Holdings of AQR Multi-Asset Fund
AQR Funds ·514 declared positions · as of Mar 31, 2026
Original filing · Net assets 2.3B $ · Ten largest lines: 19.3 % of the equity sleeve
Sector breakdown
- Technology 22.6 %
- Financials 11.1 %
- Industrials 8.4 %
- Consumer discretionary 7.8 %
- Health care 7.7 %
- Communication 4.9 %
- Energy 3.8 %
- Materials 2.6 %
- Consumer staples 2.4 %
- Utilities 1.1 %
- Unattributed 27.5 %
Titelia classification, company by company. The unattributed share stays visible.
Currency breakdown
- USD 70.6 %
- EUR 10.0 %
- JPY 7.0 %
- CAD 3.3 %
- AUD 2.7 %
- GBP 2.7 %
- CHF 2.0 %
- SEK 0.7 %
- DKK 0.6 %
- NOK 0.2 %
- SGD 0.1 %
- HKD 0.1 %
The quoted currency of each line, as declared.
Country breakdown
- US 69.3 %
- JP 7.0 %
- GB 3.5 %
- CA 3.2 %
- FR 3.1 %
- DE 3.0 %
- AU 2.7 %
- CH 2.0 %
- NL 1.6 %
- IT 1.0 %
- ES 1.0 %
- SE 0.7 %
- Other countries 2.0 %
Shares computed on the equity sleeve.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | US | 291 | 798.8M $ | 69.28 % |
| 2 | JP | 62 | 80.4M $ | 6.97 % |
| 3 | GB | 22 | 40.9M $ | 3.54 % |
| 4 | CA | 23 | 36.9M $ | 3.20 % |
| 5 | FR | 19 | 35.7M $ | 3.09 % |
| 6 | DE | 16 | 34.1M $ | 2.96 % |
| 7 | AU | 15 | 31.7M $ | 2.75 % |
| 8 | CH | 10 | 23.5M $ | 2.04 % |
| 9 | NL | 9 | 18.6M $ | 1.61 % |
| 10 | IT | 8 | 11.2M $ | 0.97 % |
| 11 | ES | 9 | 11.2M $ | 0.97 % |
| 12 | SE | 5 | 7.6M $ | 0.66 % |
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 401 | American International Group Inc | 4,921 | 370.3K $ | 0.02 % |
| 402 | Electrolux AB | 57,783 | 366.8K $ | 0.02 % |
| 403 | Owens Corning | 3,385 | 366.3K $ | 0.02 % |
| 404 | IMPERIAL OIL LTD | 2,771 | 363K $ | 0.02 % |
| 405 | Skyworks Solutions Inc | 6,760 | 362K $ | 0.02 % |
| 406 | State Street Corp | 2,835 | 358.8K $ | 0.02 % |
| 407 | Helvetia Baloise Holding AG | 1,356 | 350.9K $ | 0.02 % |
| 408 | Trend Micro Inc/Japan | 10,300 | 343.4K $ | 0.01 % |
| 409 | American Express Co | 1,121 | 339.1K $ | 0.01 % |
| 410 | Northern Trust Corp | 2,322 | 324.1K $ | 0.01 % |
| 411 | Sea Ltd | 3,836 | 317.7K $ | 0.01 % |
| 412 | Chipotle Mexican Grill Inc | 9,855 | 315.5K $ | 0.01 % |
| 413 | Target Corp | 2,582 | 312.9K $ | 0.01 % |
| 414 | Banca Monte dei Paschi di Siena SpA | 35,859 | 312.9K $ | 0.01 % |
| 415 | Texas Capital Bancshares Inc | 3,285 | 311.7K $ | 0.01 % |
| 416 | Standard Chartered PLC | 14,883 | 310.2K $ | 0.01 % |
| 417 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 491 | 310.1K $ | 0.01 % |
| 418 | ISS A/S | 8,435 | 307.2K $ | 0.01 % |
| 419 | Svenska Handelsbanken AB | 23,221 | 306.1K $ | 0.01 % |
| 420 | SEB SA | 5,843 | 301.9K $ | 0.01 % |
| 421 | SiteOne Landscape Supply Inc | 2,262 | 301.1K $ | 0.01 % |
| 422 | Techtronic Industries Co Ltd | 22,500 | 298.8K $ | 0.01 % |
| 423 | Air France-KLM | 29,038 | 294.3K $ | 0.01 % |
| 424 | Dassault Aviation SA | 775 | 288.5K $ | 0.01 % |
| 425 | Sumitomo Corp | 7,700 | 288.1K $ | 0.01 % |
| 426 | Renesas Electronics Corp | 19,800 | 283.1K $ | 0.01 % |
| 427 | MetLife Inc | 3,967 | 280.5K $ | 0.01 % |
| 428 | Idemitsu Kosan Co Ltd | 28,400 | 278.8K $ | 0.01 % |
| 429 | Boston Beer Co Inc/The | 1,195 | 275.3K $ | 0.01 % |
| 430 | Coeur Mining Inc | 14,469 | 270.5K $ | 0.01 % |
| 431 | Rexel SA | 6,810 | 269.9K $ | 0.01 % |
| 432 | Phillips 66 | 1,461 | 266.2K $ | 0.01 % |
| 433 | Shimizu Corp. | 14,800 | 265.5K $ | 0.01 % |
| 434 | Shimamura Co Ltd | 12,600 | 263.8K $ | 0.01 % |
| 435 | Trimble Inc | 4,040 | 263.5K $ | 0.01 % |
| 436 | Credo Technology Group Holding Ltd | 2,797 | 262.6K $ | 0.01 % |
| 437 | Mastercard Inc | 519 | 259.3K $ | 0.01 % |
| 438 | Swedbank AB | 7,430 | 253.2K $ | 0.01 % |
| 439 | Truist Financial Corp | 5,366 | 246.7K $ | 0.01 % |
| 440 | Woodward Inc | 683 | 244.5K $ | 0.01 % |
| 441 | Arrow Electronics Inc | 1,676 | 240.4K $ | 0.01 % |
| 442 | Daiichi Sankyo Co Ltd | 13,300 | 237.9K $ | 0.01 % |
| 443 | Toyota Tsusho Corp | 6,100 | 236.4K $ | 0.01 % |
| 444 | Nippon Steel Corp. | 62,000 | 228.6K $ | 0.01 % |
| 445 | Hasbro Inc | 2,365 | 221.4K $ | 0.01 % |
| 446 | Fiserv Inc | 3,900 | 217.6K $ | 0.01 % |
| 447 | Popular Inc | 1,585 | 212.7K $ | 0.01 % |
| 448 | Daiichi Life Group, Inc. | 22,900 | 211.2K $ | 0.01 % |
| 449 | AbbVie Inc | 954 | 207.5K $ | 0.01 % |
| 450 | Vestas Wind Systems A/S | 6,865 | 207.1K $ | 0.01 % |
| 451 | NIKE Inc | 3,695 | 195.2K $ | 0.01 % |
| 452 | Concentrix Corp | 7,047 | 192.8K $ | 0.01 % |
| 453 | Argenx SE | 263 | 190.9K $ | 0.01 % |
| 454 | Unicaja Banco SA | 63,088 | 187.2K $ | 0.01 % |
| 455 | WESCO International Inc | 673 | 184.1K $ | 0.01 % |
| 456 | Aegon Ltd | 24,940 | 182.4K $ | 0.01 % |
| 457 | Elevance Health Inc | 622 | 182.1K $ | 0.01 % |
| 458 | Wheaton Precious Metals Corp | 1,181 | 155K $ | 0.01 % |
| 459 | Sandoz Group AG | 1,932 | 151.4K $ | 0.01 % |
| 460 | Sprouts Farmers Market Inc | 1,874 | 144.5K $ | 0.01 % |
| 461 | Computershare Ltd | 7,186 | 141.7K $ | 0.01 % |
| 462 | Kingfisher PLC | 37,209 | 141.5K $ | 0.01 % |
| 463 | Fresenius Medical Care AG | 3,104 | 140.7K $ | 0.01 % |
| 464 | Chord Energy Corp | 969 | 137.8K $ | 0.01 % |
| 465 | Mosaic Co/The | 5,392 | 137.5K $ | 0.01 % |
| 466 | ING Groep NV | 5,135 | 133.3K $ | 0.01 % |
| 467 | Wolters Kluwer NV | 1,771 | 132.3K $ | 0.01 % |
| 468 | CaixaBank SA | 10,984 | 131.7K $ | 0.01 % |
| 469 | AGL Energy Ltd. | 19,177 | 131.3K $ | 0.01 % |
| 470 | Subsea 7 SA | 4,230 | 131K $ | 0.01 % |
| 471 | MSCI Inc | 243 | 131K $ | 0.01 % |
| 472 | Fuji Electric Co Ltd | 1,700 | 119.1K $ | 0.01 % |
| 473 | Repsol SA | 4,167 | 117.3K $ | 0.01 % |
| 474 | Marubeni Corp | 3,200 | 117.1K $ | 0.01 % |
| 475 | SS&C Technologies Holdings Inc | 1,732 | 117K $ | 0.01 % |
| 476 | Fluidra SA | 5,023 | 116.5K $ | 0.01 % |
| 477 | Holcim AG | 1,393 | 115.1K $ | 0.01 % |
| 478 | Entain PLC | 15,317 | 115.1K $ | 0.01 % |
| 479 | TFI International Inc | 1,055 | 114.8K $ | 0.01 % |
| 480 | Bankinter SA | 7,224 | 114.4K $ | 0.01 % |
| 481 | Alcoa Corp | 1,706 | 113.2K $ | 0.00 % |
| 482 | Scout24 SE | 1,458 | 112.5K $ | 0.00 % |
| 483 | WH Group Ltd | 82,500 | 108.4K $ | 0.00 % |
| 484 | Crown Holdings Inc | 1,057 | 106K $ | 0.00 % |
| 485 | PACCAR Inc | 905 | 104.5K $ | 0.00 % |
| 486 | Yokogawa Electric Corp | 3,300 | 102K $ | 0.00 % |
| 487 | MINEBEA MITSUMI Inc | 6,000 | 99.6K $ | 0.00 % |
| 488 | Verizon Communications Inc | 1,958 | 98.3K $ | 0.00 % |
| 489 | CK Hutchison Holdings Ltd | 12,500 | 96K $ | 0.00 % |
| 490 | TE Connectivity PLC | 454 | 94.9K $ | 0.00 % |
| 491 | ASM International NV | 124 | 94K $ | 0.00 % |
| 492 | Daimler Truck Holding AG | 1,897 | 93.4K $ | 0.00 % |
| 493 | Arch Capital Group Ltd | 967 | 92.8K $ | 0.00 % |
| 494 | Banco BPM SpA | 6,640 | 92.4K $ | 0.00 % |
| 495 | CNO Financial Group Inc | 2,242 | 92.1K $ | 0.00 % |
| 496 | Dollar Tree Inc | 838 | 91.8K $ | 0.00 % |
| 497 | Federated Hermes Inc | 1,604 | 91K $ | 0.00 % |
| 498 | Hong Kong Exchanges & Clearing Ltd | 1,800 | 90.8K $ | 0.00 % |
| 499 | MGIC Investment Corp | 3,451 | 90.6K $ | 0.00 % |
| 500 | Acerinox SA | 6,478 | 90.6K $ | 0.00 % |