AQR Trend Total Return Fund

Fund Profile

Fund profile

Tickers

QNZNX, QNZRX, QNZIX

Fund manager

AQR Funds

Total assets

$72.89 mm

Liabilities

$29.16 mm

Net assets

$43.74 mm

Number of holdings

2.73 k

Top 200 of 2730 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	28.10 mm	28.11 mm shares	64.25	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	4.83 mm	4.89 mm principal	11.03	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.17 mm	1.19 mm principal	2.68	Short-term investment vehicle	Long	USA
S&P 500 E-Mini Index	565.34 k	79.00 contracts	1.29	Equity derivative	N/A	USA
U.S. Treasury Bills	339.43 k	344.00 k principal	0.78	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	229.78 k	229.78 k shares	0.53	Short-term investment vehicle	Long	USA
Broadcom Pte. Ltd.	149.90 k	869.00 shares	0.34	Common equity	Long	USA
IHI Corp.	146.84 k	2.80 k shares	0.34	Common equity	Long	Japan
XEL Xcel Energy Inc.	133.73 k	2.05 k shares	0.31	Common equity	Long	USA
GSK plc	128.13 k	6.29 k shares	0.29	Common equity	Long	UK
Schneider Electric SE	124.42 k	472.00 shares	0.28	Common equity	Long	France
Aena SME SA	120.82 k	550.00 shares	0.28	Common equity	Long	Spain
Givaudan SA (Registered)	120.70 k	22.00 shares	0.28	Common equity	Long	Switzerland
AIA Group Ltd.	118.77 k	13.60 k shares	0.27	Common equity	Long	Hong Kong
CTAS Cintas Corporation	117.76 k	572.00 shares	0.27	Common equity	Long	USA
PGR The Progressive Corporation	116.48 k	459.00 shares	0.27	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	115.12 k	2.90 k shares	0.26	Common equity	Long	Japan
SHW The Sherwin-Williams Company	114.50 k	300.00 shares	0.26	Common equity	Long	USA
Poste Italiane SpA	111.91 k	7.97 k shares	0.26	Common equity	Long	Italy
Tokio Marine Holdings, Inc.	106.94 k	2.90 k shares	0.24	Common equity	Long	Japan
Intermediate Capital Group plc	106.82 k	3.58 k shares	0.24	Common equity	Long	UK
MANH Manhattan Associates, Inc.	105.52 k	375.00 shares	0.24	Common equity	Long	USA
Intertek Group plc	103.43 k	1.50 k shares	0.24	Common equity	Long	UK
Fujitsu Ltd.	102.80 k	5.00 k shares	0.24	Common equity	Long	Japan
AMZN Amazon.com, Inc.	101.92 k	547.00 shares	0.23	Common equity	Long	USA
NVDA NVIDIA Corporation	101.65 k	837.00 shares	0.23	Common equity	Long	USA
ORCL Oracle Corporation	101.22 k	594.00 shares	0.23	Common equity	Long	USA
CME CME Group Inc.	98.19 k	445.00 shares	0.22	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	97.26 k	827.00 shares	0.22	Common equity	Long	USA
Sony Group Corp.	97.14 k	5.00 k shares	0.22	Common equity	Long	Japan
Industria de Diseno Textil SA	96.48 k	1.63 k shares	0.22	Common equity	Long	Spain
Keyence Corp.	95.85 k	200.00 shares	0.22	Common equity	Long	Japan
Evonik Industries AG	94.74 k	4.05 k shares	0.22	Common equity	Long	Germany
Aristocrat Leisure Ltd.	94.64 k	2.34 k shares	0.22	Common equity	Long	Australia
Rolls-Royce Holdings plc	94.22 k	13.31 k shares	0.22	Common equity	Long	UK
Kyushu Railway Co.	92.06 k	3.20 k shares	0.21	Common equity	Long	Japan
CVLT Commvault Systems, Inc.	91.54 k	595.00 shares	0.21	Common equity	Long	USA
RGLD Royal Gold, Inc.	91.48 k	652.00 shares	0.21	Common equity	Long	USA
HWM Howmet Aerospace Inc.	91.43 k	912.00 shares	0.21	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	90.89 k	500.00 shares	0.21	Common equity	Long	USA
Pro Medicus Ltd.	90.84 k	738.00 shares	0.21	Common equity	Long	Australia
CFG Citizens Financial Group, Inc.	90.35 k	2.20 k shares	0.21	Common equity	Long	USA
Trend Micro, Inc.	89.06 k	1.50 k shares	0.20	Common equity	Long	Japan
APH Amphenol Corporation	88.94 k	1.37 k shares	0.20	Common equity	Long	USA
Novo Nordisk A/S, Class B	88.72 k	748.00 shares	0.20	Common equity	Long	Denmark
adidas AG	88.51 k	334.00 shares	0.20	Common equity	Long	Germany
WMT Walmart Inc.	88.50 k	1.10 k shares	0.20	Common equity	Long	USA
TRU TransUnion	88.26 k	843.00 shares	0.20	Common equity	Long	USA
CCK Crown Holdings, Inc.	87.83 k	916.00 shares	0.20	Common equity	Long	USA
Associated British Foods plc	87.51 k	2.80 k shares	0.20	Common equity	Long	UK
FTNT Fortinet, Inc.	87.40 k	1.13 k shares	0.20	Common equity	Long	USA
IT Gartner, Inc.	87.16 k	172.00 shares	0.20	Common equity	Long	USA
Zalando SE	87.06 k	2.63 k shares	0.20	Common equity	Long	Germany
ES Eversource Energy	86.49 k	1.27 k shares	0.20	Common equity	Long	USA
Asics Corp.	86.13 k	4.10 k shares	0.20	Common equity	Long	Japan
PKG Packaging Corporation of America	85.94 k	399.00 shares	0.20	Common equity	Long	USA
JB Hi-Fi Ltd.	85.31 k	1.55 k shares	0.20	Common equity	Long	Australia
COST Costco Wholesale Corporation	85.11 k	96.00 shares	0.19	Common equity	Long	USA
Hitachi Ltd.	84.86 k	3.20 k shares	0.19	Common equity	Long	Japan
HCA HCA Healthcare, Inc.	83.72 k	206.00 shares	0.19	Common equity	Long	USA
HAS Hasbro, Inc.	83.31 k	1.15 k shares	0.19	Common equity	Long	USA
KDDI Corp.	83.30 k	2.60 k shares	0.19	Common equity	Long	Japan
DAL Delta Air Lines, Inc.	83.24 k	1.64 k shares	0.19	Common equity	Long	USA
GWRE Guidewire Software, Inc.	83.05 k	454.00 shares	0.19	Common equity	Long	USA
Sumitomo Electric Industries Ltd.	82.81 k	5.10 k shares	0.19	Common equity	Long	Japan
NI NiSource Inc.	82.71 k	2.39 k shares	0.19	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	82.63 k	4.50 k shares	0.19	Common equity	Long	Japan
Trane Technologies plc	82.41 k	212.00 shares	0.19	Common equity	Long	Ireland
MS&AD Insurance Group Holdings, Inc.	82.26 k	3.50 k shares	0.19	Common equity	Long	Japan
CDP COPT Defense Properties	81.92 k	2.70 k shares	0.19	Common equity	Long	USA
Zurich Insurance Group AG	81.56 k	135.00 shares	0.19	Common equity	Long	Switzerland
TFC Truist Financial Corporation	80.24 k	1.88 k shares	0.18	Common equity	Long	USA
EIX Edison International	79.69 k	915.00 shares	0.18	Common equity	Long	USA
Sika AG (Registered)	79.55 k	240.00 shares	0.18	Common equity	Long	Switzerland
Carlsberg A/S, Class B	79.19 k	665.00 shares	0.18	Common equity	Long	Denmark
Kongsberg Gruppen ASA	78.63 k	805.00 shares	0.18	Common equity	Long	Norway
KO The Coca-Cola Company	78.40 k	1.09 k shares	0.18	Common equity	Long	USA
TOL Toll Brothers, Inc.	78.33 k	507.00 shares	0.18	Common equity	Long	USA
MMM 3M Company	78.19 k	572.00 shares	0.18	Common equity	Long	USA
MEDP Medpace Holdings, Inc.	78.11 k	234.00 shares	0.18	Common equity	Long	USA
USS Co. Ltd.	77.83 k	8.20 k shares	0.18	Common equity	Long	Japan
TechnipFMC plc	77.35 k	2.95 k shares	0.18	Common equity	Long	UK
Axis Capital Holdings Ltd.	76.90 k	966.00 shares	0.18	Common equity	Long	Bermuda
Orange SA	76.78 k	6.70 k shares	0.18	Common equity	Long	France
PH Parker-Hannifin Corporation	76.45 k	121.00 shares	0.17	Common equity	Long	USA
ANET Arista Networks, Inc.	76.38 k	199.00 shares	0.17	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	76.35 k	58.00 shares	0.17	Common equity	Long	USA
Pearson plc	75.68 k	5.57 k shares	0.17	Common equity	Long	UK
Enel SpA	75.66 k	9.47 k shares	0.17	Common equity	Long	Italy
LII Lennox International Inc.	75.54 k	125.00 shares	0.17	Common equity	Long	USA
Sekisui Chemical Co. Ltd.	75.05 k	4.80 k shares	0.17	Common equity	Long	Japan
CL Colgate-Palmolive Company	74.95 k	722.00 shares	0.17	Common equity	Long	USA
Koninklijke KPN NV	74.86 k	18.33 k shares	0.17	Common equity	Long	Netherlands
Danone SA	74.44 k	1.02 k shares	0.17	Common equity	Long	France
LOPE Grand Canyon Education, Inc.	74.33 k	524.00 shares	0.17	Common equity	Long	USA
Akzo Nobel NV	72.97 k	1.03 k shares	0.17	Common equity	Long	Netherlands
THC Tenet Healthcare Corporation	72.96 k	439.00 shares	0.17	Common equity	Long	USA
Brambles Ltd.	72.72 k	5.54 k shares	0.17	Common equity	Long	Australia
NTAP NetApp, Inc.	72.62 k	588.00 shares	0.17	Common equity	Long	USA
SMG The Scotts Miracle-Gro Company	72.57 k	837.00 shares	0.17	Common equity	Long	USA
Safran SA	72.48 k	308.00 shares	0.17	Common equity	Long	France
Otsuka Corp.	71.62 k	2.90 k shares	0.16	Common equity	Long	Japan
TRV The Travelers Companies, Inc.	71.41 k	305.00 shares	0.16	Common equity	Long	USA
FLS Flowserve Corporation	70.92 k	1.37 k shares	0.16	Common equity	Long	USA
Bandai Namco Holdings, Inc.	70.74 k	3.10 k shares	0.16	Common equity	Long	Japan
Wartsila OYJ Abp	70.46 k	3.15 k shares	0.16	Common equity	Long	Finland
Santen Pharmaceutical Co. Ltd.	70.41 k	5.80 k shares	0.16	Common equity	Long	Japan
Marks & Spencer Group plc	70.12 k	14.05 k shares	0.16	Common equity	Long	UK
Capcom Co. Ltd.	69.97 k	3.00 k shares	0.16	Common equity	Long	Japan
COO The Cooper Companies, Inc.	69.96 k	634.00 shares	0.16	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	69.65 k	725.00 shares	0.16	Common equity	Long	USA
D Dominion Energy, Inc.	69.35 k	1.20 k shares	0.16	Common equity	Long	USA
NTNX Nutanix, Inc.	69.32 k	1.17 k shares	0.16	Common equity	Long	USA
Axalta Coating Systems Ltd.	69.05 k	1.91 k shares	0.16	Common equity	Long	Bermuda
Oji Holdings Corp.	68.91 k	17.20 k shares	0.16	Common equity	Long	Japan
LPX Louisiana-Pacific Corporation	68.77 k	640.00 shares	0.16	Common equity	Long	USA
RL Ralph Lauren Corporation	68.63 k	354.00 shares	0.16	Common equity	Long	USA
NIPPON EXPRESS HOLDINGS, Inc.	68.47 k	1.30 k shares	0.16	Common equity	Long	Japan
EVR Evercore Inc.	68.40 k	270.00 shares	0.16	Common equity	Long	USA
NOW ServiceNow, Inc.	67.97 k	76.00 shares	0.16	Common equity	Long	USA
NJR New Jersey Resources Corporation	67.97 k	1.44 k shares	0.16	Common equity	Long	USA
BR Broadridge Financial Solutions, Inc.	67.30 k	313.00 shares	0.15	Common equity	Long	USA
Novartis AG (Registered)	67.24 k	584.00 shares	0.15	Common equity	Long	Switzerland
100 oz Gold	67.13 k	6.00 contracts	0.15	Commodity derivative	N/A	USA
Prysmian SpA	67.01 k	921.00 shares	0.15	Common equity	Long	Italy
Evolution AB	66.98 k	681.00 shares	0.15	Common equity	Long	Sweden
Hikari Tsushin, Inc.	66.82 k	300.00 shares	0.15	Common equity	Long	Japan
Telenor ASA	66.69 k	5.21 k shares	0.15	Common equity	Long	Norway
Leidos Holdings, Inc.	66.67 k	409.00 shares	0.15	Common equity	Long	USA
Italgas SpA	66.55 k	11.01 k shares	0.15	Common equity	Long	Italy
Electrolux AB, Class B	66.32 k	6.83 k shares	0.15	Common equity	Long	Sweden
Copper	66.07 k	9.00 contracts	0.15	Commodity derivative	N/A	USA
VRSN VeriSign, Inc.	65.92 k	347.00 shares	0.15	Common equity	Long	USA
Pentair plc	65.71 k	672.00 shares	0.15	Common equity	Long	Ireland
TCBI Texas Capital Bancshares, Inc.	65.39 k	915.00 shares	0.15	Common equity	Long	USA
Howden Joinery Group plc	65.32 k	5.38 k shares	0.15	Common equity	Long	UK
ALNY Alnylam Pharmaceuticals, Inc.	65.18 k	237.00 shares	0.15	Common equity	Long	USA
GE General Electric Company	65.06 k	345.00 shares	0.15	Common equity	Long	USA
SMAR Smartsheet Inc.	64.99 k	1.17 k shares	0.15	Common equity	Long	USA
MAS Masco Corporation	64.80 k	772.00 shares	0.15	Common equity	Long	USA
ONTO Onto Innovation Inc.	64.76 k	312.00 shares	0.15	Common equity	Long	USA
Fujikura Ltd.	64.56 k	1.90 k shares	0.15	Common equity	Long	Japan
James Hardie Industries plc	64.45 k	1.62 k shares	0.15	Common equity	Long	Ireland
IFF International Flavors & Fragrances Inc.	64.43 k	614.00 shares	0.15	Common equity	Long	USA
Worley Ltd.	64.32 k	6.31 k shares	0.15	Common equity	Long	Australia
Telia Co. AB	63.91 k	19.76 k shares	0.15	Common equity	Long	Sweden
Hirose Electric Co. Ltd.	63.81 k	500.00 shares	0.15	Common equity	Long	Japan
SAP SE	63.59 k	278.00 shares	0.15	Common equity	Long	Germany
ALL The Allstate Corporation	63.34 k	334.00 shares	0.14	Common equity	Long	USA
J Sainsbury plc	63.19 k	15.97 k shares	0.14	Common equity	Long	UK
Persol Holdings Co. Ltd.	63.07 k	35.00 k shares	0.14	Common equity	Long	Japan
MPWR Monolithic Power Systems, Inc.	62.87 k	68.00 shares	0.14	Common equity	Long	USA
Hang Seng Index	62.63 k	5.00 contracts	0.14	Equity derivative	N/A	Hong Kong
PNC The PNC Financial Services Group, Inc.	62.29 k	337.00 shares	0.14	Common equity	Long	USA
Pandora A/S	62.14 k	377.00 shares	0.14	Common equity	Long	Denmark
Oracle Corp. Japan	61.95 k	600.00 shares	0.14	Common equity	Long	Japan
Recruit Holdings Co. Ltd.	60.75 k	1.00 k shares	0.14	Common equity	Long	Japan
GTLB GitLab Inc.	60.56 k	1.18 k shares	0.14	Common equity	Long	USA
ABT Abbott Laboratories	60.31 k	529.00 shares	0.14	Common equity	Long	USA
GWW W.W. Grainger, Inc.	60.25 k	58.00 shares	0.14	Common equity	Long	USA
BOC Hong Kong Holdings Ltd.	60.20 k	19.00 k shares	0.14	Common equity	Long	Hong Kong
HSCEI	59.77 k	14.00 contracts	0.14	Equity derivative	N/A	Hong Kong
easyJet plc	59.63 k	8.56 k shares	0.14	Common equity	Long	UK
Weir Group plc (The)	59.46 k	2.05 k shares	0.14	Common equity	Long	UK
HUN Huntsman Corporation	59.44 k	2.46 k shares	0.14	Common equity	Long	USA
George Weston Ltd.	59.42 k	354.00 shares	0.14	Common equity	Long	Canada
Banco de Sabadell SA	59.32 k	27.93 k shares	0.14	Common equity	Long	Spain
CMCSA Comcast Corporation	59.27 k	1.42 k shares	0.14	Common equity	Long	USA
HWC Hancock Whitney Corporation	59.20 k	1.16 k shares	0.14	Common equity	Long	USA
Ferrari NV	58.58 k	125.00 shares	0.13	Common equity	Long	Netherlands
Lonza Group AG (Registered)	58.38 k	92.00 shares	0.13	Common equity	Long	Switzerland
Prosus NV	58.34 k	1.34 k shares	0.13	Common equity	Long	Netherlands
BFAM Bright Horizons Family Solutions Inc.	58.29 k	416.00 shares	0.13	Common equity	Long	USA
WING Wingstop Inc.	57.84 k	139.00 shares	0.13	Common equity	Long	USA
TRGP Targa Resources Corp.	57.72 k	390.00 shares	0.13	Common equity	Long	USA
ECL Ecolab Inc.	57.45 k	225.00 shares	0.13	Common equity	Long	USA
DSM-Firmenich AG	57.27 k	415.00 shares	0.13	Common equity	Long	Switzerland
Logitech International SA (Registered)	57.14 k	638.00 shares	0.13	Common equity	Long	Switzerland
MTZ MasTec, Inc.	57.12 k	464.00 shares	0.13	Common equity	Long	USA
BSX Boston Scientific Corporation	56.82 k	678.00 shares	0.13	Common equity	Long	USA
Bouygues SA	56.23 k	1.68 k shares	0.13	Common equity	Long	France
DD DuPont de Nemours, Inc.	56.23 k	631.00 shares	0.13	Common equity	Long	USA
Arcadis NV	55.75 k	804.00 shares	0.13	Common equity	Long	Netherlands
INSP Inspire Medical Systems, Inc.	55.72 k	264.00 shares	0.13	Common equity	Long	USA
T AT&T Inc.	55.70 k	2.53 k shares	0.13	Common equity	Long	USA
Auto Trader Group plc	55.34 k	4.76 k shares	0.13	Common equity	Long	UK
Cosmo Energy Holdings Co. Ltd.	55.17 k	1.00 k shares	0.13	Common equity	Long	Japan
Rohto Pharmaceutical Co. Ltd.	55.07 k	2.20 k shares	0.13	Common equity	Long	Japan
RBLX Roblox Corporation	55.06 k	1.24 k shares	0.13	Common equity	Long	USA
Asahi Group Holdings Ltd.	55.05 k	4.20 k shares	0.13	Common equity	Long	Japan
PEP PepsiCo, Inc.	54.93 k	323.00 shares	0.13	Common equity	Long	USA
TFCF Twenty-First Century Fox Inc	54.48 k	2.05 k shares	0.12	Common equity	Long	USA
WEN The Wendy's Company	53.91 k	3.08 k shares	0.12	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	53.87 k	138.00 shares	0.12	Common equity	Long	USA
BRKR Bruker Corporation	53.80 k	779.00 shares	0.12	Common equity	Long	USA
ACM AECOM	53.70 k	520.00 shares	0.12	Common equity	Long	USA
Eaton Corp. plc	53.69 k	162.00 shares	0.12	Common equity	Long	Ireland
HRB H&R Block, Inc.	53.25 k	838.00 shares	0.12	Common equity	Long	USA
BERY Berry Global Group, Inc.	53.02 k	780.00 shares	0.12	Common equity	Long	USA
TXRH Texas Roadhouse, Inc.	52.98 k	300.00 shares	0.12	Common equity	Long	USA