AQR Equity Market Neutral Fund

Fund Profile

Fund profile

Tickers

QMNIX, QMNNX, QMNRX

Fund manager

AQR Funds

Total assets

$2.34 bn

Liabilities

$1.50 bn

Net assets

$837.90 mm

Number of holdings

1.78 k

Top 200 of 1784 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	385.33 mm	385.41 mm shares	45.99	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	57.79 mm	59.02 mm principal	6.90	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.93 mm	49.93 mm principal	5.96	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	35.42 mm	36.12 mm principal	4.23	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	34.01 mm	34.49 mm principal	4.06	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	26.85 mm	27.09 mm principal	3.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.49 mm	24.73 mm principal	2.92	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	23.18 mm	23.46 mm principal	2.77	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	21.03 mm	21.31 mm principal	2.51	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.49 mm	19.60 mm principal	2.33	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.34 mm	15.47 mm principal	1.83	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	13.09 mm	13.16 mm principal	1.56	Short-term investment vehicle	Long	USA
AAPL Apple Inc.	11.62 mm	46.42 k shares	1.39	Common equity	Long	USA
U.S. Treasury Bills	10.79 mm	10.92 mm principal	1.29	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.46 mm	9.50 mm principal	1.13	Short-term investment vehicle	Long	USA
CNC Centene Corporation	8.78 mm	144.97 k shares	1.05	Common equity	Long	USA
FTNT Fortinet, Inc.	8.07 mm	85.41 k shares	0.96	Common equity	Long	USA
MMM 3M Company	7.98 mm	61.82 k shares	0.95	Common equity	Long	USA
XEL Xcel Energy Inc.	7.66 mm	113.42 k shares	0.91	Common equity	Long	USA
Zurich Insurance Group AG	7.40 mm	12.44 k shares	0.88	Common equity	Long	Switzerland
U.S. Treasury Bills	7.33 mm	7.35 mm principal	0.87	Short-term investment vehicle	Long	USA
BKNG Booking Holdings Inc.	7.16 mm	1.44 k shares	0.86	Common equity	Long	USA
CME CME Group Inc.	7.10 mm	30.59 k shares	0.85	Common equity	Long	USA
CMCSA Comcast Corporation	7.07 mm	188.44 k shares	0.84	Common equity	Long	USA
BP plc	7.01 mm	1.42 mm shares	0.84	Common equity	Long	UK
WMT Walmart Inc.	6.90 mm	76.40 k shares	0.82	Common equity	Long	USA
RL Ralph Lauren Corporation	6.87 mm	29.73 k shares	0.82	Common equity	Long	USA
Novartis AG (Registered)	6.78 mm	69.61 k shares	0.81	Common equity	Long	Switzerland
ALK Alaska Air Group, Inc.	6.73 mm	103.90 k shares	0.80	Common equity	Long	USA
WEN The Wendy's Company	6.53 mm	400.84 k shares	0.78	Common equity	Long	USA
BAC Bank of America Corporation	6.50 mm	147.87 k shares	0.78	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	6.42 mm	146.77 k shares	0.77	Common equity	Long	USA
PFE Pfizer Inc.	6.35 mm	239.27 k shares	0.76	Common equity	Long	USA
HLT Hilton Worldwide Holdings Inc.	6.31 mm	25.52 k shares	0.75	Common equity	Long	USA
VRSN VeriSign, Inc.	6.23 mm	30.11 k shares	0.74	Common equity	Long	USA
Square Enix Holdings Co. Ltd.	6.21 mm	159.80 k shares	0.74	Common equity	Long	Japan
MO Altria Group, Inc.	6.19 mm	118.29 k shares	0.74	Common equity	Long	USA
ABNB Airbnb, Inc.	6.13 mm	46.67 k shares	0.73	Common equity	Long	USA
KDDI Corp.	6.07 mm	190.70 k shares	0.72	Common equity	Long	Japan
TPR Tapestry, Inc.	6.04 mm	92.38 k shares	0.72	Common equity	Long	USA
T AT&T Inc.	5.84 mm	256.34 k shares	0.70	Common equity	Long	USA
Zalando SE	5.75 mm	171.86 k shares	0.69	Common equity	Long	Germany
DAL Delta Air Lines, Inc.	5.69 mm	94.02 k shares	0.68	Common equity	Long	USA
Mitsubishi UFJ Financial Group, Inc.	5.62 mm	481.30 k shares	0.67	Common equity	Long	Japan
Orange SA	5.57 mm	557.99 k shares	0.66	Common equity	Long	France
PSA Public Storage	5.39 mm	18.01 k shares	0.64	Common equity	Long	USA
Pro Medicus Ltd.	5.39 mm	34.88 k shares	0.64	Common equity	Long	Australia
Poste Italiane SpA	5.34 mm	377.26 k shares	0.64	Common equity	Long	Italy
C Citigroup Inc.	5.25 mm	74.58 k shares	0.63	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	5.24 mm	61.37 k shares	0.63	Common equity	Long	USA
TXRH Texas Roadhouse, Inc.	5.15 mm	28.55 k shares	0.61	Common equity	Long	USA
AP Moller - Maersk A/S, Class B	5.10 mm	3.07 k shares	0.61	Common equity	Long	Denmark
Ryohin Keikaku Co. Ltd.	5.05 mm	221.80 k shares	0.60	Common equity	Long	Japan
GM General Motors Company	5.05 mm	94.77 k shares	0.60	Common equity	Long	USA
Engie SA	4.82 mm	303.62 k shares	0.57	Common equity	Long	France
USS Co. Ltd.	4.78 mm	550.10 k shares	0.57	Common equity	Long	Japan
ADBE Adobe Inc.	4.76 mm	10.70 k shares	0.57	Common equity	Long	USA
Japan Post Bank Co. Ltd.	4.70 mm	497.10 k shares	0.56	Common equity	Long	Japan
U.S. Treasury Bills	4.69 mm	4.70 mm principal	0.56	Short-term investment vehicle	Long	USA
Panasonic Holdings Corp.	4.69 mm	458.60 k shares	0.56	Common equity	Long	Japan
Logitech International SA (Registered)	4.65 mm	56.30 k shares	0.55	Common equity	Long	Switzerland
HUBS HubSpot, Inc.	4.65 mm	6.67 k shares	0.55	Common equity	Long	USA
easyJet plc	4.63 mm	662.17 k shares	0.55	Common equity	Long	UK
VAC Marriott Vacations Worldwide Corporation	4.60 mm	51.28 k shares	0.55	Common equity	Long	USA
Trend Micro, Inc.	4.59 mm	85.20 k shares	0.55	Common equity	Long	Japan
CRH plc	4.59 mm	49.60 k shares	0.55	Common equity	Long	Ireland
DTE DTE Energy Company	4.58 mm	37.89 k shares	0.55	Common equity	Long	USA
HOOD Robinhood Markets, Inc.	4.56 mm	122.30 k shares	0.54	Common equity	Long	USA
Westpac Banking Corp.	4.55 mm	227.82 k shares	0.54	Common equity	Long	Australia
Invesco Ltd.	4.54 mm	259.54 k shares	0.54	Common equity	Long	Bermuda
Sony Group Corp.	4.52 mm	214.50 k shares	0.54	Common equity	Long	Japan
TRMB Trimble Inc.	4.50 mm	63.66 k shares	0.54	Common equity	Long	USA
Rolls-Royce Holdings plc	4.49 mm	633.26 k shares	0.54	Common equity	Long	UK
FLS Flowserve Corporation	4.47 mm	77.77 k shares	0.53	Common equity	Long	USA
HWM Howmet Aerospace Inc.	4.39 mm	40.18 k shares	0.52	Common equity	Long	USA
Medtronic plc	4.39 mm	55.00 k shares	0.52	Common equity	Long	Ireland
CL Colgate-Palmolive Company	4.34 mm	47.76 k shares	0.52	Common equity	Long	USA
GE General Electric Company	4.31 mm	25.86 k shares	0.51	Common equity	Long	USA
MAN ManpowerGroup Inc.	4.31 mm	74.74 k shares	0.51	Common equity	Long	USA
Takeda Pharmaceutical Co. Ltd.	4.30 mm	162.30 k shares	0.51	Common equity	Long	Japan
PKG Packaging Corporation of America	4.29 mm	19.04 k shares	0.51	Common equity	Long	USA
FIS Fidelity National Information Services, Inc.	4.28 mm	53.00 k shares	0.51	Common equity	Long	USA
MRK Merck & Co., Inc.	4.24 mm	42.62 k shares	0.51	Common equity	Long	USA
TEAM Atlassian Corporation	4.21 mm	17.30 k shares	0.50	Common equity	Long	USA
Hermes International SCA	4.20 mm	1.75 k shares	0.50	Common equity	Long	France
WAB Westinghouse Air Brake Technologies Corporation	4.20 mm	22.13 k shares	0.50	Common equity	Long	USA
Electrolux AB, Class B	4.18 mm	504.40 k shares	0.50	Common equity	Long	Sweden
CCK Crown Holdings, Inc.	4.16 mm	50.36 k shares	0.50	Common equity	Long	USA
Aena SME SA	4.16 mm	20.37 k shares	0.50	Common equity	Long	Spain
Societe Generale SA	4.11 mm	146.60 k shares	0.49	Common equity	Long	France
PGR The Progressive Corporation	4.11 mm	17.15 k shares	0.49	Common equity	Long	USA
KMX CarMax, Inc.	4.10 mm	50.16 k shares	0.49	Common equity	Long	USA
Rheinmetall AG	4.09 mm	6.40 k shares	0.49	Common equity	Long	Germany
SAM The Boston Beer Company, Inc.	4.09 mm	13.62 k shares	0.49	Common equity	Long	USA
ITW Illinois Tool Works Inc.	4.06 mm	16.01 k shares	0.48	Common equity	Long	USA
GWRE Guidewire Software, Inc.	4.03 mm	23.90 k shares	0.48	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	4.03 mm	53.12 k shares	0.48	Common equity	Long	USA
BRBR BellRing Brands, Inc.	4.01 mm	53.22 k shares	0.48	Common equity	Long	USA
Banco Santander SA	4.00 mm	865.27 k shares	0.48	Common equity	Long	Spain
Grab Holdings Ltd., Class A	3.96 mm	839.20 k shares	0.47	Common equity	Long	Cayman Islands
BHI BAKER HUGHES a GE Co LLC	3.93 mm	95.80 k shares	0.47	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	3.92 mm	69.33 k shares	0.47	Common equity	Long	USA
NOC Northrop Grumman Corporation	3.90 mm	8.31 k shares	0.47	Common equity	Long	USA
ZS Zscaler, Inc.	3.90 mm	21.60 k shares	0.47	Common equity	Long	USA
UGI UGI Corporation	3.87 mm	137.25 k shares	0.46	Common equity	Long	USA
Nippon Yusen KK	3.86 mm	116.10 k shares	0.46	Common equity	Long	Japan
CINF Cincinnati Financial Corporation	3.83 mm	26.66 k shares	0.46	Common equity	Long	USA
Persol Holdings Co. Ltd.	3.83 mm	2.56 mm shares	0.46	Common equity	Long	Japan
TechnipFMC plc	3.80 mm	131.24 k shares	0.45	Common equity	Long	UK
VRT Vertiv Holdings Co	3.79 mm	33.32 k shares	0.45	Common equity	Long	USA
PPG PPG Industries, Inc.	3.76 mm	31.46 k shares	0.45	Common equity	Long	USA
TCBI Texas Capital Bancshares, Inc.	3.75 mm	47.94 k shares	0.45	Common equity	Long	USA
TAP Molson Coors Beverage Company	3.74 mm	65.31 k shares	0.45	Common equity	Long	USA
COST Costco Wholesale Corporation	3.73 mm	4.07 k shares	0.44	Common equity	Long	USA
Axis Capital Holdings Ltd.	3.72 mm	42.01 k shares	0.44	Common equity	Long	Bermuda
Sumitomo Electric Industries Ltd.	3.71 mm	207.70 k shares	0.44	Common equity	Long	Japan
Aristocrat Leisure Ltd.	3.70 mm	87.57 k shares	0.44	Common equity	Long	Australia
Nordea Bank Abp	3.69 mm	338.37 k shares	0.44	Common equity	Long	Finland
MTZ MasTec, Inc.	3.69 mm	27.10 k shares	0.44	Common equity	Long	USA
Mazda Motor Corp.	3.67 mm	537.80 k shares	0.44	Common equity	Long	Japan
ZM Zoom Video Communications, Inc.	3.65 mm	44.68 k shares	0.44	Common equity	Long	USA
ABT Abbott Laboratories	3.64 mm	32.17 k shares	0.43	Common equity	Long	USA
NatWest Group plc	3.62 mm	721.42 k shares	0.43	Common equity	Long	UK
Otsuka Corp.	3.59 mm	156.90 k shares	0.43	Common equity	Long	Japan
ANF Abercrombie & Fitch Co.	3.52 mm	23.57 k shares	0.42	Common equity	Long	USA
SMAR Smartsheet Inc	3.50 mm	62.51 k shares	0.42	Common equity	Long	USA
RHI Robert Half International Inc.	3.50 mm	49.69 k shares	0.42	Common equity	Long	USA
NTRA Natera, Inc.	3.50 mm	22.09 k shares	0.42	Common equity	Long	USA
APPF AppFolio, Inc.	3.46 mm	14.00 k shares	0.41	Common equity	Long	USA
Shell plc	3.44 mm	110.45 k shares	0.41	Common equity	Long	UK
Nippon Telegraph & Telephone Corp.	3.44 mm	3.44 mm shares	0.41	Common equity	Long	Japan
AMZN Amazon.com, Inc.	3.44 mm	15.67 k shares	0.41	Common equity	Long	USA
PANW Palo Alto Networks, Inc.	3.40 mm	18.69 k shares	0.41	Common equity	Long	USA
NVDA NVIDIA Corporation	3.39 mm	25.27 k shares	0.40	Common equity	Long	USA
MOH Molina Healthcare, Inc.	3.38 mm	11.61 k shares	0.40	Common equity	Long	USA
Barclays plc	3.35 mm	1.00 mm shares	0.40	Common equity	Long	UK
Unipol Gruppo SpA	3.35 mm	268.30 k shares	0.40	Common equity	Long	Italy
MCK McKesson Corporation	3.32 mm	5.82 k shares	0.40	Common equity	Long	USA
Tesco plc	3.31 mm	718.75 k shares	0.39	Common equity	Long	UK
VLY Valley National Bancorp	3.29 mm	363.54 k shares	0.39	Common equity	Long	USA
Shimamura Co. Ltd.	3.29 mm	59.20 k shares	0.39	Common equity	Long	Japan
Hirose Electric Co. Ltd.	3.27 mm	28.00 k shares	0.39	Common equity	Long	Japan
TOL Toll Brothers, Inc.	3.27 mm	25.97 k shares	0.39	Common equity	Long	USA
Garmin Ltd.	3.27 mm	15.84 k shares	0.39	Common equity	Long	Switzerland
PCG PG&E Corporation	3.24 mm	160.54 k shares	0.39	Common equity	Long	USA
NXST Nexstar Media Group, Inc.	3.21 mm	20.34 k shares	0.38	Common equity	Long	USA
RGLD Royal Gold, Inc.	3.21 mm	24.35 k shares	0.38	Common equity	Long	USA
UniCredit SpA	3.21 mm	80.03 k shares	0.38	Common equity	Long	Italy
Makita Corp.	3.21 mm	105.40 k shares	0.38	Common equity	Long	Japan
MRVL Marvell Technology, Inc.	3.20 mm	28.96 k shares	0.38	Common equity	Long	USA
CCL Carnival Corporation & plc	3.20 mm	128.32 k shares	0.38	Common equity	Long	Panama
NIPPON EXPRESS HOLDINGS, Inc.	3.17 mm	209.10 k shares	0.38	Common equity	Long	Japan
JB Hi-Fi Ltd.	3.15 mm	55.14 k shares	0.38	Common equity	Long	Australia
FHI Federated Hermes, Inc.	3.13 mm	76.26 k shares	0.37	Common equity	Long	USA
Pirelli & C SpA	3.12 mm	549.94 k shares	0.37	Common equity	Long	Italy
TRV The Travelers Companies, Inc.	3.12 mm	12.94 k shares	0.37	Common equity	Long	USA
Deutsche Bank AG (Registered)	3.10 mm	179.78 k shares	0.37	Common equity	Long	Germany
GSK plc	3.10 mm	183.80 k shares	0.37	Common equity	Long	UK
HAS Hasbro, Inc.	3.10 mm	55.40 k shares	0.37	Common equity	Long	USA
NGK Insulators Ltd.	3.10 mm	245.20 k shares	0.37	Common equity	Long	Japan
Alstom SA	3.07 mm	137.60 k shares	0.37	Common equity	Long	France
JNJ Johnson & Johnson	3.04 mm	20.99 k shares	0.36	Common equity	Long	USA
Nomura Holdings, Inc.	3.03 mm	522.90 k shares	0.36	Common equity	Long	Japan
MS&AD Insurance Group Holdings, Inc.	3.02 mm	140.00 k shares	0.36	Common equity	Long	Japan
BBY Best Buy Co., Inc.	3.02 mm	35.17 k shares	0.36	Common equity	Long	USA
Danske Bank A/S	3.01 mm	106.33 k shares	0.36	Common equity	Long	Denmark
ROST Ross Stores, Inc.	3.00 mm	19.82 k shares	0.36	Common equity	Long	USA
FHN First Horizon Corporation	3.00 mm	148.82 k shares	0.36	Common equity	Long	USA
HRB H&R Block, Inc.	3.00 mm	56.68 k shares	0.36	Common equity	Long	USA
CRI Carter's, Inc.	2.99 mm	55.18 k shares	0.36	Common equity	Long	USA
Canon, Inc.	2.98 mm	91.80 k shares	0.36	Common equity	Long	Japan
CVLT Commvault Systems, Inc.	2.98 mm	19.72 k shares	0.36	Common equity	Long	USA
LH Laboratory Corporation of America Holdings	2.96 mm	12.90 k shares	0.35	Common equity	Long	USA
AtkinsRealis Group, Inc.	2.96 mm	55.72 k shares	0.35	Common equity	Long	Canada
Sumitomo Mitsui Financial Group, Inc.	2.95 mm	123.10 k shares	0.35	Common equity	Long	Japan
HPE Hewlett Packard Enterprise Company	2.95 mm	138.29 k shares	0.35	Common equity	Long	USA
Eni SpA	2.95 mm	215.58 k shares	0.35	Common equity	Long	Italy
INCY Incyte Corporation	2.92 mm	42.23 k shares	0.35	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	2.91 mm	6.87 k shares	0.35	Common equity	Long	USA
Tokio Marine Holdings, Inc.	2.87 mm	80.10 k shares	0.34	Common equity	Long	Japan
Hitachi Ltd.	2.84 mm	116.10 k shares	0.34	Common equity	Long	Japan
PAG Penske Automotive Group, Inc.	2.84 mm	18.63 k shares	0.34	Common equity	Long	USA
Shionogi & Co. Ltd.	2.84 mm	202.20 k shares	0.34	Common equity	Long	Japan
TWLO Twilio Inc.	2.83 mm	26.22 k shares	0.34	Common equity	Long	USA
Asahi Kasei Corp.	2.83 mm	410.80 k shares	0.34	Common equity	Long	Japan
ABB Ltd. (Registered)	2.82 mm	52.25 k shares	0.34	Common equity	Long	Switzerland
LOPE Grand Canyon Education, Inc.	2.80 mm	17.11 k shares	0.33	Common equity	Long	USA
RBLX Roblox Corporation	2.80 mm	48.36 k shares	0.33	Common equity	Long	USA
EVRG Evergy, Inc.	2.80 mm	45.46 k shares	0.33	Common equity	Long	USA
Chubb Ltd.	2.80 mm	10.12 k shares	0.33	Common equity	Long	Switzerland
NTNX Nutanix, Inc.	2.79 mm	45.65 k shares	0.33	Common equity	Long	USA
Tokyo Electron Ltd.	2.78 mm	18.50 k shares	0.33	Common equity	Long	Japan
NBIX Neurocrine Biosciences, Inc.	2.75 mm	20.14 k shares	0.33	Common equity	Long	USA
CVE Cenovus Energy Inc.	2.75 mm	181.19 k shares	0.33	Common equity	Long	Canada
Prosus NV	2.73 mm	68.65 k shares	0.33	Common equity	Long	Netherlands
Marks & Spencer Group plc	2.73 mm	582.12 k shares	0.33	Common equity	Long	UK
Intermediate Capital Group plc	2.72 mm	105.63 k shares	0.32	Common equity	Long	UK
Socionext, Inc.	2.72 mm	174.10 k shares	0.32	Common equity	Long	Japan
Assured Guaranty Ltd.	2.71 mm	30.16 k shares	0.32	Common equity	Long	Bermuda
Intesa Sanpaolo SpA	2.70 mm	673.78 k shares	0.32	Common equity	Long	Italy