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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
CGCV
3476
Capital Group Conservative Equity ETF
CGCV
$2.01B
$414K ﹤0.01%
12,603
– –
PRSU
3477
Pursuit Attractions and Hospitality Inc
PRSU
$1.33B
$413K ﹤0.01%
+7,373
New +$326K
JILL icon
3478
J. Jill
JILL
$302M
$412K ﹤0.01%
25,982
-12,853
-33% -$167K
HSHP
3479
Himalaya Shipping
HSHP
$782M
$412K ﹤0.01%
30,845
+4,379
+17% +$63.2K
SPIB icon
3480
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.4B
$412K ﹤0.01%
12,314
+740
+6% +$24.8K
AVAL icon
3481
Grupo Aval
AVAL
$6.48B
$408K ﹤0.01%
81,193
-5,492
-6% -$25.9K
QVAL icon
3482
Alpha Architect US Quantitative Value ETF
QVAL
$630M
$407K ﹤0.01%
7,339
-71
-1% -$3.88K
FBRT
3483
Franklin BSP Realty Trust
FBRT
$697M
$407K ﹤0.01%
49,955
+13,775
+38% +$120K
BHC icon
3484
Bausch Health
BHC
$2.41B
$406K ﹤0.01%
82,424
+20,313
+33% +$109K
TCHP icon
3485
T. Rowe Price Blue Chip Growth ETF
TCHP
$2.16B
$406K ﹤0.01%
+8,096
New +$404K
XT icon
3486
iShares Future Exponential Technologies ETF
XT
$3.97B
$405K ﹤0.01%
4,904
-29
-0.6% -$2.27K
SPYI icon
3487
NEOS S&P 500 High Income ETF
SPYI
$11.5B
$405K ﹤0.01%
+7,627
New +$401K
DFJ icon
3488
WisdomTree Japan SmallCap Dividend Fund
DFJ
$401M
$404K ﹤0.01%
3,833
+8
+0.2% +$845
INDI icon
3489
indie Semiconductor
INDI
$877M
$402K ﹤0.01%
89,605
+36,699
+69% +$146K
QQQE icon
3490
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.42B
$402K ﹤0.01%
3,297
+1,000
+44% +$113K
SI
3491
Shoulder Innovations Inc
SI
$459M
$401K ﹤0.01%
+19,775
New +$304K
CEFS icon
3492
Saba Opportunistically Hedged Closed-End Funds ETF
CEFS
$437M
$401K ﹤0.01%
15,636
+218
+1% +$5.39K
BSVN icon
3493
Bank7 Corp
BSVN
$494M
$399K ﹤0.01%
+8,151
New +$359K
DBJP icon
3494
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$700M
$398K ﹤0.01%
3,465
-381
-10% -$41.8K
DAUG icon
3495
FT Vest US Equity Deep Buffer ETF August
DAUG
$374M
$397K ﹤0.01%
8,469
-116
-1% -$5.33K
IWX icon
3496
iShares Russell Top 200 Value ETF
IWX
$4.02B
$396K ﹤0.01%
3,768
– –
STXF
3497
Strive 500 ETF
STXF
$1.17B
$393K ﹤0.01%
+8,131
New +$380K
VSGX icon
3498
Vanguard ESG International Stock ETF
VSGX
$6.82B
$392K ﹤0.01%
4,765
– –
VIOG icon
3499
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.11B
$391K ﹤0.01%
2,551
+300
+13% +$41.8K
PLX icon
3500
Protalix BioTherapeutics
PLX
$192M
$391K ﹤0.01%
167,826
+137,333
+450% +$291K
138 139
140
141 142

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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.