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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
EYLD icon
3751
Cambria Emerging Shareholder Yield ETF
EYLD
$903M
$227K ﹤0.01%
4,996
-108
-2% -$4.91K
EWW icon
3752
iShares MSCI Mexico ETF
EWW
$1.86B
$226K ﹤0.01%
+2,996
New +$232K
XSW icon
3753
State Street SPDR S&P Software & Services ETF
XSW
$511M
$225K ﹤0.01%
+1,312
New +$209K
QGRO icon
3754
American Century US Quality Growth ETF
QGRO
$2.01B
$224K ﹤0.01%
+1,901
New +$216K
CGCP icon
3755
Capital Group Core Plus Income ETF
CGCP
$8.52B
$224K ﹤0.01%
+10,058
New +$225K
PMTS icon
3756
CPI Card Group
PMTS
$323M
$224K ﹤0.01%
+10,777
New +$188K
ISHG icon
3757
iShares 1-3 Year International Treasury Bond ETF
ISHG
$834M
$223K ﹤0.01%
3,010
– –
JHMM icon
3758
John Hancock Multifactor Mid Cap ETF
JHMM
$6.12B
$223K ﹤0.01%
+2,981
New +$215K
FRD icon
3759
Friedman Industries
FRD
$301M
$223K ﹤0.01%
+6,929
New +$164K
GDS icon
3760
GDS Holdings
GDS
$6.58B
$223K ﹤0.01%
7,421
-540
-7% -$20.8K
PHO icon
3761
Invesco Water Resources ETF
PHO
$2.06B
$223K ﹤0.01%
+3,222
New +$218K
KGEI
3762
Kolibri Global Energy
KGEI
$218M
$222K ﹤0.01%
+44,653
New +$238K
TME icon
3763
Tencent Music
TME
$14.4B
$222K ﹤0.01%
+26,620
New +$243K
VIRC icon
3764
Virco
VIRC
$93.4M
$222K ﹤0.01%
36,152
-13,653
-27% -$82.8K
ASST icon
3765
Strive Inc
ASST
$1.57B
$221K ﹤0.01%
+20,298
New +$300K
CTGO icon
3766
Contango Silver & Gold Inc
CTGO
$669M
$221K ﹤0.01%
13,996
-32,998
-70% -$680K
LARK icon
3767
Landmark Bancorp
LARK
$196M
$221K ﹤0.01%
+7,192
New +$201K
EFC
3768
Ellington Financial
EFC
$1.76B
$221K ﹤0.01%
16,217
-9,387
-37% -$124K
ISMD icon
3769
Inspire Small/Mid Cap Impact ETF
ISMD
$342M
$220K ﹤0.01%
+4,406
New +$201K
IGSB icon
3770
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$220K ﹤0.01%
4,201
+234
+6% +$12.3K
SBET icon
3771
Sharplink Inc
SBET
$1.72B
$220K ﹤0.01%
+45,834
New +$293K
TLTD icon
3772
Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
TLTD
$692M
$220K ﹤0.01%
+2,241
New +$223K
DSI icon
3773
iShares MSCI KLD 400 Social ETF
DSI
$5.51B
$219K ﹤0.01%
+1,540
New +$211K
XRXDW
3774
Xerox Holdings Corp Warrants
XRXDW
$22.8M
$219K ﹤0.01%
796,140
-17,831
-2% -$4.85K
FTK icon
3775
Flotek Industries
FTK
$894M
$219K ﹤0.01%
+9,297
New +$180K
149 150
151
152 153

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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.