AQR Multi-Asset Fund

Fund Profile

Fund profile

Tickers

AQRNX, AQRIX, AQRRX

Fund manager

AQR Funds

Total assets

$684.38 mm

Liabilities

$92.83 mm

Net assets

$591.55 mm

Number of holdings

2.45 k

Top 200 of 2447 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	121.09 mm	121.11 mm shares	20.47	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.04 mm	19.35 mm principal	3.22	Short-term investment vehicle	Long	USA
AAPL Apple Inc.	17.13 mm	68.42 k shares	2.90	Common equity	Long	USA
French Republic	14.02 mm	13.97 mm principal	2.37	Debt	Long	France
NVDA NVIDIA Corporation	12.16 mm	90.52 k shares	2.06	Common equity	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	9.23 mm	9.23 mm shares	1.56	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.03 mm	9.19 mm principal	1.53	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	7.93 mm	7.94 mm principal	1.34	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation Linked Notes	7.80 mm	9.00 mm principal	1.32	Debt	Long	USA
French Republic	7.76 mm	8.57 mm principal	1.31	Debt	Long	France
U.S. Treasury Inflation Linked Notes	7.58 mm	7.91 mm principal	1.28	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.57 mm	8.60 mm principal	1.28	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.56 mm	7.55 mm principal	1.28	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.55 mm	8.37 mm principal	1.28	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.54 mm	7.42 mm principal	1.27	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.32 mm	8.25 mm principal	1.24	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	7.28 mm	8.15 mm principal	1.23	Debt	Long	USA
AMZN Amazon.com, Inc.	7.02 mm	31.99 k shares	1.19	Common equity	Long	USA
U.S. Treasury Inflation Linked Notes	7.00 mm	7.48 mm principal	1.18	Debt	Long	USA
French Republic	6.85 mm	6.99 mm principal	1.16	Debt	Long	France
MSFT Microsoft Corporation	6.41 mm	15.21 k shares	1.08	Common equity	Long	USA
U.S. Treasury Bills	6.38 mm	6.52 mm principal	1.08	Short-term investment vehicle	Long	USA
French Republic	5.99 mm	6.60 mm principal	1.01	Debt	Long	France
United Kingdom Gilt Inflation Linked	5.79 mm	4.50 mm principal	0.98	Debt	Long	UK
U.S. Treasury Bills	5.69 mm	5.80 mm principal	0.96	Short-term investment vehicle	Long	USA
United Kingdom Gilt Inflation Linked	5.12 mm	4.21 mm principal	0.87	Debt	Long	UK
Broadcom Pte. Ltd.	4.53 mm	19.55 k shares	0.77	Common equity	Long	USA
TSLA Tesla, Inc.	4.17 mm	10.33 k shares	0.70	Common equity	Long	USA
U.S. Treasury Inflation Linked Notes	4.09 mm	4.23 mm principal	0.69	Debt	Long	USA
META Meta Platforms, Inc.	3.84 mm	6.57 k shares	0.65	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	3.61 mm	2.94 mm principal	0.61	Debt	Long	UK
U.S. Treasury Bills	3.45 mm	3.52 mm principal	0.58	Short-term investment vehicle	Long	USA
BKNG Booking Holdings Inc.	3.43 mm	690.00 shares	0.58	Common equity	Long	USA
GOOG Alphabet Inc.	3.32 mm	17.43 k shares	0.56	Common equity	Long	USA
CNC Centene Corporation	3.20 mm	52.87 k shares	0.54	Common equity	Long	USA
LLY Eli Lilly and Company	3.17 mm	4.10 k shares	0.54	Common equity	Long	USA
ADBE Adobe Inc.	3.14 mm	7.05 k shares	0.53	Common equity	Long	USA
ABNB Airbnb, Inc.	2.93 mm	22.32 k shares	0.50	Common equity	Long	USA
FTNT Fortinet, Inc.	2.91 mm	30.84 k shares	0.49	Common equity	Long	USA
U.S. Treasury Inflation Linked Notes	2.63 mm	2.86 mm principal	0.44	Debt	Long	USA
BAC Bank of America Corporation	2.53 mm	57.54 k shares	0.43	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	2.40 mm	2.00 mm principal	0.41	Debt	Long	UK
C Citigroup Inc.	2.39 mm	33.89 k shares	0.40	Common equity	Long	USA
GE General Electric Company	2.35 mm	14.12 k shares	0.40	Common equity	Long	USA
CMCSA Comcast Corporation	2.30 mm	61.21 k shares	0.39	Common equity	Long	USA
Novartis AG (Registered)	2.27 mm	23.34 k shares	0.38	Common equity	Long	Switzerland
BRBR BellRing Brands, Inc.	2.24 mm	29.77 k shares	0.38	Common equity	Long	USA
XOM Exxon Mobil Corporation	2.14 mm	19.93 k shares	0.36	Common equity	Long	USA
DAL Delta Air Lines, Inc.	2.11 mm	34.93 k shares	0.36	Common equity	Long	USA
CVE Cenovus Energy Inc.	2.07 mm	136.78 k shares	0.35	Common equity	Long	Canada
BRK-B Berkshire Hathaway Inc.	2.03 mm	4.48 k shares	0.34	Common equity	Long	USA
GM General Motors Company	2.02 mm	37.95 k shares	0.34	Common equity	Long	USA
Societe Generale SA	1.98 mm	70.72 k shares	0.34	Common equity	Long	France
JNJ Johnson & Johnson	1.95 mm	13.48 k shares	0.33	Common equity	Long	USA
SMAR Smartsheet Inc	1.94 mm	34.57 k shares	0.33	Common equity	Long	USA
Shell plc	1.88 mm	60.46 k shares	0.32	Common equity	Long	UK
NFLX Netflix, Inc.	1.88 mm	2.11 k shares	0.32	Common equity	Long	USA
ALK Alaska Air Group, Inc.	1.85 mm	28.56 k shares	0.31	Common equity	Long	USA
GOOG Alphabet Inc.	1.77 mm	9.35 k shares	0.30	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	1.77 mm	77.60 k shares	0.30	Common equity	Long	Japan
RBLX Roblox Corporation	1.77 mm	30.53 k shares	0.30	Common equity	Long	USA
U.S. Treasury Inflation Linked Notes	1.74 mm	1.79 mm principal	0.29	Debt	Long	USA
CME CME Group Inc.	1.67 mm	7.20 k shares	0.28	Common equity	Long	USA
ANET Arista Networks, Inc.	1.66 mm	15.01 k shares	0.28	Common equity	Long	USA
MO Altria Group, Inc.	1.65 mm	31.50 k shares	0.28	Common equity	Long	USA
HOOD Robinhood Markets, Inc.	1.64 mm	43.89 k shares	0.28	Common equity	Long	USA
PANW Palo Alto Networks, Inc.	1.59 mm	8.73 k shares	0.27	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	1.59 mm	18.58 k shares	0.27	Common equity	Long	USA
Rolls-Royce Holdings plc	1.58 mm	222.76 k shares	0.27	Common equity	Long	UK
PFE Pfizer Inc.	1.56 mm	58.77 k shares	0.26	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	1.55 mm	10.35 k shares	0.26	Common equity	Long	USA
PGR The Progressive Corporation	1.54 mm	6.43 k shares	0.26	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	1.53 mm	34.91 k shares	0.26	Common equity	Long	USA
Rheinmetall AG	1.53 mm	2.39 k shares	0.26	Common equity	Long	Germany
INTC Intel Corporation	1.52 mm	76.06 k shares	0.26	Common equity	Long	USA
ZS Zscaler, Inc.	1.50 mm	8.32 k shares	0.25	Common equity	Long	USA
MRK Merck & Co., Inc.	1.50 mm	15.07 k shares	0.25	Common equity	Long	USA
RL Ralph Lauren Corporation	1.49 mm	6.44 k shares	0.25	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	1.49 mm	1.35 mm principal	0.25	Debt	Long	UK
T AT&T Inc.	1.48 mm	64.85 k shares	0.25	Common equity	Long	USA
TEAM Atlassian Corporation	1.46 mm	6.00 k shares	0.25	Common equity	Long	USA
KDDI Corp.	1.45 mm	45.40 k shares	0.24	Common equity	Long	Japan
WMT Walmart Inc.	1.43 mm	15.84 k shares	0.24	Common equity	Long	USA
BHI BAKER HUGHES a GE Co LLC	1.43 mm	34.88 k shares	0.24	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	1.38 mm	16.90 k shares	0.23	Common equity	Long	USA
Unipol Gruppo SpA	1.34 mm	107.60 k shares	0.23	Common equity	Long	Italy
VRT Vertiv Holdings Co	1.34 mm	11.77 k shares	0.23	Common equity	Long	USA
Mitsubishi UFJ Financial Group, Inc.	1.29 mm	110.70 k shares	0.22	Common equity	Long	Japan
NBIX Neurocrine Biosciences, Inc.	1.29 mm	9.46 k shares	0.22	Common equity	Long	USA
Trend Micro, Inc.	1.29 mm	23.90 k shares	0.22	Common equity	Long	Japan
TXRH Texas Roadhouse, Inc.	1.28 mm	7.11 k shares	0.22	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	1.27 mm	32.80 k shares	0.22	Common equity	Long	Japan
Invesco Ltd.	1.25 mm	71.73 k shares	0.21	Common equity	Long	Bermuda
TPR Tapestry, Inc.	1.24 mm	19.06 k shares	0.21	Common equity	Long	USA
MMM 3M Company	1.24 mm	9.58 k shares	0.21	Common equity	Long	USA
NatWest Group plc	1.22 mm	243.15 k shares	0.21	Common equity	Long	UK
BP plc	1.21 mm	244.63 k shares	0.20	Common equity	Long	UK
NTRA Natera, Inc.	1.20 mm	7.59 k shares	0.20	Common equity	Long	USA
ORCL Oracle Corporation	1.19 mm	7.17 k shares	0.20	Common equity	Long	USA
GWRE Guidewire Software, Inc.	1.19 mm	7.07 k shares	0.20	Common equity	Long	USA
TechnipFMC plc	1.18 mm	40.90 k shares	0.20	Common equity	Long	UK
SHOP Shopify Inc.	1.15 mm	10.84 k shares	0.19	Common equity	Long	Canada
Zalando SE	1.14 mm	34.21 k shares	0.19	Common equity	Long	Germany
Swiss Re AG	1.13 mm	7.80 k shares	0.19	Common equity	Long	Switzerland
Grab Holdings Ltd., Class A	1.13 mm	239.31 k shares	0.19	Common equity	Long	Cayman Islands
Deutsche Bank AG (Registered)	1.12 mm	64.82 k shares	0.19	Common equity	Long	Germany
Commerzbank AG	1.12 mm	68.00 k shares	0.19	Common equity	Long	Germany
Gates Industrial Corp. plc	1.09 mm	53.13 k shares	0.18	Common equity	Long	UK
GDDY GoDaddy Inc.	1.09 mm	5.53 k shares	0.18	Common equity	Long	USA
NTNX Nutanix, Inc.	1.09 mm	17.76 k shares	0.18	Common equity	Long	USA
PM Philip Morris International Inc.	1.08 mm	9.00 k shares	0.18	Common equity	Long	USA
Tokyo Electron Ltd.	1.08 mm	7.20 k shares	0.18	Common equity	Long	Japan
SNOW Snowflake Inc.	1.08 mm	6.97 k shares	0.18	Common equity	Long	USA
HWM Howmet Aerospace Inc.	1.07 mm	9.83 k shares	0.18	Common equity	Long	USA
Honda Motor Co. Ltd.	1.07 mm	112.50 k shares	0.18	Common equity	Long	Japan
Axis Capital Holdings Ltd.	1.07 mm	12.03 k shares	0.18	Common equity	Long	Bermuda
GSK plc	1.06 mm	62.66 k shares	0.18	Common equity	Long	UK
MRVL Marvell Technology, Inc.	1.05 mm	9.54 k shares	0.18	Common equity	Long	USA
Mizuho Financial Group, Inc.	1.04 mm	42.40 k shares	0.17	Common equity	Long	Japan
Banco Santander SA	1.02 mm	220.76 k shares	0.17	Common equity	Long	Spain
AMAT Applied Materials, Inc.	1.00 mm	6.17 k shares	0.17	Common equity	Long	USA
Cie de Saint-Gobain SA	992.59 k	11.17 k shares	0.17	Common equity	Long	France
PINS Pinterest, Inc.	991.97 k	34.21 k shares	0.17	Common equity	Long	USA
HAS Hasbro, Inc.	989.22 k	17.69 k shares	0.17	Common equity	Long	USA
Cigna Holding Co	975.88 k	3.53 k shares	0.16	Common equity	Long	USA
Eaton Corp. plc	971.38 k	2.93 k shares	0.16	Common equity	Long	Ireland
APPF AppFolio, Inc.	966.65 k	3.92 k shares	0.16	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	964.87 k	8.93 k shares	0.16	Common equity	Long	USA
TMUS T-Mobile US, Inc.	953.77 k	4.32 k shares	0.16	Common equity	Long	USA
UBER Uber Technologies, Inc.	953.18 k	15.80 k shares	0.16	Common equity	Long	USA
Barclays plc	944.90 k	282.46 k shares	0.16	Common equity	Long	UK
TOL Toll Brothers, Inc.	941.48 k	7.48 k shares	0.16	Common equity	Long	USA
UniCredit SpA	939.09 k	23.45 k shares	0.16	Common equity	Long	Italy
MEDP Medpace Holdings, Inc.	930.24 k	2.80 k shares	0.16	Common equity	Long	USA
NN Group NV	930.04 k	21.33 k shares	0.16	Common equity	Long	Netherlands
SU Suncor Energy Inc.	927.04 k	25.97 k shares	0.16	Common equity	Long	Canada
JB Hi-Fi Ltd.	888.32 k	15.53 k shares	0.15	Common equity	Long	Australia
INCY Incyte Corporation	880.99 k	12.76 k shares	0.15	Common equity	Long	USA
CCL Carnival Corporation & plc	875.39 k	35.13 k shares	0.15	Common equity	Long	Panama
Nomura Holdings, Inc.	866.21 k	149.30 k shares	0.15	Common equity	Long	Japan
Socionext, Inc.	859.22 k	55.00 k shares	0.15	Common equity	Long	Japan
FHN First Horizon Corporation	853.15 k	42.36 k shares	0.14	Common equity	Long	USA
ALNY Alnylam Pharmaceuticals, Inc.	849.70 k	3.61 k shares	0.14	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	833.69 k	14.74 k shares	0.14	Common equity	Long	USA
HSBC Holdings plc	828.78 k	84.37 k shares	0.14	Common equity	Long	UK
INSP Inspire Medical Systems, Inc.	823.83 k	4.44 k shares	0.14	Common equity	Long	USA
Pro Medicus Ltd.	821.02 k	5.32 k shares	0.14	Common equity	Long	Australia
TRU TransUnion	818.63 k	8.83 k shares	0.14	Common equity	Long	USA
ROST Ross Stores, Inc.	818.52 k	5.41 k shares	0.14	Common equity	Long	USA
CRM Salesforce, Inc.	815.10 k	2.44 k shares	0.14	Common equity	Long	USA
CCK Crown Holdings, Inc.	797.79 k	9.65 k shares	0.13	Common equity	Long	USA
MPC Marathon Petroleum Corporation	794.03 k	5.69 k shares	0.13	Common equity	Long	USA
MOH Molina Healthcare, Inc.	793.40 k	2.73 k shares	0.13	Common equity	Long	USA
MTZ MasTec, Inc.	785.80 k	5.77 k shares	0.13	Common equity	Long	USA
FLS Flowserve Corporation	785.55 k	13.66 k shares	0.13	Common equity	Long	USA
French Republic	770.18 k	799.13 k principal	0.13	Debt	Long	France
Sony Group Corp.	769.26 k	36.50 k shares	0.13	Common equity	Long	Japan
Xero Ltd.	767.05 k	7.37 k shares	0.13	Common equity	Long	New Zealand
GTLB GitLab Inc.	766.59 k	13.60 k shares	0.13	Common equity	Long	USA
VLO Valero Energy Corporation	746.33 k	6.09 k shares	0.13	Common equity	Long	USA
TWLO Twilio Inc.	745.21 k	6.90 k shares	0.13	Common equity	Long	USA
Chubb Ltd.	728.88 k	2.64 k shares	0.12	Common equity	Long	Switzerland
HPE Hewlett Packard Enterprise Company	728.63 k	34.13 k shares	0.12	Common equity	Long	USA
RMD ResMed Inc.	724.03 k	3.17 k shares	0.12	Common equity	Long	USA
JPM JPMorgan Chase & Co.	723.21 k	3.02 k shares	0.12	Common equity	Long	USA
SNAP Snap Inc.	715.77 k	66.46 k shares	0.12	Common equity	Long	USA
CSCO Cisco Systems, Inc.	706.14 k	11.93 k shares	0.12	Common equity	Long	USA
FRFHF Fairfax Financial Holdings Limited	705.42 k	507.00 shares	0.12	Common equity	Long	Canada
WING Wingstop Inc.	700.84 k	2.47 k shares	0.12	Common equity	Long	USA
Cocoa	693.06 k	15.00 contracts	0.12	Commodity derivative	N/A	USA
THC Tenet Healthcare Corporation	688.71 k	5.46 k shares	0.12	Common equity	Long	USA
USS Co. Ltd.	685.76 k	79.00 k shares	0.12	Common equity	Long	Japan
Blackrock, Inc.	682.72 k	666.00 shares	0.12	Common equity	Long	USA
Persol Holdings Co. Ltd.	681.16 k	454.70 k shares	0.12	Common equity	Long	Japan
COKE Coca-Cola Consolidated, Inc.	677.87 k	538.00 shares	0.11	Common equity	Long	USA
Banca Monte dei Paschi di Siena SpA	675.02 k	95.23 k shares	0.11	Common equity	Long	Italy
AIG American International Group, Inc.	662.84 k	9.11 k shares	0.11	Common equity	Long	USA
AMD Advanced Micro Devices, Inc.	654.32 k	5.42 k shares	0.11	Common equity	Long	USA
FIS Fidelity National Information Services, Inc.	652.22 k	8.07 k shares	0.11	Common equity	Long	USA
Marks & Spencer Group plc	647.92 k	138.35 k shares	0.11	Common equity	Long	UK
MCK McKesson Corporation	646.85 k	1.14 k shares	0.11	Common equity	Long	USA
BURL Burlington Stores, Inc.	645.38 k	2.26 k shares	0.11	Common equity	Long	USA
SE Sea Limited	640.74 k	6.04 k shares	0.11	Common equity	Long	Cayman Islands
Bank OZK	628.50 k	14.11 k shares	0.11	Common equity	Long	USA
SYF Synchrony Financial	628.23 k	9.66 k shares	0.11	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	625.06 k	1.47 k shares	0.11	Common equity	Long	USA
Westpac Banking Corp.	624.28 k	31.28 k shares	0.11	Common equity	Long	Australia
OC Owens Corning	617.92 k	3.63 k shares	0.10	Common equity	Long	USA
Japan Post Bank Co. Ltd.	612.47 k	64.80 k shares	0.10	Common equity	Long	Japan
Coffee 'C'	611.18 k	40.00 contracts	0.10	Commodity derivative	N/A	USA
EXEL Exelixis, Inc.	609.32 k	18.30 k shares	0.10	Common equity	Long	USA
Logitech International SA (Registered)	608.70 k	7.37 k shares	0.10	Common equity	Long	Switzerland
GEV GE Vernova Inc.	597.01 k	1.82 k shares	0.10	Common equity	Long	USA
LME Copper Base Metal	588.88 k	-67.00 contracts	0.10	Commodity derivative	N/A	UK
Alstom SA	585.61 k	26.25 k shares	0.10	Common equity	Long	France
CAH Cardinal Health, Inc.	585.44 k	4.95 k shares	0.10	Common equity	Long	USA
TRMB Trimble Inc.	584.36 k	8.27 k shares	0.10	Common equity	Long	USA
NOW ServiceNow, Inc.	584.13 k	551.00 shares	0.10	Common equity	Long	USA
PATH UiPath Inc.	583.99 k	45.95 k shares	0.10	Common equity	Long	USA
Garmin Ltd.	583.72 k	2.83 k shares	0.10	Common equity	Long	Switzerland