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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
THRO
3326
iShares U.S. Thematic Rotation Active ETF
THRO
$6.67B
$575K ﹤0.01%
13,345
+3,358
+34% +$139K
FLXR
3327
TCW Flexible Income ETF
FLXR
$3.55B
$575K ﹤0.01%
+14,666
New +$575K
MKTW icon
3328
MarketWise
MKTW
$50.6M
$572K ﹤0.01%
32,085
+18,388
+134% +$317K
IBTK icon
3329
iShares iBonds Dec 2030 Term Treasury ETF
IBTK
$1.01B
$572K ﹤0.01%
29,283
+6,000
+26% +$118K
NPCE icon
3330
Neuropace
NPCE
$482M
$571K ﹤0.01%
35,920
+7,917
+28% +$127K
TCAF icon
3331
T. Rowe Price Capital Appreciation Equity ETF
TCAF
$8.25B
$569K ﹤0.01%
13,855
-3,115
-18% -$123K
IGF icon
3332
iShares Global Infrastructure ETF
IGF
$10.5B
$569K ﹤0.01%
8,545
+740
+9% +$49.7K
REGL icon
3333
ProShares S&P MidCap 400 Dividend Aristocrats ETF
REGL
$1.79B
$567K ﹤0.01%
6,188
+1,874
+43% +$167K
GEM icon
3334
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.75B
$566K ﹤0.01%
+10,888
New +$540K
LPA
3335
Logistic Properties of the Americas
LPA
$101M
$564K ﹤0.01%
+168,004
New +$560K
CTA icon
3336
Simplify Managed Futures Strategy ETF
CTA
$1.65B
$564K ﹤0.01%
21,743
+11,341
+109% +$337K
RVSB icon
3337
Riverview Bancorp
RVSB
$103M
$564K ﹤0.01%
103,808
+45,592
+78% +$252K
EEMV icon
3338
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.6B
$564K ﹤0.01%
7,487
+2,470
+49% +$178K
CRD.A icon
3339
Crawford & Co Class A
CRD.A
$631M
$563K ﹤0.01%
49,990
+30,680
+159% +$326K
VUSB icon
3340
Vanguard Ultra-Short Bond ETF
VUSB
$9.34B
$558K ﹤0.01%
11,209
+890
+9% +$44.3K
ALCO icon
3341
Alico
ALCO
$299M
$557K ﹤0.01%
13,466
-971
-7% -$40.2K
ADX icon
3342
Adams Diversified Equity Fund
ADX
$3.23B
$556K ﹤0.01%
+21,764
New +$533K
VMBS icon
3343
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.6B
$553K ﹤0.01%
11,816
-520
-4% -$24.3K
ACHR icon
3344
Archer Aviation
ACHR
$4.85B
$552K ﹤0.01%
116,779
+77,558
+198% +$451K
FTHI icon
3345
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.45B
$551K ﹤0.01%
23,120
+1,979
+9% +$46.9K
HACK icon
3346
Amplify Cybersecurity ETF
HACK
$2.85B
$551K ﹤0.01%
5,253
+1,330
+34% +$117K
AOA icon
3347
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.29B
$551K ﹤0.01%
5,648
-1,108
-16% -$106K
IBTI icon
3348
iShares iBonds Dec 2028 Term Treasury ETF
IBTI
$1.97B
$551K ﹤0.01%
24,865
+5,500
+28% +$122K
GDXJ icon
3349
VanEck Junior Gold Miners ETF
GDXJ
$9.69B
$550K ﹤0.01%
5,594
+2,072
+59% +$240K
SSL icon
3350
Sasol
SSL
$8.01B
$549K ﹤0.01%
55,932
-1,156
-2% -$14.6K
132 133
134
135 136

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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.