AQR Multi-Asset Fund

Fund Profile

Fund profile

Tickers

AQRNX, AQRIX, AQRRX

Fund manager

AQR Funds

Total assets

$164.56 mm

Liabilities

$22.32 mm

Net assets

$142.24 mm

Number of holdings

1.93 k

Top 200 of 1933 Holdings

As of Sep 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	27.30 mm	27.32 mm shares	19.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.83 mm	6.86 mm principal	4.80	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.05 mm	6.07 mm principal	4.25	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.03 mm	6.13 mm principal	4.24	Short-term investment vehicle	Long	USA
French Republic	2.62 mm	2.20 mm principal	1.84	Debt	Long	France
AAPL Apple Inc	2.41 mm	17.45 k shares	1.69	Common equity	Long	USA
MSFT Microsoft Corporation	2.30 mm	9.86 k shares	1.61	Common equity	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund	2.28 mm	2.28 mm shares	1.60	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation Linked Notes	2.22 mm	2.40 mm principal	1.56	Debt	Long	USA
Federal Republic of Germany	2.05 mm	1.70 mm principal	1.44	Debt	Long	Germany
U.S. Treasury Inflation Linked Notes	1.93 mm	2.00 mm principal	1.36	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.79 mm	1.80 mm principal	1.26	Debt	Long	USA
U.S. Treasury Inflation Linked Notes	1.73 mm	1.70 mm principal	1.22	Debt	Long	USA
French Republic	1.60 mm	1.50 mm principal	1.13	Debt	Long	France
S&P 500 E-Mini Index	1.49 mm	-78.00 contracts	1.05	Equity derivative	N/A	USA
U.S. Treasury Bills	1.36 mm	1.38 mm principal	0.96	Short-term investment vehicle	Long	USA
AMZN Amazon.com Inc.	1.24 mm	10.93 k shares	0.87	Common equity	Long	USA
Shell plc	1.20 mm	48.53 k shares	0.85	Common equity	Long	UK
U.S. Treasury Bills	1.18 mm	1.18 mm principal	0.83	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.12 mm	1.13 mm principal	0.78	Short-term investment vehicle	Long	USA
French Republic	1.07 mm	806.45 k principal	0.76	Debt	Long	France
TSLA Tesla Inc	1.07 mm	4.04 k shares	0.75	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	1.06 mm	600.00 k principal	0.74	Debt	Long	UK
U.S. Treasury Bills	1.04 mm	1.05 mm principal	0.73	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.04 mm	1.05 mm principal	0.73	Short-term investment vehicle	Long	USA
Novartis AG (Registered)	1.01 mm	13.23 k shares	0.71	Common equity	Long	Switzerland
United Kingdom Gilt Inflation Linked	982.88 k	500.00 k principal	0.69	Debt	Long	UK
CVS CVS Health Corp	953.80 k	10.00 k shares	0.67	Common equity	Long	USA
META Meta Platforms Inc	864.42 k	6.37 k shares	0.61	Common equity	Long	USA
SU Suncor Energy, Inc.	838.38 k	29.77 k shares	0.59	Common equity	Long	Canada
GOOG Alphabet Inc	769.79 k	8.05 k shares	0.54	Common equity	Long	USA
Federal Republic of Germany	767.90 k	700.00 k principal	0.54	Debt	Long	Germany
U.S. Treasury Bills	755.09 k	756.00 k principal	0.53	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	711.78 k	713.00 k principal	0.50	Short-term investment vehicle	Long	USA
GOOG Alphabet Inc	694.97 k	7.23 k shares	0.49	Common equity	Long	USA
GILD Gilead Sciences, Inc.	679.82 k	11.02 k shares	0.48	Common equity	Long	USA
AP Moller - Maersk A/S, Class B	659.65 k	363.00 shares	0.46	Common equity	Long	Denmark
C Citigroup Inc	651.01 k	15.62 k shares	0.46	Common equity	Long	USA
SSAB AB, Class B	647.46 k	151.93 k shares	0.46	Common equity	Long	Sweden
JPM JPMorgan Chase & Co.	633.79 k	6.07 k shares	0.45	Common equity	Long	USA
Repsol SA	630.27 k	54.85 k shares	0.44	Common equity	Long	Spain
XOM Exxon Mobil Corp.	615.01 k	7.04 k shares	0.43	Common equity	Long	USA
BHP Group Ltd.	598.26 k	24.07 k shares	0.42	Common equity	Long	Australia
WFG West Fraser Timber Co., Ltd.	572.30 k	7.91 k shares	0.40	Common equity	Long	Canada
EXPE Expedia Group Inc	552.86 k	5.90 k shares	0.39	Common equity	Long	USA
WFC Wells Fargo & Co.	547.31 k	13.61 k shares	0.38	Common equity	Long	USA
PFE Pfizer Inc.	529.58 k	12.10 k shares	0.37	Common equity	Long	USA
BKNG Booking Holdings Inc	524.18 k	319.00 shares	0.37	Common equity	Long	USA
Bayerische Motoren Werke AG	523.31 k	7.72 k shares	0.37	Common equity	Long	Germany
LyondellBasell Industries NV, Class A	515.67 k	6.85 k shares	0.36	Common equity	Long	Netherlands
Nippon Steel Corp.	477.41 k	34.40 k shares	0.34	Common equity	Long	Japan
Stellantis NV	469.04 k	39.71 k shares	0.33	Common equity	Long	Netherlands
TXT Textron Inc.	468.06 k	8.03 k shares	0.33	Common equity	Long	USA
GM General Motors Company	451.60 k	14.07 k shares	0.32	Common equity	Long	USA
AIG American International Group Inc	442.13 k	9.31 k shares	0.31	Common equity	Long	USA
ArcelorMittal SA	429.47 k	21.58 k shares	0.30	Common equity	Long	Luxembourg
BRK.A Berkshire Hathaway Inc.	425.10 k	1.59 k shares	0.30	Common equity	Long	USA
IMO Imperial Oil Ltd.	408.00 k	9.42 k shares	0.29	Common equity	Long	Canada
CSCO Cisco Systems, Inc.	398.28 k	9.96 k shares	0.28	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	397.13 k	300.00 k principal	0.28	Debt	Long	UK
U.S. Treasury Bills	390.67 k	394.00 k principal	0.27	Short-term investment vehicle	Long	USA
TSN Tyson Foods, Inc.	389.58 k	5.91 k shares	0.27	Common equity	Long	USA
Dai-ichi Life Holdings, Inc.	378.43 k	23.80 k shares	0.27	Common equity	Long	Japan
MSCI MSCI Inc	355.28 k	1.29 k shares	0.25	Common equity	Long	USA
AN Autonation Inc.	354.61 k	3.48 k shares	0.25	Common equity	Long	USA
APA APA Corporation	351.58 k	10.28 k shares	0.25	Common equity	Long	USA
IBM International Business Machines Corp.	347.53 k	1.57 k shares	0.24	Common equity	Long	USA
MFC Manulife Financial Corp.	343.43 k	21.88 k shares	0.24	Common equity	Long	Canada
TotalEnergies SE	343.09 k	7.31 k shares	0.24	Common equity	Long	France
LNC Lincoln National Corp.	340.35 k	7.75 k shares	0.24	Common equity	Long	USA
CRM Salesforce Inc	337.45 k	2.35 k shares	0.24	Common equity	Long	USA
Banco Santander SA	330.25 k	141.93 k shares	0.23	Common equity	Long	Spain
DAX Index	326.29 k	-15.00 contracts	0.23	Equity derivative	N/A	Germany
MOS Mosaic Company	324.29 k	6.71 k shares	0.23	Common equity	Long	USA
MRK Merck & Co Inc	324.24 k	3.77 k shares	0.23	Common equity	Long	USA
KHC Kraft Heinz Co	323.26 k	9.69 k shares	0.23	Common equity	Long	USA
Mizuho Financial Group, Inc.	321.49 k	29.70 k shares	0.23	Common equity	Long	Japan
BlueScope Steel Ltd.	317.74 k	32.72 k shares	0.22	Common equity	Long	Australia
ALSN Allison Transmission Holdings Inc	316.33 k	9.37 k shares	0.22	Common equity	Long	USA
BP plc	315.80 k	66.09 k shares	0.22	Common equity	Long	UK
Cie de Saint-Gobain	309.36 k	8.65 k shares	0.22	Common equity	Long	France
LMT Lockheed Martin Corp.	305.17 k	790.00 shares	0.21	Common equity	Long	USA
INTC Intel Corp.	305.01 k	11.84 k shares	0.21	Common equity	Long	USA
ACIW ACI Worldwide Inc	301.27 k	14.42 k shares	0.21	Common equity	Long	USA
RNG RingCentral Inc.	288.63 k	7.22 k shares	0.20	Common equity	Long	USA
CNO CNO Financial Group Inc	284.55 k	15.84 k shares	0.20	Common equity	Long	USA
WTI Crude Oil	281.18 k	-22.00 contracts	0.20	Commodity derivative	N/A	USA
EOG EOG Resources, Inc.	278.32 k	2.49 k shares	0.20	Common equity	Long	USA
NRG NRG Energy Inc.	275.70 k	7.20 k shares	0.19	Common equity	Long	USA
QCOM Qualcomm, Inc.	273.75 k	2.42 k shares	0.19	Common equity	Long	USA
IT Gartner, Inc.	273.65 k	989.00 shares	0.19	Common equity	Long	USA
United Kingdom Gilt Inflation Linked	273.56 k	200.00 k principal	0.19	Debt	Long	UK
United Kingdom Gilt Inflation Linked	273.56 k	200.00 k principal	0.19	Debt	Long	UK
Japan Post Insurance Co. Ltd.	273.12 k	19.50 k shares	0.19	Common equity	Long	Japan
U.S. Treasury 5 Year Note	271.44 k	-128.00 contracts	0.19	Interest rate derivative	N/A	USA
ONEX Onex Corp	267.64 k	5.84 k shares	0.19	Common equity	Long	Canada
Cleveland Electric Illuminating Co	265.11 k	7.17 k shares	0.19	Common equity	Long	USA
KO Coca-Cola Co	265.03 k	4.73 k shares	0.19	Common equity	Long	USA
JFE Holdings, Inc.	263.71 k	28.40 k shares	0.19	Common equity	Long	Japan
OC Owens Corning	261.54 k	3.33 k shares	0.18	Common equity	Long	USA
TECK Teck Resources Ltd	259.81 k	8.54 k shares	0.18	Common equity	Long	Canada
Deutsche Bank AG (Registered)	255.90 k	34.56 k shares	0.18	Common equity	Long	Germany
JB Hi-Fi Ltd.	254.32 k	10.51 k shares	0.18	Common equity	Long	Australia
UniCredit SpA	254.08 k	25.10 k shares	0.18	Common equity	Long	Italy
TOL Toll Brothers Inc.	253.64 k	6.04 k shares	0.18	Common equity	Long	USA
HAL Halliburton Co.	253.46 k	10.30 k shares	0.18	Common equity	Long	USA
MRO Marathon Oil Corporation	253.05 k	11.21 k shares	0.18	Common equity	Long	USA
VTRS Viatris Inc	246.48 k	28.93 k shares	0.17	Common equity	Long	USA
Mazda Motor Corp.	246.35 k	37.10 k shares	0.17	Common equity	Long	Japan
MAN ManpowerGroup	245.56 k	3.80 k shares	0.17	Common equity	Long	USA
WDAY Workday Inc	241.73 k	1.59 k shares	0.17	Common equity	Long	USA
Japan Post Holdings Co. Ltd.	237.85 k	35.90 k shares	0.17	Common equity	Long	Japan
MTN Vail Resorts Inc.	234.40 k	1.09 k shares	0.16	Common equity	Long	USA
SLB SLB	232.02 k	6.46 k shares	0.16	Common equity	Long	Curaçao
FRFHF Fairfax Financial Holdings LTD/ Can	231.56 k	507.00 shares	0.16	Common equity	Long	Canada
ABT Abbott Laboratories	229.32 k	2.37 k shares	0.16	Common equity	Long	USA
PDCE PDC Energy Inc	227.35 k	3.93 k shares	0.16	Common equity	Long	USA
Medtronic plc	225.94 k	2.80 k shares	0.16	Common equity	Long	Ireland
WRKCo Inc.	225.31 k	7.29 k shares	0.16	Common equity	Long	USA
BASF SE	225.24 k	5.87 k shares	0.16	Common equity	Long	Germany
THC Tenet Healthcare Corp.	224.37 k	4.35 k shares	0.16	Common equity	Long	USA
Unipol Gruppo SpA	221.23 k	56.96 k shares	0.16	Common equity	Long	Italy
Barclays plc	219.93 k	138.22 k shares	0.15	Common equity	Long	UK
Cigna Holding Co	219.48 k	791.00 shares	0.15	Common equity	Long	USA
SITC International Holdings Co. Ltd.	218.24 k	119.00 k shares	0.15	Common equity	Long	Cayman Islands
STLD Steel Dynamics Inc.	217.25 k	3.06 k shares	0.15	Common equity	Long	USA
TNL Travel+Leisure Co	210.73 k	6.18 k shares	0.15	Common equity	Long	USA
SSNC SS&C Technologies Holdings Inc	210.53 k	4.41 k shares	0.15	Common equity	Long	USA
CK Hutchison Holdings Ltd.	206.48 k	37.50 k shares	0.15	Common equity	Long	Cayman Islands
ELV Elevance Health Inc	206.22 k	454.00 shares	0.14	Common equity	Long	USA
OCI NV	204.29 k	5.58 k shares	0.14	Common equity	Long	Netherlands
VIRT Virtu Financial Inc	202.99 k	9.77 k shares	0.14	Common equity	Long	USA
Bayer AG (Registered)	201.21 k	4.37 k shares	0.14	Common equity	Long	Germany
MAT Mattel, Inc.	200.23 k	10.57 k shares	0.14	Common equity	Long	USA
BMY Bristol-Myers Squibb Co.	199.62 k	2.81 k shares	0.14	Common equity	Long	USA
Aegon NV	191.76 k	48.24 k shares	0.13	Common equity	Long	Netherlands
WTFC Wintrust Financial Corp.	190.75 k	2.34 k shares	0.13	Common equity	Long	USA
AROW Arrow Financial Corp.	189.82 k	2.06 k shares	0.13	Common equity	Long	USA
VLO Valero Energy Corp.	188.70 k	1.77 k shares	0.13	Common equity	Long	USA
Forward Foreign Currency Contract Citibank	188.35 k	1.00 contracts	0.13	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	188.34 k	1.00 contracts	0.13	DFE	N/A	N/A
Roche Holding AG	187.51 k	576.00 shares	0.13	Common equity	Long	Switzerland
South32 Ltd.	187.46 k	78.97 k shares	0.13	Common equity	Long	Australia
Amsterdam Exchange Index	187.15 k	-21.00 contracts	0.13	Equity derivative	N/A	UK
ULTA Ulta Beauty Inc	184.15 k	459.00 shares	0.13	Common equity	Long	USA
Long Gilt	183.86 k	-22.00 contracts	0.13	Interest rate derivative	N/A	UK
F Ford Motor Co.	182.04 k	16.25 k shares	0.13	Common equity	Long	USA
DDOG Datadog Inc	182.00 k	2.05 k shares	0.13	Common equity	Long	USA
Svenska Handelsbanken AB, Class A	181.90 k	22.16 k shares	0.13	Common equity	Long	Sweden
Total Return Swap Merrill Lynch International	181.89 k	-2.56 mm principal	0.13	Equity derivative	N/A	USA
CMCSA Comcast Corp	181.00 k	6.17 k shares	0.13	Common equity	Long	USA
Nippon Yusen KK	178.23 k	10.50 k shares	0.13	Common equity	Long	Japan
PVH PVH Corp	178.04 k	3.97 k shares	0.13	Common equity	Long	USA
CRI Carters Inc	176.35 k	7.56 k shares	0.12	Common equity	Long	USA
HUN Huntsman Corp	175.61 k	7.16 k shares	0.12	Common equity	Long	USA
LME Aluminum Base Metal	171.90 k	-38.00 contracts	0.12	Commodity derivative	N/A	UK
GPN Global Payments, Inc.	171.69 k	1.59 k shares	0.12	Common equity	Long	USA
Tokyo Electric Power Co. Holdings, Inc.	171.66 k	53.70 k shares	0.12	Common equity	Long	Japan
BIIB Biogen Inc	171.15 k	641.00 shares	0.12	Common equity	Long	USA
Sun Hung Kai Properties Ltd.	171.06 k	15.50 k shares	0.12	Common equity	Long	Hong Kong
DXC DXC Technology Co	170.70 k	6.97 k shares	0.12	Common equity	Long	USA
PSX Phillips 66	170.16 k	2.11 k shares	0.12	Common equity	Long	USA
PHM PulteGroup Inc	169.35 k	4.52 k shares	0.12	Common equity	Long	USA
SMTC Semtech Corp.	168.81 k	5.74 k shares	0.12	Common equity	Long	USA
OVV Ovintiv Inc	167.90 k	3.65 k shares	0.12	Common equity	Long	USA
Telefonaktiebolaget LM Ericsson, Class B	166.77 k	28.53 k shares	0.12	Common equity	Long	Sweden
Aurizon Holdings Ltd.	166.60 k	75.33 k shares	0.12	Common equity	Long	Australia
Nissan Motor Co. Ltd.	166.29 k	51.60 k shares	0.12	Common equity	Long	Japan
Forward Foreign Currency Contract Citibank	165.99 k	1.00 contracts	0.12	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	165.99 k	1.00 contracts	0.12	DFE	N/A	N/A
U.S. Treasury Bills	163.67 k	166.00 k principal	0.12	Short-term investment vehicle	Long	USA
DFS Discover Financial Services	163.57 k	1.80 k shares	0.11	Common equity	Long	USA
HD Home Depot, Inc.	163.36 k	592.00 shares	0.11	Common equity	Long	USA
Broadcom Pte. Ltd.	162.51 k	366.00 shares	0.11	Common equity	Long	USA
HUBS HubSpot Inc	161.26 k	597.00 shares	0.11	Common equity	Long	USA
BPOP Popular Inc.	160.62 k	2.23 k shares	0.11	Common equity	Long	Puerto Rico
BAC Bank Of America Corp.	158.64 k	5.25 k shares	0.11	Common equity	Long	USA
MPC Marathon Petroleum Corp	158.53 k	1.60 k shares	0.11	Common equity	Long	USA
BWXT BWX Technologies Inc	158.36 k	3.14 k shares	0.11	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corp.	156.98 k	2.73 k shares	0.11	Common equity	Long	USA
Chubb Ltd.	156.05 k	858.00 shares	0.11	Common equity	Long	Switzerland
CF CF Industries Holdings Inc	155.16 k	1.61 k shares	0.11	Common equity	Long	USA
COF Capital One Financial Corp.	155.12 k	1.68 k shares	0.11	Common equity	Long	USA
Leonardo SpA	154.78 k	21.86 k shares	0.11	Common equity	Long	Italy
BLDR Builders Firstsource Inc	151.37 k	2.57 k shares	0.11	Common equity	Long	USA
NAVI Navient Corp	151.26 k	10.30 k shares	0.11	Common equity	Long	USA
CVX Chevron Corp.	150.57 k	1.05 k shares	0.11	Common equity	Long	USA
Aviva plc	148.54 k	34.63 k shares	0.10	Common equity	Long	UK
CFG Citizens Financial Group Inc	148.06 k	4.31 k shares	0.10	Common equity	Long	USA
GS Goldman Sachs Group, Inc.	147.70 k	504.00 shares	0.10	Common equity	Long	USA
MUR Murphy Oil Corp.	145.96 k	4.15 k shares	0.10	Common equity	Long	USA
NFLX Netflix Inc.	144.80 k	615.00 shares	0.10	Common equity	Long	USA
MA Mastercard Incorporated	142.17 k	500.00 shares	0.10	Common equity	Long	USA
STMicroelectronics NV	141.59 k	4.56 k shares	0.10	Common equity	Long	Netherlands
AMKR AMKOR Technology Inc.	141.05 k	8.27 k shares	0.10	Common equity	Long	USA
Hino Motors Ltd.	140.16 k	33.90 k shares	0.10	Common equity	Long	Japan
WDC Western Digital Corp.	140.13 k	4.31 k shares	0.10	Common equity	Long	USA
FULT Fulton Financial Corp.	139.42 k	8.82 k shares	0.10	Common equity	Long	USA
Corn	138.22 k	45.00 contracts	0.10	Commodity derivative	N/A	USA
Acerinox SA	137.34 k	17.27 k shares	0.10	Common equity	Long	Spain