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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 | |
|---|---|---|---|---|---|---|---|
3726
Enovix
ENVX
$665M
| $244K | ﹤0.01% |
40,213
+21,566
| +116% | +$143K |
2025 Q3
3 quarters
|
|
3727
US GoldMining
USGO
$69.8M
| $244K | ﹤0.01% |
30,023
+14,017
| +88% | +$156K |
2026 Q1
1 quarter
|
|
3728
Dimensional US Sustainability Core 1 ETF
DFSU
$2.39B
| $243K | ﹤0.01% |
+5,221
| New | +$236K |
2026 Q2
0 quarters
|
|
3729
FT Vest US Equity Deep Buffer ETF November
DNOV
$403M
| $242K | ﹤0.01% |
4,719
-123
| -3% | -$6.2K |
2025 Q3
3 quarters
|
|
3730
Cohen & Steers REIT and Preferred and Income Fund
RNP
$879M
| $242K | ﹤0.01% |
11,920
| – | – |
2025 Q4
2 quarters
|
|
3731
Franklin FTSE India ETF
FLIN
$2.49B
| $238K | ﹤0.01% |
+6,702
| New | +$234K |
2026 Q2
0 quarters
|
|
3732
Liberty All-Star Equity Fund
USA
$1.84B
| $238K | ﹤0.01% |
40,899
| – | – |
2025 Q2
4 quarters
|
|
3733
Pulse Biosciences
PLSE
$3.89B
| $238K | ﹤0.01% |
+8,566
| New | +$202K |
2026 Q2
0 quarters
|
|
3734
BNY Mellon International Equity ETF
BKIE
$1.32B
| $238K | ﹤0.01% |
7,083
| – | – |
2026 Q1
1 quarter
|
|
3735
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$601M
| $237K | ﹤0.01% |
+4,239
| New | +$236K |
2026 Q2
0 quarters
|
|
3736
Innovator US Equity Buffer ETF February
BFEB
$207M
| $237K | ﹤0.01% |
4,497
| – | – |
2025 Q2
4 quarters
|
|
3737
JPMorgan International Bond Opportunities ETF
JPIB
$2.3B
| $236K | ﹤0.01% |
4,891
+215
| +5% | +$10.3K |
2026 Q1
1 quarter
|
|
3738
Trilogy Metals
TMQ
$404M
| $235K | ﹤0.01% |
66,877
+35,642
| +114% | +$147K |
2026 Q1
1 quarter
|
|
3739
iShares Treasury Floating Rate Bond ETF
TFLO
$7.23B
| $233K | ﹤0.01% |
4,594
-42,245
| -90% | -$2.14M |
2025 Q2
4 quarters
|
|
3740
Virtus Artificial Intelligence & Technology Opportunities Fund
AIO
$813M
| $232K | ﹤0.01% |
+8,250
| New | +$211K |
2026 Q2
0 quarters
|
|
3741
Fidelity Enhanced Large Cap Value ETF
FELV
$3.62B
| $231K | ﹤0.01% |
+5,773
| New | +$221K |
2026 Q2
0 quarters
|
|
3742
Palladyne AI
PDYN
$197M
| $231K | ﹤0.01% |
38,035
-9,942
| -21% | -$65.8K |
2025 Q3
3 quarters
|
|
3743
Ohio Valley Banc Corp
OVBC
$223M
| $231K | ﹤0.01% |
+5,310
| New | +$246K |
2026 Q2
0 quarters
|
|
3744
Plains All American Pipeline
PAA
$18.7B
| $230K | ﹤0.01% |
10,338
| – | – |
2024 Q4
6 quarters
|
|
3745
SANUWAVE Health Inc
SNWV
$43.1M
| $229K | ﹤0.01% |
+22,908
| New | +$355K |
2026 Q2
0 quarters
|
|
3746
McEwen Inc
MUX
$937M
| $228K | ﹤0.01% |
+12,593
| New | +$272K |
2026 Q2
0 quarters
|
|
3747
Tectonic Therapeutic
TECX
$393M
| $227K | ﹤0.01% |
6,617
-10,317
| -61% | -$303K |
2026 Q1
1 quarter
|
|
3748
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.8B
| $227K | ﹤0.01% |
+1,744
| New | +$217K |
2026 Q2
0 quarters
|
|
3749
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.5B
| $227K | ﹤0.01% |
9,218
+54
| +0.6% | +$1.34K |
2026 Q1
1 quarter
|
|
3750
Fidelity Enhanced International ETF
FENI
$11.5B
| $227K | ﹤0.01% |
5,661
+236
| +4% | +$9.34K |
2026 Q1
1 quarter
|
|
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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.