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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 | |
|---|---|---|---|---|---|---|---|
3776
Simplify Short Term Treasury Futures Strategy ETF
TUA
$489M
| $218K | ﹤0.01% |
+10,670
| New | +$222K |
2026 Q2
0 quarters
|
|
3777
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.34B
| $217K | ﹤0.01% |
+2,273
| New | +$217K |
2026 Q2
0 quarters
|
|
3778
iShares Select U.S. REIT ETF
ICF
$1.95B
| $217K | ﹤0.01% |
+3,209
| New | +$216K |
2026 Q2
0 quarters
|
|
3779
Invesco BulletShares 2026 High Yield Corporate Bond ETF
BSJQ
$698M
| $217K | ﹤0.01% |
9,446
| – | – |
2025 Q3
3 quarters
|
|
3780
Figure Technology Solutions
FIGR
$5.12B
| $216K | ﹤0.01% |
7,044
-55,052
| -89% | -$1.84M |
2026 Q1
1 quarter
|
|
3781
C&F Financial
CFFI
$353M
| $216K | ﹤0.01% |
+2,701
| New | +$204K |
2026 Q2
0 quarters
|
|
3782
First Trust Financials AlphaDEX Fund
FXO
$1.05B
| $216K | ﹤0.01% |
+3,451
| New | +$206K |
2026 Q2
0 quarters
|
|
3783
Capricor Therapeutics
CAPR
$355M
| $215K | ﹤0.01% |
8,948
-1,074
| -11% | -$32.6K |
2025 Q3
3 quarters
|
|
|
MDV
3784
DELISTED
Modiv Industrial
MDV
| $215K | ﹤0.01% |
12,374
+755
| +6% | +$13K |
2025 Q3
3 quarters
|
|
3785
Gabelli Equity Trust
GAB
$1.77B
| $215K | ﹤0.01% |
38,001
-7,385
| -16% | -$41.3K |
2026 Q1
1 quarter
|
|
3786
West Fraser Timber
WFG
$5.45B
| $214K | ﹤0.01% |
3,166
-3,586
| -53% | -$234K |
2025 Q4
2 quarters
|
|
3787
Nathan's Famous
NATH
| $214K | ﹤0.01% |
2,107
-1,390
| -40% | -$141K |
2025 Q1
5 quarters
|
|
3788
CB Financial Services
CBFV
$205M
| $213K | ﹤0.01% |
+5,629
| New | +$201K |
2026 Q2
0 quarters
|
|
3789
Simplify Hedged Equity ETF
HEQT
$317M
| $213K | ﹤0.01% |
+6,340
| New | +$209K |
2026 Q2
0 quarters
|
|
3790
Hyliion Holdings
HYLN
$588M
| $212K | ﹤0.01% |
40,704
+8,771
| +27% | +$36.5K |
2024 Q2
8 quarters
|
|
3791
First Trust Institutional Preferred Securities and Income ETF
FPEI
$1.85B
| $212K | ﹤0.01% |
10,973
| – | – |
2025 Q4
2 quarters
|
|
3792
State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
EEMX
$173M
| $211K | ﹤0.01% |
+3,904
| New | +$200K |
2026 Q2
0 quarters
|
|
3793
Candel Therapeutics
CADL
$631M
| $210K | ﹤0.01% |
20,417
+2,389
| +13% | +$18K |
2026 Q1
1 quarter
|
|
3794
Janus Henderson Securitized Income ETF
JSI
$1.54B
| $208K | ﹤0.01% |
+4,062
| New | +$209K |
2026 Q2
0 quarters
|
|
3795
First Trust WCM International Equity ETF
WCMI
$2.06B
| $207K | ﹤0.01% |
+10,587
| New | +$198K |
2026 Q2
0 quarters
|
|
3796
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.27B
| $207K | ﹤0.01% |
+3,561
| New | +$223K |
2026 Q2
0 quarters
|
|
3797
Columbia EM Core ex-China ETF
XCEM
$2.01B
| $207K | ﹤0.01% |
+3,913
| New | +$191K |
2026 Q2
0 quarters
|
|
3798
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
XTRE
$155M
| $207K | ﹤0.01% |
4,217
| – | – |
2025 Q4
2 quarters
|
|
3799
Dimensional Core Fixed Income ETF
DFCF
$11.6B
| $206K | ﹤0.01% |
4,885
| – | – |
2026 Q1
1 quarter
|
|
3800
Telkom Indonesia
TLK
$11.6B
| $206K | ﹤0.01% |
15,338
+2,541
| +20% | +$42.3K |
2025 Q4
2 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.