AQR Equity Market Neutral Fund

Fund Profile

Fund profile

Tickers

QMNIX, QMNNX, QMNRX

Fund manager

AQR Funds

Total assets

$2.17 bn

Liabilities

$1.45 bn

Net assets

$717.89 mm

Number of holdings

1.85 k

Top 200 of 1850 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	281.34 mm	281.42 mm shares	39.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.36 mm	49.93 mm principal	6.88	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	33.71 mm	33.78 mm principal	4.70	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.88 mm	30.00 mm principal	4.16	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	26.54 mm	27.09 mm principal	3.70	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.21 mm	24.73 mm principal	3.37	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.94 mm	20.00 mm principal	2.78	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.26 mm	19.60 mm principal	2.68	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.89 mm	18.07 mm principal	2.49	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.17 mm	15.47 mm principal	2.11	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	12.94 mm	13.16 mm principal	1.80	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	10.02 mm	10.02 mm principal	1.40	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.35 mm	9.50 mm principal	1.30	Short-term investment vehicle	Long	USA
GSK plc	8.74 mm	429.46 k shares	1.22	Common equity	Long	UK
MMM 3M Company	8.45 mm	61.82 k shares	1.18	Common equity	Long	USA
WEN The Wendy's Company	8.21 mm	468.77 k shares	1.14	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	7.47 mm	188.20 k shares	1.04	Common equity	Long	Japan
XEL Xcel Energy Inc.	7.41 mm	113.42 k shares	1.03	Common equity	Long	USA
U.S. Treasury Bills	7.24 mm	7.35 mm principal	1.01	Short-term investment vehicle	Long	USA
Ryohin Keikaku Co. Ltd.	7.09 mm	386.30 k shares	0.99	Common equity	Long	Japan
FTNT Fortinet, Inc.	6.62 mm	85.41 k shares	0.92	Common equity	Long	USA
PSA Public Storage	6.55 mm	18.01 k shares	0.91	Common equity	Long	USA
Novartis AG (Registered)	6.38 mm	55.37 k shares	0.89	Common equity	Long	Switzerland
Trend Micro, Inc.	6.29 mm	105.90 k shares	0.88	Common equity	Long	Japan
Zalando SE	6.23 mm	188.54 k shares	0.87	Common equity	Long	Germany
DAL Delta Air Lines, Inc.	6.12 mm	120.45 k shares	0.85	Common equity	Long	USA
CMCSA Comcast Corporation	6.09 mm	145.89 k shares	0.85	Common equity	Long	USA
BKNG Booking Holdings Inc.	6.07 mm	1.44 k shares	0.85	Common equity	Long	USA
CNC Centene Corporation	6.05 mm	80.36 k shares	0.84	Common equity	Long	USA
MO Altria Group, Inc.	6.04 mm	118.29 k shares	0.84	Common equity	Long	USA
CME CME Group Inc.	6.03 mm	27.34 k shares	0.84	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	6.03 mm	146.77 k shares	0.84	Common equity	Long	USA
U.S. Treasury Bills	5.99 mm	6.00 mm principal	0.83	Short-term investment vehicle	Long	USA
Mitsubishi UFJ Financial Group, Inc.	5.92 mm	576.20 k shares	0.82	Common equity	Long	Japan
BAC Bank of America Corporation	5.87 mm	147.87 k shares	0.82	Common equity	Long	USA
TPR Tapestry, Inc.	5.80 mm	123.43 k shares	0.81	Common equity	Long	USA
RL Ralph Lauren Corporation	5.76 mm	29.73 k shares	0.80	Common equity	Long	USA
T AT&T Inc.	5.64 mm	256.34 k shares	0.79	Common equity	Long	USA
WING Wingstop Inc.	5.49 mm	13.20 k shares	0.77	Common equity	Long	USA
KDDI Corp.	5.35 mm	167.00 k shares	0.75	Common equity	Long	Japan
Zurich Insurance Group AG	5.34 mm	8.84 k shares	0.74	Common equity	Long	Switzerland
Poste Italiane SpA	5.30 mm	377.26 k shares	0.74	Common equity	Long	Italy
Asics Corp.	5.26 mm	250.50 k shares	0.73	Common equity	Long	Japan
Engie SA	5.25 mm	303.62 k shares	0.73	Common equity	Long	France
Orange SA	5.19 mm	453.47 k shares	0.72	Common equity	Long	France
TXRH Texas Roadhouse, Inc.	5.04 mm	28.55 k shares	0.70	Common equity	Long	USA
Westpac Banking Corp.	4.98 mm	227.82 k shares	0.69	Common equity	Long	Australia
VRSN VeriSign, Inc.	4.97 mm	26.14 k shares	0.69	Common equity	Long	USA
Medtronic plc	4.95 mm	55.00 k shares	0.69	Common equity	Long	Ireland
GE General Electric Company	4.88 mm	25.86 k shares	0.68	Common equity	Long	USA
CL Colgate-Palmolive Company	4.76 mm	45.88 k shares	0.66	Common equity	Long	USA
ALK Alaska Air Group, Inc.	4.70 mm	103.90 k shares	0.65	Common equity	Long	USA
C Citigroup Inc.	4.67 mm	74.58 k shares	0.65	Common equity	Long	USA
U.S. Treasury Bills	4.64 mm	4.70 mm principal	0.65	Short-term investment vehicle	Long	USA
Invesco Ltd.	4.55 mm	258.84 k shares	0.63	Common equity	Long	Bermuda
Cigna Holding Co	4.52 mm	13.06 k shares	0.63	Common equity	Long	USA
Rolls-Royce Holdings plc	4.48 mm	633.26 k shares	0.62	Common equity	Long	UK
Aena SME SA	4.47 mm	20.37 k shares	0.62	Common equity	Long	Spain
FIS Fidelity National Information Services, Inc.	4.44 mm	53.00 k shares	0.62	Common equity	Long	USA
UGI UGI Corporation	4.38 mm	175.12 k shares	0.61	Common equity	Long	USA
ABNB Airbnb, Inc.	4.38 mm	34.55 k shares	0.61	Common equity	Long	USA
PGR The Progressive Corporation	4.35 mm	17.15 k shares	0.61	Common equity	Long	USA
Lonza Group AG (Registered)	4.32 mm	6.81 k shares	0.60	Common equity	Long	Switzerland
HAS Hasbro, Inc.	4.32 mm	59.72 k shares	0.60	Common equity	Long	USA
Pro Medicus Ltd.	4.29 mm	34.88 k shares	0.60	Common equity	Long	Australia
Oji Holdings Corp.	4.28 mm	1.07 mm shares	0.60	Common equity	Long	Japan
GM General Motors Company	4.25 mm	94.77 k shares	0.59	Common equity	Long	USA
VRT Vertiv Holdings Co	4.21 mm	42.36 k shares	0.59	Common equity	Long	USA
USS Co. Ltd.	4.21 mm	443.60 k shares	0.59	Common equity	Long	Japan
TRMB Trimble Inc.	4.20 mm	67.62 k shares	0.58	Common equity	Long	USA
ITW Illinois Tool Works Inc.	4.20 mm	16.01 k shares	0.58	Common equity	Long	USA
Sony Group Corp.	4.17 mm	214.50 k shares	0.58	Common equity	Long	Japan
PPG PPG Industries, Inc.	4.17 mm	31.46 k shares	0.58	Common equity	Long	USA
Shionogi & Co. Ltd.	4.16 mm	290.10 k shares	0.58	Common equity	Long	Japan
Electrolux AB, Class B	4.15 mm	427.34 k shares	0.58	Common equity	Long	Sweden
Carrefour SA	4.12 mm	241.73 k shares	0.57	Common equity	Long	France
Evonik Industries AG	4.11 mm	175.38 k shares	0.57	Common equity	Long	Germany
PKG Packaging Corporation of America	4.10 mm	19.04 k shares	0.57	Common equity	Long	USA
Walt Disney Co	4.10 mm	42.62 k shares	0.57	Common equity	Long	USA
GWRE Guidewire Software, Inc.	4.05 mm	22.16 k shares	0.56	Common equity	Long	USA
HWM Howmet Aerospace Inc.	4.03 mm	40.18 k shares	0.56	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	4.02 mm	22.13 k shares	0.56	Common equity	Long	USA
FLS Flowserve Corporation	4.02 mm	77.77 k shares	0.56	Common equity	Long	USA
RHI Robert Half International Inc.	3.96 mm	58.80 k shares	0.55	Common equity	Long	USA
BBY Best Buy Co., Inc.	3.96 mm	38.36 k shares	0.55	Common equity	Long	USA
Persol Holdings Co. Ltd.	3.96 mm	2.19 mm shares	0.55	Common equity	Long	Japan
BASF SE	3.93 mm	74.22 k shares	0.55	Common equity	Long	Germany
Sumitomo Electric Industries Ltd.	3.93 mm	241.80 k shares	0.55	Common equity	Long	Japan
Banco Santander SA	3.91 mm	764.02 k shares	0.55	Common equity	Long	Spain
Garmin Ltd.	3.89 mm	22.08 k shares	0.54	Common equity	Long	Switzerland
HUN Huntsman Corporation	3.83 mm	158.33 k shares	0.53	Common equity	Long	USA
Sojitz Corp.	3.83 mm	161.70 k shares	0.53	Common equity	Long	Japan
Asahi Kasei Corp.	3.82 mm	504.50 k shares	0.53	Common equity	Long	Japan
Societe Generale SA	3.82 mm	153.41 k shares	0.53	Common equity	Long	France
MS&AD Insurance Group Holdings, Inc.	3.81 mm	162.10 k shares	0.53	Common equity	Long	Japan
NVDA NVIDIA Corporation	3.75 mm	30.85 k shares	0.52	Common equity	Long	USA
Makita Corp.	3.72 mm	110.00 k shares	0.52	Common equity	Long	Japan
ROST Ross Stores, Inc.	3.70 mm	24.60 k shares	0.52	Common equity	Long	USA
Carlsberg A/S, Class B	3.67 mm	30.86 k shares	0.51	Common equity	Long	Denmark
ABT Abbott Laboratories	3.67 mm	32.17 k shares	0.51	Common equity	Long	USA
TAP Molson Coors Beverage Company	3.64 mm	63.30 k shares	0.51	Common equity	Long	USA
CINF Cincinnati Financial Corporation	3.63 mm	26.66 k shares	0.51	Common equity	Long	USA
Fortum OYJ	3.62 mm	219.75 k shares	0.50	Common equity	Long	Finland
COST Costco Wholesale Corporation	3.61 mm	4.07 k shares	0.50	Common equity	Long	USA
INSP Inspire Medical Systems, Inc.	3.60 mm	17.08 k shares	0.50	Common equity	Long	USA
HRB H&R Block, Inc.	3.60 mm	56.68 k shares	0.50	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	3.59 mm	69.33 k shares	0.50	Common equity	Long	USA
PEP PepsiCo, Inc.	3.58 mm	21.07 k shares	0.50	Common equity	Long	USA
Shell plc	3.58 mm	110.45 k shares	0.50	Common equity	Long	UK
Hirose Electric Co. Ltd.	3.57 mm	28.00 k shares	0.50	Common equity	Long	Japan
Aristocrat Leisure Ltd.	3.54 mm	87.57 k shares	0.49	Common equity	Long	Australia
BHI BAKER HUGHES a GE Co LLC	3.46 mm	95.80 k shares	0.48	Common equity	Long	USA
Tesco plc	3.45 mm	718.75 k shares	0.48	Common equity	Long	UK
TCBI Texas Capital Bancshares, Inc.	3.43 mm	47.94 k shares	0.48	Common equity	Long	USA
Central Japan Railway Co.	3.42 mm	148.10 k shares	0.48	Common equity	Long	Japan
RGLD Royal Gold, Inc.	3.42 mm	24.35 k shares	0.48	Common equity	Long	USA
MHK Mohawk Industries, Inc.	3.41 mm	21.20 k shares	0.47	Common equity	Long	USA
JNJ Johnson & Johnson	3.40 mm	20.99 k shares	0.47	Common equity	Long	USA
GO Grocery Outlet Holding Corp.	3.37 mm	191.97 k shares	0.47	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	3.36 mm	24.02 k shares	0.47	Common equity	Long	USA
Sumitomo Corp.	3.35 mm	149.20 k shares	0.47	Common equity	Long	Japan
MTZ MasTec, Inc.	3.34 mm	27.10 k shares	0.46	Common equity	Long	USA
Eni SpA	3.33 mm	218.93 k shares	0.46	Common equity	Long	Italy
PYPL PayPal Holdings, Inc.	3.32 mm	42.51 k shares	0.46	Common equity	Long	USA
Logitech International SA (Registered)	3.29 mm	36.78 k shares	0.46	Common equity	Long	Switzerland
VLY Valley National Bancorp	3.29 mm	363.54 k shares	0.46	Common equity	Long	USA
Axis Capital Holdings Ltd.	3.29 mm	41.27 k shares	0.46	Common equity	Long	Bermuda
NXST Nexstar Media Group, Inc.	3.26 mm	19.73 k shares	0.45	Common equity	Long	USA
VAC Marriott Vacations Worldwide Corporation	3.24 mm	44.10 k shares	0.45	Common equity	Long	USA
CCK Crown Holdings, Inc.	3.23 mm	33.71 k shares	0.45	Common equity	Long	USA
Unipol Gruppo SpA	3.19 mm	268.29 k shares	0.44	Common equity	Long	Italy
Grab Holdings Ltd., Class A	3.19 mm	839.20 k shares	0.44	Common equity	Long	Cayman Islands
SAM The Boston Beer Company, Inc.	3.18 mm	11.01 k shares	0.44	Common equity	Long	USA
Intermediate Capital Group plc	3.18 mm	106.53 k shares	0.44	Common equity	Long	UK
Otsuka Corp.	3.15 mm	127.40 k shares	0.44	Common equity	Long	Japan
NGK Insulators Ltd.	3.14 mm	238.50 k shares	0.44	Common equity	Long	Japan
Deutsche Bank AG (Registered)	3.13 mm	180.79 k shares	0.44	Common equity	Long	Germany
Broadcom Pte. Ltd.	3.13 mm	18.13 k shares	0.44	Common equity	Long	USA
Akzo Nobel NV	3.12 mm	44.16 k shares	0.43	Common equity	Long	Netherlands
PCG+A Pacific Gas & Electric Co.	3.12 mm	157.73 k shares	0.43	Common equity	Long	USA
H & M Hennes & Mauritz AB, Class B	3.11 mm	182.52 k shares	0.43	Common equity	Long	Sweden
Hitachi Ltd.	3.08 mm	116.10 k shares	0.43	Common equity	Long	Japan
SSNC SS&C Technologies Holdings, Inc.	3.08 mm	41.44 k shares	0.43	Common equity	Long	USA
ORIX Corp.	3.07 mm	131.40 k shares	0.43	Common equity	Long	Japan
Nisshin Seifun Group, Inc.	3.07 mm	242.70 k shares	0.43	Common equity	Long	Japan
TE Connectivity plc	3.06 mm	20.24 k shares	0.43	Common equity	Long	Ireland
easyJet plc	3.04 mm	436.03 k shares	0.42	Common equity	Long	UK
CVLT Commvault Systems, Inc.	3.03 mm	19.72 k shares	0.42	Common equity	Long	USA
Pirelli & C SpA	3.03 mm	499.61 k shares	0.42	Common equity	Long	Italy
ABB Ltd. (Registered)	3.03 mm	52.25 k shares	0.42	Common equity	Long	Switzerland
TRV The Travelers Companies, Inc.	3.03 mm	12.94 k shares	0.42	Common equity	Long	USA
SMAR Smartsheet Inc.	3.03 mm	54.71 k shares	0.42	Common equity	Long	USA
MAN ManpowerGroup Inc.	3.02 mm	41.07 k shares	0.42	Common equity	Long	USA
APPF AppFolio, Inc.	3.02 mm	12.82 k shares	0.42	Common equity	Long	USA
Vodafone Group plc	3.02 mm	3.01 mm shares	0.42	Common equity	Long	UK
Barclays plc	3.01 mm	1.00 mm shares	0.42	Common equity	Long	UK
GOLD Barrick Gold Corporation	2.99 mm	150.28 k shares	0.42	Common equity	Long	Canada
HPE Hewlett Packard Enterprise Company	2.99 mm	146.05 k shares	0.42	Common equity	Long	USA
PAG Penske Automotive Group, Inc.	2.98 mm	18.36 k shares	0.42	Common equity	Long	USA
Yamaha Corp.	2.98 mm	344.70 k shares	0.42	Common equity	Long	Japan
Fukuoka Financial Group, Inc.	2.97 mm	114.80 k shares	0.41	Common equity	Long	Japan
Danske Bank A/S	2.95 mm	98.10 k shares	0.41	Common equity	Long	Denmark
AMZN Amazon.com, Inc.	2.92 mm	15.67 k shares	0.41	Common equity	Long	USA
Chubb Ltd.	2.92 mm	10.12 k shares	0.41	Common equity	Long	Switzerland
JB Hi-Fi Ltd.	2.91 mm	52.81 k shares	0.40	Common equity	Long	Australia
Marks & Spencer Group plc	2.91 mm	582.12 k shares	0.40	Common equity	Long	UK
LLY Eli Lilly and Company	2.89 mm	3.27 k shares	0.40	Common equity	Long	USA
Shimamura Co. Ltd.	2.89 mm	52.90 k shares	0.40	Common equity	Long	Japan
ARW Arrow Electronics, Inc.	2.89 mm	21.75 k shares	0.40	Common equity	Long	USA
Intesa Sanpaolo SpA	2.88 mm	673.78 k shares	0.40	Common equity	Long	Italy
LH Laboratory Corporation of America Holdings	2.88 mm	12.90 k shares	0.40	Common equity	Long	USA
TechnipFMC plc	2.88 mm	109.80 k shares	0.40	Common equity	Long	UK
Japan Post Bank Co. Ltd.	2.88 mm	306.30 k shares	0.40	Common equity	Long	Japan
Lixil Corp.	2.85 mm	238.10 k shares	0.40	Common equity	Long	Japan
HUBS HubSpot, Inc.	2.85 mm	5.35 k shares	0.40	Common equity	Long	USA
Santen Pharmaceutical Co. Ltd.	2.83 mm	233.50 k shares	0.39	Common equity	Long	Japan
U.S. Treasury Bills	2.83 mm	2.86 mm principal	0.39	Short-term investment vehicle	Long	USA
EVRG Evergy, Inc.	2.82 mm	45.46 k shares	0.39	Common equity	Long	USA
THC Tenet Healthcare Corporation	2.82 mm	16.95 k shares	0.39	Common equity	Long	USA
HXL Hexcel Corporation	2.82 mm	45.56 k shares	0.39	Common equity	Long	USA
adidas AG	2.82 mm	10.62 k shares	0.39	Common equity	Long	Germany
NTRA Natera, Inc.	2.80 mm	22.09 k shares	0.39	Common equity	Long	USA
FHI Federated Hermes, Inc.	2.80 mm	76.26 k shares	0.39	Common equity	Long	USA
thyssenkrupp AG	2.80 mm	722.99 k shares	0.39	Common equity	Long	Germany
Bouygues SA	2.80 mm	83.61 k shares	0.39	Common equity	Long	France
Vinci SA	2.79 mm	23.84 k shares	0.39	Common equity	Long	France
NBIX Neurocrine Biosciences, Inc.	2.78 mm	24.13 k shares	0.39	Common equity	Long	USA
TEAM Atlassian Corporation	2.75 mm	17.30 k shares	0.38	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	2.73 mm	2.07 k shares	0.38	Common equity	Long	USA
BERY Berry Global Group, Inc.	2.73 mm	40.13 k shares	0.38	Common equity	Long	USA
Tokio Marine Holdings, Inc.	2.72 mm	73.80 k shares	0.38	Common equity	Long	Japan
HII Huntington Ingalls Industries, Inc.	2.72 mm	10.29 k shares	0.38	Common equity	Long	USA
TOL Toll Brothers, Inc.	2.72 mm	17.58 k shares	0.38	Common equity	Long	USA
ATO Atmos Energy Corporation	2.69 mm	19.37 k shares	0.37	Common equity	Long	USA
SE Sea Limited	2.68 mm	28.40 k shares	0.37	Common equity	Long	Cayman Islands
FIX Comfort Systems USA, Inc.	2.66 mm	6.82 k shares	0.37	Common equity	Long	USA
Resonac Holdings Corp.	2.65 mm	102.10 k shares	0.37	Common equity	Long	Japan
ZM Zoom Video Communications, Inc.	2.65 mm	38.00 k shares	0.37	Common equity	Long	USA
Rightmove plc	2.65 mm	320.10 k shares	0.37	Common equity	Long	UK
NatWest Group plc	2.63 mm	568.03 k shares	0.37	Common equity	Long	UK