246K | ﹤0.01% |
16,247
+2,221
| +16% | +$33.6K |
2025 Q3
3 quarters
|
|
3721
Sprott Physical Silver Trust
PSLV
$11B
| $245K | ﹤0.01% |
13,000
+2,700
| +26% | +$63.6K |
2026 Q1
1 quarter
|
|
3722
Invesco MSCI Sustainable Future ETF
ERTH
$120M
| $245K | ﹤0.01% |
5,185
| – | – |
2025 Q2
4 quarters
|
|
3723
Hycroft Mining Holding Corp
HYMC
$1.57B
| $245K | ﹤0.01% |
+10,465
| New | +$353K |
2026 Q2
0 quarters
|
|
3724
Schwab 5-10 Year Corporate Bond ETF
SCHI
$11.1B
| $245K | ﹤0.01% |
10,801
+631
| +6% | +$14.3K |
2026 Q1
1 quarter
|
|
3725
Alpha Architect US Quantitative Momentum ETF
QMOM
$426M
| $244K | ﹤0.01% |
+3,102
| New | +$239K |
2026 Q2
0 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.