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Cliff Asness AQR Capital Management

AUM $287B
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
Cap. Flow
+$37.5B
Cap. Flow %
13.08%
Top 10 Hldgs %
12.15%
Holding
3,986
New
247
Increased
2,455
Reduced
1,098
Closed
86

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$1.17B
2
AAPL icon
Apple
AAPL
+$849M
3
CVX icon
Chevron
CVX
+$746M
4
SNPS icon
Synopsys
SNPS
+$643M
5
WFC icon
Wells Fargo
WFC
+$633M

Top Sells

Rank Stock Value
1
MU icon
Micron Technology
MU
+$517M
2
BKNG icon
Booking.com
BKNG
+$488M
3
WMT icon
Walmart Inc
WMT
+$414M
4
SNDK
Sandisk
SNDK
+$355M
5
CI icon
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
CRK icon
3376
Comstock Resources
CRK
$4.18B
$518K ﹤0.01%
34,699
+3,543
+11% +$54.2K
KRE icon
3377
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$517K ﹤0.01%
6,908
-1,573
-19% -$110K
RUNN icon
3378
Strategic Trust Running Oak Efficient Growth ETF
RUNN
$410M
$517K ﹤0.01%
15,959
+25
+0.2% +$817
REFI
3379
Chicago Atlantic Real Estate Finance
REFI
$276M
$517K ﹤0.01%
48,189
+29,418
+157% +$338K
SEPN
3380
Septerna Inc
SEPN
$1.87B
$516K ﹤0.01%
15,397
+22
+0.1% +$624
BRT
3381
BRT Apartments
BRT
$274M
$514K ﹤0.01%
33,420
+22,825
+215% +$331K
GQGU
3382
GQG US Equity ETF
GQGU
$630M
$513K ﹤0.01%
20,200
– –
EELV icon
3383
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$509K ﹤0.01%
18,310
-561
-3% -$16.1K
METC icon
3384
Ramaco Resources Class A
METC
$754M
$508K ﹤0.01%
38,379
+19,532
+104% +$285K
AXTI icon
3385
AXT Inc
AXTI
$4.64B
$506K ﹤0.01%
+7,023
New +$633K
TILT icon
3386
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.24B
$504K ﹤0.01%
+1,827
New +$486K
TCAL
3387
T. Rowe Price Capital Appreciation Premium Income ETF
TCAL
$302M
$501K ﹤0.01%
22,588
– –
LTBR icon
3388
Lightbridge
LTBR
$308M
$501K ﹤0.01%
57,045
+40,205
+239% +$453K
FSV icon
3389
FirstService
FSV
$6.35B
$501K ﹤0.01%
3,529
+880
+33% +$122K
IAGG icon
3390
iShares Core International Aggregate Bond Fund
IAGG
$11.4B
$500K ﹤0.01%
9,888
+2,604
+36% +$130K
SUNS
3391
Sunrise Realty Trust
SUNS
$103M
$499K ﹤0.01%
63,165
+45,376
+255% +$365K
IBTH icon
3392
iShares iBonds Dec 2027 Term Treasury ETF
IBTH
$2.29B
$493K ﹤0.01%
22,060
– –
IMCB icon
3393
iShares Morningstar Mid-Cap ETF
IMCB
$1.71B
$493K ﹤0.01%
+5,109
New +$467K
CGBL icon
3394
Capital Group Core Balanced ETF
CGBL
$7.53B
$493K ﹤0.01%
12,979
– –
SBFG icon
3395
SB Financial Group
SBFG
$166M
$492K ﹤0.01%
19,460
+6,542
+51% +$145K
RPV icon
3396
Invesco S&P 500 Pure Value ETF
RPV
$1.76B
$491K ﹤0.01%
+4,311
New +$481K
QSPT icon
3397
FT Vest Nasdaq-100 Buffer ETF September
QSPT
$647M
$489K ﹤0.01%
14,042
-236
-2% -$7.96K
RCKY icon
3398
Rocky Brands
RCKY
$351M
$488K ﹤0.01%
11,836
+1,219
+11% +$47.6K
PMAY icon
3399
Innovator US Equity Power Buffer ETF May
PMAY
$813M
$488K ﹤0.01%
11,814
-734
-6% -$30K
INSG icon
3400
Inseego
INSG
$72.1M
$485K ﹤0.01%
+46,997
New +$630K
134 135
136
137 138

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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.