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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 | |
|---|---|---|---|---|---|---|---|
3751
Cambria Emerging Shareholder Yield ETF
EYLD
$908M
| $227K | ﹤0.01% |
4,996
-108
| -2% | -$4.91K |
2026 Q1
1 quarter
|
|
3752
iShares MSCI Mexico ETF
EWW
$1.51B
| $226K | ﹤0.01% |
+2,996
| New | +$232K |
2026 Q2
0 quarters
|
|
3753
State Street SPDR S&P Software & Services ETF
XSW
$479M
| $225K | ﹤0.01% |
+1,312
| New | +$209K |
2026 Q2
0 quarters
|
|
3754
American Century US Quality Growth ETF
QGRO
$1.93B
| $224K | ﹤0.01% |
+1,901
| New | +$216K |
2026 Q2
0 quarters
|
|
3755
Capital Group Core Plus Income ETF
CGCP
$8.57B
| $224K | ﹤0.01% |
+10,058
| New | +$225K |
2026 Q2
0 quarters
|
|
3756
CPI Card Group
PMTS
$295M
| $224K | ﹤0.01% |
+10,777
| New | +$188K |
2026 Q2
0 quarters
|
|
3757
iShares 1-3 Year International Treasury Bond ETF
ISHG
$837M
| $223K | ﹤0.01% |
3,010
| – | – |
2026 Q1
1 quarter
|
|
3758
John Hancock Multifactor Mid Cap ETF
JHMM
$6.02B
| $223K | ﹤0.01% |
+2,981
| New | +$215K |
2026 Q2
0 quarters
|
|
3759
Friedman Industries
FRD
$309M
| $223K | ﹤0.01% |
+6,929
| New | +$164K |
2026 Q2
0 quarters
|
|
3760
GDS Holdings
GDS
$4.57B
| $223K | ﹤0.01% |
7,421
-540
| -7% | -$20.8K |
2025 Q4
2 quarters
|
|
3761
Invesco Water Resources ETF
PHO
$2.01B
| $223K | ﹤0.01% |
+3,222
| New | +$218K |
2026 Q2
0 quarters
|
|
3762
Kolibri Global Energy
KGEI
$253M
| $222K | ﹤0.01% |
+44,653
| New | +$238K |
2026 Q2
0 quarters
|
|
3763
Tencent Music
TME
$13.8B
| $222K | ﹤0.01% |
+26,620
| New | +$243K |
2026 Q2
0 quarters
|
|
3764
Virco
VIRC
$97.1M
| $222K | ﹤0.01% |
36,152
-13,653
| -27% | -$82.8K |
2024 Q3
7 quarters
|
|
3765
Strive Inc
ASST
$3.46B
| $221K | ﹤0.01% |
+20,298
| New | +$300K |
2026 Q2
0 quarters
|
|
3766
Contango Silver & Gold Inc
CTGO
$502M
| $221K | ﹤0.01% |
13,996
-32,998
| -70% | -$680K |
2025 Q3
3 quarters
|
|
3767
Landmark Bancorp
LARK
$196M
| $221K | ﹤0.01% |
+7,192
| New | +$201K |
2026 Q2
0 quarters
|
|
3768
Ellington Financial
EFC
$1.51B
| $221K | ﹤0.01% |
16,217
-9,387
| -37% | -$124K |
2025 Q2
4 quarters
|
|
3769
Inspire Small/Mid Cap Impact ETF
ISMD
$325M
| $220K | ﹤0.01% |
+4,406
| New | +$201K |
2026 Q2
0 quarters
|
|
3770
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.6B
| $220K | ﹤0.01% |
4,201
+234
| +6% | +$12.3K |
2026 Q1
1 quarter
|
|
3771
Sharplink Inc
SBET
$1.62B
| $220K | ﹤0.01% |
+45,834
| New | +$293K |
2026 Q2
0 quarters
|
|
3772
Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
TLTD
$660M
| $220K | ﹤0.01% |
+2,241
| New | +$223K |
2026 Q2
0 quarters
|
|
3773
iShares MSCI KLD 400 Social ETF
DSI
$5.51B
| $219K | ﹤0.01% |
+1,540
| New | +$211K |
2026 Q2
0 quarters
|
|
3774
Xerox Holdings Corp Warrants
XRXDW
$19.4M
| $219K | ﹤0.01% |
796,140
-17,831
| -2% | -$4.85K |
2026 Q1
1 quarter
|
|
3775
Flotek Industries
FTK
$934M
| $219K | ﹤0.01% |
+9,297
| New | +$180K |
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.