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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 | |
|---|---|---|---|---|---|---|---|
3376
Comstock Resources
CRK
$4.37B
| $518K | ﹤0.01% |
34,699
+3,543
| +11% | +$54.2K |
2025 Q1
5 quarters
|
|
3377
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
| $517K | ﹤0.01% |
6,908
-1,573
| -19% | -$110K |
2025 Q3
3 quarters
|
|
3378
Strategic Trust Running Oak Efficient Growth ETF
RUNN
$404M
| $517K | ﹤0.01% |
15,959
+25
| +0.2% | +$817 |
2025 Q4
2 quarters
|
|
3379
Chicago Atlantic Real Estate Finance
REFI
$232M
| $517K | ﹤0.01% |
48,189
+29,418
| +157% | +$338K |
2025 Q2
4 quarters
|
|
3380
Septerna Inc
SEPN
$2.07B
| $516K | ﹤0.01% |
15,397
+22
| +0.1% | +$624 |
2025 Q4
2 quarters
|
|
3381
BRT Apartments
BRT
$244M
| $514K | ﹤0.01% |
33,420
+22,825
| +215% | +$331K |
2026 Q1
1 quarter
|
|
3382
GQG US Equity ETF
GQGU
$643M
| $513K | ﹤0.01% |
20,200
| – | – |
2026 Q1
1 quarter
|
|
3383
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$388M
| $509K | ﹤0.01% |
18,310
-561
| -3% | -$16.1K |
2025 Q4
2 quarters
|
|
3384
Ramaco Resources Class A
METC
$478M
| $508K | ﹤0.01% |
38,379
+19,532
| +104% | +$285K |
2025 Q3
3 quarters
|
|
3385
AXT Inc
AXTI
$4.22B
| $506K | ﹤0.01% |
+7,023
| New | +$633K |
2026 Q2
0 quarters
|
|
3386
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.22B
| $504K | ﹤0.01% |
+1,827
| New | +$486K |
2026 Q2
0 quarters
|
|
3387
T. Rowe Price Capital Appreciation Premium Income ETF
TCAL
$316M
| $501K | ﹤0.01% |
22,588
| – | – |
2025 Q4
2 quarters
|
|
3388
Lightbridge
LTBR
$192M
| $501K | ﹤0.01% |
57,045
+40,205
| +239% | +$453K |
2025 Q4
2 quarters
|
|
3389
FirstService
FSV
$6.07B
| $501K | ﹤0.01% |
3,529
+880
| +33% | +$122K |
2025 Q4
2 quarters
|
|
3390
iShares Core International Aggregate Bond Fund
IAGG
$12.6B
| $500K | ﹤0.01% |
9,888
+2,604
| +36% | +$130K |
2025 Q3
3 quarters
|
|
3391
Sunrise Realty Trust
SUNS
$92.2M
| $499K | ﹤0.01% |
63,165
+45,376
| +255% | +$365K |
2026 Q1
1 quarter
|
|
3392
iShares iBonds Dec 2027 Term Treasury ETF
IBTH
$2.39B
| $493K | ﹤0.01% |
22,060
| – | – |
2025 Q3
3 quarters
|
|
3393
iShares Morningstar Mid-Cap ETF
IMCB
$1.74B
| $493K | ﹤0.01% |
+5,109
| New | +$467K |
2026 Q2
0 quarters
|
|
3394
Capital Group Core Balanced ETF
CGBL
$7.89B
| $493K | ﹤0.01% |
12,979
| – | – |
2025 Q3
3 quarters
|
|
3395
SB Financial Group
SBFG
$193M
| $492K | ﹤0.01% |
19,460
+6,542
| +51% | +$145K |
2025 Q3
3 quarters
|
|
3396
Invesco S&P 500 Pure Value ETF
RPV
$1.72B
| $491K | ﹤0.01% |
+4,311
| New | +$481K |
2026 Q2
0 quarters
|
|
3397
FT Vest Nasdaq-100 Buffer ETF September
QSPT
$729M
| $489K | ﹤0.01% |
14,042
-236
| -2% | -$7.96K |
2026 Q1
1 quarter
|
|
3398
Rocky Brands
RCKY
$372M
| $488K | ﹤0.01% |
11,836
+1,219
| +11% | +$47.6K |
2025 Q3
3 quarters
|
|
3399
Innovator US Equity Power Buffer ETF May
PMAY
$789M
| $488K | ﹤0.01% |
11,814
-734
| -6% | -$30K |
2026 Q1
1 quarter
|
|
3400
Inseego
INSG
$90.2M
| $485K | ﹤0.01% |
+46,997
| New | +$630K |
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.