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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
RDWR icon
3701
Radware
RDWR
$1.17B
$256K ﹤0.01%
+8,303
New +$230K
IHE icon
3702
iShares US Pharmaceuticals ETF
IHE
$1.69B
$256K ﹤0.01%
2,582
-24
-0.9% -$2.16K
ALLW
3703
State Street Bridgewater All Weather ETF
ALLW
$1.69B
$255K ﹤0.01%
8,726
– –
FDIS icon
3704
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.71B
$254K ﹤0.01%
2,471
+200
+9% +$20.2K
BATT icon
3705
Amplify Lithium & Battery Technology ETF
BATT
$129M
$252K ﹤0.01%
+16,422
New +$271K
FEIM icon
3706
Frequency Electronics
FEIM
$676M
$252K ﹤0.01%
+3,799
New +$234K
ESCA icon
3707
Escalade
ESCA
$290M
$252K ﹤0.01%
13,411
+1,030
+8% +$19K
MICC
3708
The Magnum Ice Cream Company N.V.
MICC
$12.2B
$252K ﹤0.01%
+14,484
New +$225K
VDIG
3709
Vanguard Wellington Dividend Growth Active ETF
VDIG
$30.8M
$251K ﹤0.01%
+4,025
New +$244K
SIMO icon
3710
Silicon Motion
SIMO
$8.76B
$250K ﹤0.01%
+751
New +$174K
SOC icon
3711
Sable Offshore Corp
SOC
$979M
$250K ﹤0.01%
81,046
+19,525
+32% +$249K
IMNM icon
3712
Immunome
IMNM
$3.24B
$250K ﹤0.01%
11,780
-6,948
-37% -$149K
AMJB icon
3713
Alerian MLP Index ETNs due January 28 2044
AMJB
$874M
$250K ﹤0.01%
7,235
-337
-4% -$11.8K
UYLD icon
3714
Angel Oak UltraShort Income ETF
UYLD
$1.59B
$250K ﹤0.01%
4,892
+835
+21% +$42.7K
SVRA icon
3715
Savara
SVRA
$1.15B
$248K ﹤0.01%
40,242
-14,935
-27% -$80.2K
TBRG
3716
DELISTED
TruBridge
TBRG
$248K ﹤0.01%
9,457
-91,805
-91% -$2.25M
IREN icon
3717
Iris Energy
IREN
$15B
$247K ﹤0.01%
+5,433
New +$282K
FMHI icon
3718
First Trust Municipal High Income ETF
FMHI
$998M
$246K ﹤0.01%
5,078
– –
HWBK icon
3719
Hawthorn Bancshares
HWBK
$271M
$246K ﹤0.01%
+6,253
New +$224K
MSDL icon
3720
Morgan Stanley Direct Lending Fund
MSDL
$1.29B
$246K ﹤0.01%
16,247
+2,221
+16% +$33.6K
PSLV icon
3721
Sprott Physical Silver Trust
PSLV
$14.4B
$245K ﹤0.01%
13,000
+2,700
+26% +$63.6K
ERTH icon
3722
Invesco MSCI Sustainable Future ETF
ERTH
$136M
$245K ﹤0.01%
5,185
– –
HYMC icon
3723
Hycroft Mining Holding Corp
HYMC
$2.52B
$245K ﹤0.01%
+10,465
New +$353K
SCHI icon
3724
Schwab 5-10 Year Corporate Bond ETF
SCHI
$11.5B
$245K ﹤0.01%
10,801
+631
+6% +$14.3K
QMOM icon
3725
Alpha Architect US Quantitative Momentum ETF
QMOM
$434M
$244K ﹤0.01%
+3,102
New +$239K
147 148
149
150 151

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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.