AQR Multi-Asset Fund

Fund Profile

Fund profile

Tickers

AQRNX, AQRIX, AQRRX

Fund manager

AQR Funds

Total assets

$624.13 mm

Liabilities

$74.29 mm

Net assets

$549.83 mm

Number of holdings

2.48 k

Top 200 of 2477 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	82.81 mm	82.83 mm shares	15.06	Short-term investment vehicle	Long	USA
French Republic	12.32 mm	11.38 mm principal	2.24	Debt	Long	France
U.S. Treasury Inflation Linked Notes	12.21 mm	12.07 mm principal	2.22	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	12.00 mm	13.28 mm principal	2.18	Debt	Long	USA
U.S. Treasury Bills	11.93 mm	11.99 mm principal	2.17	Short-term investment vehicle	Long	USA
NVDA NVIDIA Corporation	11.47 mm	94.46 k shares	2.09	Common equity	Long	USA
U.S. Treasury Inflation Linked Notes	11.27 mm	12.32 mm principal	2.05	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	11.25 mm	12.02 mm principal	2.05	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	11.02 mm	11.19 mm principal	2.01	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	10.66 mm	11.60 mm principal	1.94	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	10.27 mm	11.04 mm principal	1.87	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	9.41 mm	9.15 mm principal	1.71	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	9.39 mm	9.04 mm principal	1.71	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	8.72 mm	8.81 mm principal	1.59	Debt	Long	USA
AAPL Apple Inc.	8.59 mm	36.87 k shares	1.56	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	7.89 mm	5.53 mm principal	1.43	Debt	Long	UK
U.S. Treasury Bills	7.84 mm	7.94 mm principal	1.43	Short-term investment vehicle	Long	USA
MSFT Microsoft Corporation	7.08 mm	16.46 k shares	1.29	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	7.01 mm	5.17 mm principal	1.28	Debt	Long	UK
French Republic	6.93 mm	6.48 mm principal	1.26	Debt	Long	France
AMZN Amazon.com, Inc.	6.17 mm	33.12 k shares	1.12	Common equity	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	5.61 mm	5.61 mm shares	1.02	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	5.32 mm	5.37 mm principal	0.97	Short-term investment vehicle	Long	USA
French Republic	4.90 mm	4.92 mm principal	0.89	Debt	Long	France
French Republic	4.72 mm	4.70 mm principal	0.86	Debt	Long	France
U.S. Treasury Inflation Linked Notes	4.31 mm	4.21 mm principal	0.78	Debt	Long	USA
Broadcom Pte. Ltd.	3.98 mm	23.05 k shares	0.72	Common equity	Long	USA
French Republic	3.96 mm	3.78 mm principal	0.72	Debt	Long	France
United Kingdom Gilt Inflation Linked	3.90 mm	2.94 mm principal	0.71	Debt	Long	UK
United Kingdom Gilt Inflation Linked	3.84 mm	2.90 mm principal	0.70	Debt	Long	UK
United Kingdom Gilt Inflation Linked	3.83 mm	2.81 mm principal	0.70	Debt	Long	UK
Federal Republic of Germany	3.28 mm	2.92 mm principal	0.60	Debt	Long	Germany
U.S. Treasury Bills	3.13 mm	3.16 mm principal	0.57	Short-term investment vehicle	Long	USA
LLY Eli Lilly and Company	3.06 mm	3.46 k shares	0.56	Common equity	Long	USA
META Meta Platforms, Inc.	3.03 mm	5.30 k shares	0.55	Common equity	Long	USA
XOM Exxon Mobil Corporation	2.98 mm	25.41 k shares	0.54	Common equity	Long	USA
BKNG Booking Holdings Inc.	2.91 mm	690.00 shares	0.53	Common equity	Long	USA
GE General Electric Company	2.66 mm	14.12 k shares	0.48	Common equity	Long	USA
GOOG Alphabet Inc.	2.64 mm	15.79 k shares	0.48	Common equity	Long	USA
CMCSA Comcast Corporation	2.56 mm	61.21 k shares	0.47	Common equity	Long	USA
BAC Bank of America Corporation	2.53 mm	63.69 k shares	0.46	Common equity	Long	USA
Cigna Holding Co	2.51 mm	7.24 k shares	0.46	Common equity	Long	USA
Novartis AG (Registered)	2.34 mm	20.33 k shares	0.43	Common equity	Long	Switzerland
FTNT Fortinet, Inc.	2.23 mm	28.82 k shares	0.41	Common equity	Long	USA
DAL Delta Air Lines, Inc.	2.17 mm	42.74 k shares	0.39	Common equity	Long	USA
C Citigroup Inc.	2.12 mm	33.89 k shares	0.39	Common equity	Long	USA
ABNB Airbnb, Inc.	2.10 mm	16.52 k shares	0.38	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	1.82 mm	3.95 k shares	0.33	Common equity	Long	USA
GOOG Alphabet Inc.	1.78 mm	10.73 k shares	0.32	Common equity	Long	USA
Societe Generale SA	1.76 mm	70.72 k shares	0.32	Common equity	Long	France
GM General Motors Company	1.70 mm	37.95 k shares	0.31	Common equity	Long	USA
WING Wingstop Inc.	1.69 mm	4.06 k shares	0.31	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	1.67 mm	90.80 k shares	0.30	Common equity	Long	Japan
PGR The Progressive Corporation	1.63 mm	6.43 k shares	0.30	Common equity	Long	USA
MO Altria Group, Inc.	1.61 mm	31.50 k shares	0.29	Common equity	Long	USA
CNC Centene Corporation	1.60 mm	21.27 k shares	0.29	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	1.55 mm	11.08 k shares	0.28	Common equity	Long	USA
Walt Disney Co	1.52 mm	15.77 k shares	0.28	Common equity	Long	USA
SNAP Snap Inc.	1.50 mm	140.54 k shares	0.27	Common equity	Long	USA
NFLX Netflix, Inc.	1.50 mm	2.11 k shares	0.27	Common equity	Long	USA
TPR Tapestry, Inc.	1.46 mm	31.04 k shares	0.27	Common equity	Long	USA
CME CME Group Inc.	1.46 mm	6.60 k shares	0.26	Common equity	Long	USA
T AT&T Inc.	1.45 mm	66.02 k shares	0.26	Common equity	Long	USA
ANET Arista Networks, Inc.	1.44 mm	3.75 k shares	0.26	Common equity	Long	USA
Trend Micro, Inc.	1.42 mm	23.90 k shares	0.26	Common equity	Long	Japan
Mercedes-Benz Group AG	1.41 mm	21.79 k shares	0.26	Common equity	Long	Germany
100 oz Gold	1.38 mm	80.00 contracts	0.25	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	1.37 mm	8.45 k shares	0.25	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	1.36 mm	33.06 k shares	0.25	Common equity	Long	USA
VRT Vertiv Holdings Co	1.34 mm	13.44 k shares	0.24	Common equity	Long	USA
MMM 3M Company	1.31 mm	9.58 k shares	0.24	Common equity	Long	USA
ADBE Adobe Inc.	1.30 mm	2.51 k shares	0.24	Common equity	Long	USA
ALK Alaska Air Group, Inc.	1.29 mm	28.56 k shares	0.23	Common equity	Long	USA
Unipol Gruppo SpA	1.28 mm	107.60 k shares	0.23	Common equity	Long	Italy
INSP Inspire Medical Systems, Inc.	1.28 mm	6.07 k shares	0.23	Common equity	Long	USA
HAS Hasbro, Inc.	1.28 mm	17.69 k shares	0.23	Common equity	Long	USA
GSK plc	1.28 mm	62.66 k shares	0.23	Common equity	Long	UK
AIA Group Ltd.	1.27 mm	145.40 k shares	0.23	Common equity	Long	Hong Kong
BHI BAKER HUGHES a GE Co LLC	1.26 mm	34.88 k shares	0.23	Common equity	Long	USA
Invesco Ltd.	1.26 mm	71.73 k shares	0.23	Common equity	Long	Bermuda
SHOP Shopify Inc.	1.26 mm	15.71 k shares	0.23	Common equity	Long	Canada
TXRH Texas Roadhouse, Inc.	1.26 mm	7.11 k shares	0.23	Common equity	Long	USA
RL Ralph Lauren Corporation	1.25 mm	6.44 k shares	0.23	Common equity	Long	USA
Shell plc	1.25 mm	38.49 k shares	0.23	Common equity	Long	UK
NXP Semiconductors NV	1.24 mm	5.18 k shares	0.23	Common equity	Long	Netherlands
ORCL Oracle Corporation	1.22 mm	7.17 k shares	0.22	Common equity	Long	USA
WMT Walmart Inc.	1.21 mm	15.02 k shares	0.22	Common equity	Long	USA
TOL Toll Brothers, Inc.	1.15 mm	7.48 k shares	0.21	Common equity	Long	USA
Mitsubishi UFJ Financial Group, Inc.	1.14 mm	111.50 k shares	0.21	Common equity	Long	Japan
Banco Santander SA	1.13 mm	220.76 k shares	0.21	Common equity	Long	Spain
Zalando SE	1.13 mm	34.21 k shares	0.21	Common equity	Long	Germany
Mizuho Financial Group, Inc.	1.12 mm	54.40 k shares	0.20	Common equity	Long	Japan
Rolls-Royce Holdings plc	1.12 mm	158.62 k shares	0.20	Common equity	Long	UK
Deutsche Bank AG (Registered)	1.12 mm	64.82 k shares	0.20	Common equity	Long	Germany
GAP The Gap, Inc.	1.11 mm	50.37 k shares	0.20	Common equity	Long	USA
Swiss Re AG	1.08 mm	7.80 k shares	0.20	Common equity	Long	Switzerland
Square Enix Holdings Co. Ltd.	1.07 mm	27.00 k shares	0.19	Common equity	Long	Japan
NN Group NV	1.06 mm	21.33 k shares	0.19	Common equity	Long	Netherlands
CRWD CrowdStrike Holdings, Inc.	1.06 mm	3.78 k shares	0.19	Common equity	Long	USA
TSLA Tesla, Inc.	1.03 mm	3.94 k shares	0.19	Common equity	Long	USA
UniCredit SpA	1.03 mm	23.45 k shares	0.19	Common equity	Long	Italy
Cie de Saint-Gobain SA	1.02 mm	11.17 k shares	0.19	Common equity	Long	France
TGT Target Corporation	1.02 mm	6.53 k shares	0.19	Common equity	Long	USA
Commerzbank AG	1.02 mm	55.13 k shares	0.18	Common equity	Long	Germany
AMAT Applied Materials, Inc.	999.54 k	4.95 k shares	0.18	Common equity	Long	USA
ALNY Alnylam Pharmaceuticals, Inc.	993.13 k	3.61 k shares	0.18	Common equity	Long	USA
HWM Howmet Aerospace Inc.	985.16 k	9.83 k shares	0.18	Common equity	Long	USA
ROST Ross Stores, Inc.	971.84 k	6.46 k shares	0.18	Common equity	Long	USA
Eaton Corp. plc	970.12 k	2.93 k shares	0.18	Common equity	Long	Ireland
Asics Corp.	968.48 k	46.10 k shares	0.18	Common equity	Long	Japan
VLO Valero Energy Corporation	967.22 k	7.16 k shares	0.18	Common equity	Long	USA
Gates Industrial Corp. plc	966.64 k	55.08 k shares	0.18	Common equity	Long	UK
SU Suncor Energy Inc.	958.68 k	25.97 k shares	0.17	Common equity	Long	Canada
Axis Capital Holdings Ltd.	957.87 k	12.03 k shares	0.17	Common equity	Long	Bermuda
GOLD Barrick Gold Corporation	951.45 k	47.84 k shares	0.17	Common equity	Long	Canada
TEAM Atlassian Corporation	949.68 k	5.98 k shares	0.17	Common equity	Long	USA
NTNX Nutanix, Inc.	945.04 k	15.95 k shares	0.17	Common equity	Long	USA
MRVL Marvell Technology, Inc.	938.93 k	13.02 k shares	0.17	Common equity	Long	USA
NTRA Natera, Inc.	937.40 k	7.38 k shares	0.17	Common equity	Long	USA
TEX Terex Corporation	929.26 k	17.56 k shares	0.17	Common equity	Long	USA
CCK Crown Holdings, Inc.	925.05 k	9.65 k shares	0.17	Common equity	Long	USA
TRU TransUnion	924.50 k	8.83 k shares	0.17	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	914.85 k	13.12 k shares	0.17	Common equity	Long	USA
JPM JPMorgan Chase & Co.	914.29 k	4.34 k shares	0.17	Common equity	Long	USA
Grab Holdings Ltd., Class A	909.37 k	239.31 k shares	0.17	Common equity	Long	Cayman Islands
THC Tenet Healthcare Corporation	906.79 k	5.46 k shares	0.16	Common equity	Long	USA
CRM Salesforce, Inc.	906.25 k	3.31 k shares	0.16	Common equity	Long	USA
TotalEnergies SE	902.67 k	13.90 k shares	0.16	Common equity	Long	France
NBIX Neurocrine Biosciences, Inc.	891.69 k	7.74 k shares	0.16	Common equity	Long	USA
CVE Cenovus Energy Inc.	876.84 k	52.43 k shares	0.16	Common equity	Long	Canada
GDDY GoDaddy Inc.	867.31 k	5.53 k shares	0.16	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	857.81 k	8.93 k shares	0.16	Common equity	Long	USA
ALGN Align Technology, Inc.	856.55 k	3.37 k shares	0.16	Common equity	Long	USA
Acerinox SA	853.00 k	79.32 k shares	0.16	Common equity	Long	Spain
PINS Pinterest, Inc.	835.40 k	25.81 k shares	0.15	Common equity	Long	USA
SE Sea Limited	819.86 k	8.70 k shares	0.15	Common equity	Long	Cayman Islands
Everest Group Ltd.	819.71 k	2.09 k shares	0.15	Common equity	Long	Bermuda
Barclays plc	813.02 k	270.60 k shares	0.15	Common equity	Long	UK
Direct Line Insurance Group plc	812.60 k	323.92 k shares	0.15	Common equity	Long	UK
PYPL PayPal Holdings, Inc.	794.03 k	10.18 k shares	0.14	Common equity	Long	USA
BBY Best Buy Co., Inc.	792.41 k	7.67 k shares	0.14	Common equity	Long	USA
DOCU DocuSign, Inc.	778.55 k	12.54 k shares	0.14	Common equity	Long	USA
Persol Holdings Co. Ltd.	770.05 k	427.30 k shares	0.14	Common equity	Long	Japan
U.S. Treasury Bills	769.06 k	776.00 k principal	0.14	Short-term investment vehicle	Long	USA
BMY Bristol-Myers Squibb Company	762.65 k	14.74 k shares	0.14	Common equity	Long	USA
Chubb Ltd.	760.77 k	2.64 k shares	0.14	Common equity	Long	Switzerland
HSBC Holdings plc	756.89 k	84.37 k shares	0.14	Common equity	Long	UK
RBLX Roblox Corporation	743.79 k	16.81 k shares	0.14	Common equity	Long	USA
JB Hi-Fi Ltd.	742.39 k	13.49 k shares	0.14	Common equity	Long	Australia
Xero Ltd.	737.83 k	7.14 k shares	0.13	Common equity	Long	New Zealand
SNOW Snowflake Inc.	726.26 k	6.32 k shares	0.13	Common equity	Long	USA
APPF AppFolio, Inc.	720.32 k	3.06 k shares	0.13	Common equity	Long	USA
GWRE Guidewire Software, Inc.	715.30 k	3.91 k shares	0.13	Common equity	Long	USA
Tokyo Electron Ltd.	713.34 k	4.00 k shares	0.13	Common equity	Long	Japan
MTZ MasTec, Inc.	710.53 k	5.77 k shares	0.13	Common equity	Long	USA
BP plc	709.46 k	136.03 k shares	0.13	Common equity	Long	UK
Sony Group Corp.	709.11 k	36.50 k shares	0.13	Common equity	Long	Japan
COKE Coca-Cola Consolidated, Inc.	708.22 k	538.00 shares	0.13	Common equity	Long	USA
STMicroelectronics NV	707.99 k	23.71 k shares	0.13	Common equity	Long	Netherlands
MEDP Medpace Holdings, Inc.	705.99 k	2.12 k shares	0.13	Common equity	Long	USA
FLS Flowserve Corporation	705.93 k	13.66 k shares	0.13	Common equity	Long	USA
HPE Hewlett Packard Enterprise Company	698.26 k	34.13 k shares	0.13	Common equity	Long	USA
Marks & Spencer Group plc	690.43 k	138.35 k shares	0.13	Common equity	Long	UK
Westpac Banking Corp.	683.44 k	31.28 k shares	0.12	Common equity	Long	Australia
BlueScope Steel Ltd.	682.91 k	44.74 k shares	0.12	Common equity	Long	Australia
FIS Fidelity National Information Services, Inc.	676.28 k	8.07 k shares	0.12	Common equity	Long	USA
FMC FMC Corporation	672.59 k	10.20 k shares	0.12	Common equity	Long	USA
SMAR Smartsheet Inc.	670.74 k	12.12 k shares	0.12	Common equity	Long	USA
Sojitz Corp.	670.06 k	28.28 k shares	0.12	Common equity	Long	Japan
AIG American International Group, Inc.	666.76 k	9.11 k shares	0.12	Common equity	Long	USA
VZ Verizon Communications Inc.	665.52 k	14.82 k shares	0.12	Common equity	Long	USA
ADM Archer-Daniels-Midland Company	664.13 k	11.12 k shares	0.12	Common equity	Long	USA
FHN First Horizon Corporation	658.41 k	42.40 k shares	0.12	Common equity	Long	USA
Japan Post Bank Co. Ltd.	644.90 k	68.70 k shares	0.12	Common equity	Long	Japan
OC Owens Corning	640.41 k	3.63 k shares	0.12	Common equity	Long	USA
FRFHF Fairfax Financial Holdings Limited	640.16 k	507.00 shares	0.12	Common equity	Long	Canada
VLY Valley National Bancorp	638.86 k	70.51 k shares	0.12	Common equity	Long	USA
CSCO Cisco Systems, Inc.	634.81 k	11.93 k shares	0.12	Common equity	Long	USA
BLK BlackRock, Inc.	632.37 k	666.00 shares	0.12	Common equity	Long	USA
Pro Medicus Ltd.	629.33 k	5.11 k shares	0.11	Common equity	Long	Australia
MPC Marathon Petroleum Corporation	628.67 k	3.86 k shares	0.11	Common equity	Long	USA
OLLI Ollie's Bargain Outlet Holdings, Inc.	617.51 k	6.35 k shares	0.11	Common equity	Long	USA
Prosus NV	613.14 k	14.03 k shares	0.11	Common equity	Long	Netherlands
LNW Light & Wonder, Inc.	609.07 k	6.71 k shares	0.11	Common equity	Long	USA
Bank OZK	606.76 k	14.11 k shares	0.11	Common equity	Long	USA
BURL Burlington Stores, Inc.	604.95 k	2.30 k shares	0.11	Common equity	Long	USA
HII Huntington Ingalls Industries, Inc.	603.84 k	2.28 k shares	0.11	Common equity	Long	USA
MU Micron Technology, Inc.	601.83 k	5.80 k shares	0.11	Common equity	Long	USA
Euro STOXX 50 Index	591.24 k	336.00 contracts	0.11	Equity derivative	N/A	Germany
LEN Lennar Corporation	582.88 k	3.11 k shares	0.11	Common equity	Long	USA
Nippon Steel Corp.	578.23 k	25.80 k shares	0.11	Common equity	Long	Japan
FIX Comfort Systems USA, Inc.	575.38 k	1.47 k shares	0.10	Common equity	Long	USA
NTAP NetApp, Inc.	569.26 k	4.61 k shares	0.10	Common equity	Long	USA
BASF SE	567.34 k	10.70 k shares	0.10	Common equity	Long	Germany
QCOM QUALCOMM Incorporated	564.91 k	3.32 k shares	0.10	Common equity	Long	USA
SAM The Boston Beer Company, Inc.	561.51 k	1.94 k shares	0.10	Common equity	Long	USA
HD The Home Depot, Inc.	560.80 k	1.38 k shares	0.10	Common equity	Long	USA
VRTX Vertex Pharmaceuticals Incorporated	559.96 k	1.20 k shares	0.10	Common equity	Long	USA
PSA Public Storage	558.90 k	1.54 k shares	0.10	Common equity	Long	USA
COP ConocoPhillips	556.09 k	5.28 k shares	0.10	Common equity	Long	USA