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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
SDIV icon
3601
Global X SuperDividend ETF
SDIV
$1.23B
$320K ﹤0.01%
13,092
-9,409
-42% -$238K
MEOH icon
3602
Methanex
MEOH
$4.65B
$319K ﹤0.01%
6,920
-4,448
-39% -$262K
ACRS icon
3603
Aclaris Therapeutics
ACRS
$944M
$319K ﹤0.01%
60,259
-12,149
-17% -$54.2K
FCAP icon
3604
First Capital
FCAP
$209M
$318K ﹤0.01%
+4,923
New +$284K
CAR icon
3605
Avis
CAR
$5.18B
$318K ﹤0.01%
2,151
-1,026
-32% -$226K
BVFL icon
3606
BV Financial
BVFL
$181M
$318K ﹤0.01%
+14,999
New +$300K
IMXI icon
3607
International Money Express
IMXI
$427M
$316K ﹤0.01%
21,896
-84,078
-79% -$1.29M
RCMT icon
3608
RCM Technologies
RCMT
$291M
$316K ﹤0.01%
+11,193
New +$300K
SOXQ icon
3609
Invesco PHLX Semiconductor ETF
SOXQ
$2.82B
$316K ﹤0.01%
+2,817
New +$255K
ESGE icon
3610
iShares ESG Aware MSCI EM ETF
ESGE
$6.89B
$315K ﹤0.01%
+5,766
New +$301K
BGRN icon
3611
iShares USD Green Bond ETF
BGRN
$504M
$315K ﹤0.01%
6,641
– –
EIPI
3612
FT Energy Income Partners Enhanced Income ETF
EIPI
$1.1B
$315K ﹤0.01%
14,433
– –
FQAL icon
3613
Fidelity Quality Factor ETF
FQAL
$1.45B
$314K ﹤0.01%
3,853
+110
+3% +$8.68K
ENFR icon
3614
Alerian Energy Infrastructure ETF
ENFR
$524M
$312K ﹤0.01%
+8,197
New +$313K
GBDC icon
3615
Golub Capital BDC
GBDC
$3.43B
$312K ﹤0.01%
24,208
-1,278
-5% -$16.7K
TALK
3616
DELISTED
Talkspace
TALK
$310K ﹤0.01%
59,690
+9,895
+20% +$51.4K
ESML icon
3617
iShares ESG Aware MSCI USA Small-Cap ETF
ESML
$2.92B
$308K ﹤0.01%
5,510
+405
+8% +$21.1K
MVIS icon
3618
Microvision
MVIS
$50.8M
$308K ﹤0.01%
62,692
+27,956
+80% +$231K
SMP icon
3619
Standard Motor Products
SMP
$863M
$307K ﹤0.01%
7,889
+290
+4% +$11.1K
FEX icon
3620
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.62B
$307K ﹤0.01%
2,198
-196
-8% -$25.9K
WTV icon
3621
WisdomTree US Value Fund
WTV
$3.36B
$303K ﹤0.01%
2,978
+742
+33% +$74.1K
PGF icon
3622
Invesco Financial Preferred ETF
PGF
$661M
$302K ﹤0.01%
22,061
+842
+4% +$11.7K
ILCV icon
3623
iShares Morningstar Value ETF
ILCV
$1.35B
$302K ﹤0.01%
2,987
-54
-2% -$5.37K
BNTC icon
3624
Benitec Biopharma
BNTC
$463M
$301K ﹤0.01%
+22,481
New +$267K
VTEI icon
3625
Vanguard Intermediate-Term Tax-Exempt Bond ETF
VTEI
$1.53B
$299K ﹤0.01%
2,961
– –
143 144
145
146 147

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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.