CA2
Cliff Asness
AQR Capital Management
Quantitative — factor-based systematic
Co-founder of AQR. Pioneered factor-based investing (value, momentum, quality) grounded in academic research, applied at massive scale across global markets.
Portfolio Map
Sized by portfolio weight · colored by quarter-over-quarter change · click ticker to view analysis
New position
Increased
Reduced
Sold / Closed
Unchanged
CALLBullish options bet
PUTBearish options bet
Sector Allocation
% of portfolio value by sector · current filing only
Other / Unclassified
32.47%
Technology
19.08%
Industrials
9.02%
Financial Services
7.89%
Healthcare
6.87%
Consumer Cyclical
6.36%
Communication Services
3.36%
Consumer Defensive
3.13%
Utilities
2.53%
Energy
2.39%
Real Estate
1.72%
Basic Materials
1.6%
Full Portfolio · 2026-06-30
3888 positions — click any ticker to open its analysis page
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Conviction Moves
Largest portfolio-weight changes this quarter · bar length = change in % of portfolio
New / Increased
Reduced
Closed
Quarter-over-Quarter Changes
2026-03-31 → 2026-06-30 · 50 positions moved
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| Action | Ticker | Company | Shares Δ | Value | Wt. Δ | Portfolio % |
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