Cliff Asness AQR Capital Management
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.
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 |
SNDK
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 | |
|---|---|---|---|---|---|---|
1001
Vanguard Short-Term Bond ETF
BSV
$45.6B
| $30.9M | 0.01% |
396,353
+62,000
| +19% | +$4.84M |
|
1002
Rush Street Interactive
RSI
$3.05B
| $30.9M | 0.01% |
1,038,017
+53,932
| +5% | +$1.42M |
|
1003
Mondelez International
MDLZ
$82.6B
| $30.8M | 0.01% |
533,246
-65,663
| -11% | -$3.96M |
|
1004
Meritage Homes
MTH
$4.73B
| $30.8M | 0.01% |
367,561
+193,965
| +112% | +$13.2M |
|
1005
Byline Bancorp
BY
$1.73B
| $30.6M | 0.01% |
813,855
+148,469
| +22% | +$4.99M |
|
1006
Eastman Chemical
EMN
$8.31B
| $30.6M | 0.01% |
460,637
-92,222
| -17% | -$6.74M |
|
1007
ACI Worldwide
ACIW
$5.29B
| $30.6M | 0.01% |
612,982
+102,265
| +20% | +$4.45M |
|
1008
Spire
SR
$4.87B
| $30.5M | 0.01% |
390,017
-22,793
| -6% | -$1.96M |
|
1009
Bloomin' Brands
BLMN
$980M
| $30.4M | 0.01% |
3,322,042
+52,005
| +2% | +$378K |
|
1010
Fortune Brands Innovations
FBIN
$5.37B
| $30.3M | 0.01% |
561,080
+324,674
| +137% | +$13M |
|
1011
Frontline
FRO
$9.81B
| $30.3M | 0.01% |
874,162
+107,972
| +14% | +$3.97M |
|
1012
Millicom
TIGO
$15.6B
| $30.2M | 0.01% |
333,276
+18,657
| +6% | +$1.57M |
|
1013
Asana
ASAN
$2.25B
| $30.2M | 0.01% |
4,310,919
+1,970,695
| +84% | +$13.2M |
|
1014
AngloGold Ashanti
AU
$60.9B
| $30.1M | 0.01% |
372,693
-1,323,728
| -78% | -$126M |
|
1015
Jackson Financial
JXN
$8.96B
| $30.1M | 0.01% |
293,763
-13,007
| -4% | -$1.41M |
|
1016
TriNet
TNET
$3.19B
| $30M | 0.01% |
605,810
+312,639
| +107% | +$13.4M |
|
|
UCTT
1017
Ultra Clean Holdings
UCTT
$3.3B
| $30M | 0.01% |
210,149
+31,367
| +18% | +$2.76M |
|
1018
Corsair Gaming
CRSR
$1.18B
| $29.9M | 0.01% |
3,093,768
+1,100,577
| +55% | +$8.52M |
|
1019
InterDigital
IDCC
$8.8B
| $29.9M | 0.01% |
105,493
+86,372
| +452% | +$25.7M |
|
1020
Performance Food Group
PFGC
$16.6B
| $29.9M | 0.01% |
269,731
+238,623
| +767% | +$22.7M |
|
1021
Emerson Electric
EMR
$87.9B
| $29.7M | 0.01% |
208,508
+46,915
| +29% | +$6.6M |
|
1022
Lithia Motors
LAD
$8.1B
| $29.6M | 0.01% |
102,541
+64,006
| +166% | +$18.2M |
|
1023
Watsco Inc
WSO
$12.8B
| $29.6M | 0.01% |
71,378
+50,218
| +237% | +$20.2M |
|
1024
Apollo Global Management
APO
$78.4B
| $29.4M | 0.01% |
250,754
+107,213
| +75% | +$13.5M |
|
1025
SiTime
SITM
$17.5B
| $29.4M | 0.01% |
40,305
+22,749
| +130% | +$14.3M |
|
Similar funds
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.