We are live on ! Find out more
CA

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
FDM icon
3501
First Trust Dow Jones Select MicroCap Index Fund
FDM
$270M
$391K ﹤0.01%
4,197
+1,047
+33% +$91.7K
AOM icon
3502
iShares Core Moderate Allocation ETF
AOM
$1.77B
$390K ﹤0.01%
7,820
– –
GLBE icon
3503
Global E Online
GLBE
$6.81B
$389K ﹤0.01%
11,203
-9,567
-46% -$303K
BWMN icon
3504
Bowman Consulting
BWMN
$739M
$388K ﹤0.01%
13,302
+2,932
+28% +$92.3K
NIE
3505
Virtus Equity & Convertible Income Fund
NIE
$725M
$388K ﹤0.01%
14,452
– –
OABI icon
3506
OmniAb
OABI
$630M
$388K ﹤0.01%
157,716
+42,069
+36% +$83.5K
IMCG icon
3507
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.11B
$388K ﹤0.01%
3,946
+1,150
+41% +$104K
IDU icon
3508
iShares US Utilities ETF
IDU
$1.32B
$387K ﹤0.01%
3,373
+1,162
+53% +$133K
JAVA icon
3509
JPMorgan Active Value ETF
JAVA
$7.15B
$386K ﹤0.01%
4,865
– –
SMMD icon
3510
iShares Russell 2500 ETF
SMMD
$3.81B
$386K ﹤0.01%
+4,211
New +$362K
GFEB icon
3511
FT Vest US Equity Moderate Buffer ETF February
GFEB
$383M
$386K ﹤0.01%
8,759
+568
+7% +$24.6K
SKYH icon
3512
Sky Harbour Group
SKYH
$402M
$384K ﹤0.01%
+39,072
New +$382K
PFEB icon
3513
Innovator US Equity Power Buffer ETF February
PFEB
$926M
$382K ﹤0.01%
8,875
– –
BSET icon
3514
Bassett Furniture
BSET
$164M
$382K ﹤0.01%
+21,553
New +$320K
UGP icon
3515
Ultrapar
UGP
$7.18B
$381K ﹤0.01%
75,939
+22,246
+41% +$122K
IVES
3516
Dan IVES Wedbush AI Revolution ETF
IVES
$1.05B
$381K ﹤0.01%
10,000
– –
ETG
3517
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.83B
$380K ﹤0.01%
16,137
+2,808
+21% +$63K
QHY
3518
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$243M
$377K ﹤0.01%
8,220
+542
+7% +$24.9K
IYE icon
3519
iShares US Energy ETF
IYE
$1.87B
$375K ﹤0.01%
6,633
+897
+16% +$54.4K
FRDM icon
3520
Freedom 100 Emerging Markets ETF
FRDM
$3.44B
$375K ﹤0.01%
5,145
+887
+21% +$59.3K
PDEC icon
3521
Innovator US Equity Power Buffer ETF December
PDEC
$994M
$375K ﹤0.01%
8,165
+314
+4% +$14.1K
STAA icon
3522
STAAR Surgical
STAA
$1.16B
$374K ﹤0.01%
+13,047
New +$363K
IHG icon
3523
InterContinental Hotels
IHG
$23.6B
$374K ﹤0.01%
2,161
-5,767
-73% -$882K
AMLX icon
3524
Amylyx Pharmaceuticals
AMLX
$4.31B
$374K ﹤0.01%
20,819
-8,270
-28% -$128K
ALTI icon
3525
AlTi Global
ALTI
$465M
$373K ﹤0.01%
103,197
+42,876
+71% +$148K
139 140
141
142 143

Similar funds

BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $289B AUM 60.46% 1-Year Est. Return
Millennium Management
Millennium Management New York $276B AUM 44.8% 1-Year Est. Return
Berkshire Hathaway
Berkshire Hathaway Omaha, Nebraska $299B AUM 27.55% 1-Year Est. Return
AllianceBernstein
AllianceBernstein Nashville, Tennessee $302B AUM 26.44% 1-Year Est. Return
Citigroup
Citigroup New York $303B AUM 53.02% 1-Year Est. Return
Bank of Montreal
Bank of Montreal Toronto, Ontario, Canada $304B AUM 35.64% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return
CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $316B AUM 71.57% 1-Year Est. Return

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.