QMFNX Holdings — AQR MS Fusion Fund
Data updated: 2026-08-27
QMFNX holds 4,540 securities. The top 10 make up 68.9% of net assets, led by Limited Purpose Cash Investment Fund (39.05%) and U.S. Treasury Bills (16.51%). Funds & ETFs (59.8%) and Government Bonds (36.0%) are the largest sectors, and 177.3% of the portfolio is in United States. Debt holdings: 1 position, 0.3% of assets.
Holdings cover 66.35% of net asset value (86.29% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
QMFNX Portfolio Holdings
4,540 holdings of AQR MS Fusion Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 4,540.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | Funds & ETFs | 39.05% | $9.32M |
| U.S. Treasury Bills | — | Government Bonds | 16.51% | $3.94M |
| U.S. Treasury Bills | — | Government Bonds | 2.85% | $680.36K |
| U.S. Treasury Bills | — | Government Bonds | 2.52% | $601.84K |
| U.S. Treasury Bills | — | Government Bonds | 1.99% | $475.29K |
| Murata Manufacturing Co. Ltd. | — | Information Technology | 1.26% | $301.50K |
| Micron Technology, Inc. | MU | Information Technology | 1.24% | $295.50K |
| Panasonic Holdings Corp. | — | Information Technology | 1.17% | $278.52K |
| Comfort Systems USA, Inc. | FIX | Industrials | 1.15% | $275.49K |
| Edison International | EIX | Utilities | 1.13% | $269.73K |
| Allianz SE (Registered) | — | Financials | 1.10% | $262.23K |
| PNC Financial Services Group, Inc. (The) | PNC | Financials | 1.07% | $255.08K |
| PG&E Corp. | PCG | Utilities | 1.01% | $241.79K |
| Novartis AG (Registered) | NVSEF | Health Care | 1.00% | $239.13K |
| Siemens Energy AG | — | Industrials | 0.90% | $214.66K |
| Isetan Mitsukoshi Holdings Ltd. | — | Consumer Discretionary | 0.87% | $206.89K |
| Chubb Ltd. | CB | Financials | 0.86% | $204.44K |
| adidas AG | — | Consumer Discretionary | 0.83% | $198.87K |
| Wells Fargo & Co. | WFC | Financials | 0.83% | $198.67K |
| S&P 500 Micro E-Mini Index | — | Unknown | 0.81% | $193.91K |
| Mizuho Financial Group, Inc. | MZHOF | Financials | 0.80% | $192.12K |
| FedEx Corp. | FDX | Industrials | 0.80% | $190.38K |
| Rolls-Royce Holdings plc | — | Industrials | 0.80% | $190.26K |
| JB Hunt Transport Services, Inc. | JBHT | Industrials | 0.80% | $190.16K |
| Western Digital Corp. | WDC | Information Technology | 0.77% | $182.67K |
| Seagate Technology Holdings plc | STX | Information Technology | 0.76% | $181.42K |
| Equinix, Inc. | EQIX | Real Estate | 0.75% | $178.25K |
| Capital One Financial Corp. | COF | Financials | 0.74% | $175.54K |
| TJX Cos., Inc. (The) | TJX | Consumer Discretionary | 0.73% | $174.83K |
| Philip Morris International, Inc. | PM | Consumer Staples | 0.73% | $173.31K |
| Sanofi SA | SNYNF | Health Care | 0.73% | $173.14K |
| Illinois Tool Works, Inc. | ITW | Industrials | 0.73% | $173.10K |
| ASM International NV | — | Information Technology | 0.72% | $172.50K |
| TechnipFMC plc | FTI | Energy | 0.71% | $170.66K |
| Barclays plc | BCLYF | Financials | 0.71% | $168.84K |
| Airbnb, Inc., Class A | ABNB | Consumer Discretionary | 0.70% | $167.57K |
| Zurich Insurance Group AG | — | Financials | 0.70% | $167.16K |
| Bristol-Myers Squibb Co. | BMY | Health Care | 0.69% | $164.91K |
| Fortinet, Inc. | FTNT | Information Technology | 0.69% | $163.76K |
| Japan Post Bank Co. Ltd. | — | Financials | 0.69% | $163.68K |
| DTE Energy Co. | DTE | Utilities | 0.68% | $161.51K |
| Microsoft Corp. | MSFT | Information Technology | 0.67% | $158.91K |
| T-Mobile US, Inc. | TMUS | Communication Services | 0.67% | $158.84K |
| Suncor Energy, Inc. | SU | Energy | 0.66% | $158.28K |
| American Water Works Co., Inc. | AWK | Utilities | 0.65% | $155.13K |
| Compass Group plc | — | Consumer Discretionary | 0.65% | $155.02K |
| VeriSign, Inc. | VRSN | Information Technology | 0.65% | $154.21K |
| Carrefour SA | — | Consumer Staples | 0.65% | $154.18K |
| Deutsche Bank AG (Registered) | DB | Financials | 0.64% | $153.42K |
| Tyson Foods, Inc., Class A | TSN | Consumer Staples | 0.64% | $151.60K |
| Veeva Systems, Inc., Class A | VEEV | Health Care | 0.64% | $151.56K |
| General Motors Co. | GM | Consumer Discretionary | 0.63% | $150.69K |
| ABB Ltd. (Registered) | ABLZF | Industrials | 0.63% | $150.33K |
| Nestle SA (Registered) | — | Consumer Staples | 0.63% | $149.64K |
| Atmos Energy Corp. | ATO | Utilities | 0.63% | $149.36K |
| Roche Holding AG | — | Health Care | 0.62% | $148.40K |
| Safran SA | — | Industrials | 0.61% | $146.60K |
| Centene Corp. | CNC | Health Care | 0.61% | $145.97K |
| Tokyo Electron Ltd. | — | Information Technology | 0.61% | $145.46K |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | — | Funds & ETFs | 0.60% | $142.89K |
| Celestica, Inc. | CLS | Information Technology | 0.59% | $141.87K |
| Colgate-Palmolive Co. | CL | Consumer Staples | 0.59% | $140.91K |
| Merck & Co., Inc. | MRK | Health Care | 0.58% | $139.42K |
| Freeport-McMoRan, Inc. | FCX | Materials | 0.58% | $139.36K |
| Owens Corning | OC | Materials | 0.58% | $139.25K |
| Unilever plc | UNLYF | Consumer Staples | 0.58% | $139.18K |
| Conagra Brands, Inc. | CAG | Consumer Staples | 0.58% | $138.83K |
| Molina Healthcare, Inc. | MOH | Health Care | 0.58% | $138.36K |
| Incyte Corp. | INCY | Health Care | 0.58% | $137.73K |
| ConocoPhillips | COP | Energy | 0.58% | $137.33K |
| TotalEnergies SE | TTE | Energy | 0.57% | $137.18K |
| SoftBank Corp. | — | Communication Services | 0.57% | $134.97K |
| Consolidated Edison, Inc. | ED | Utilities | 0.56% | $134.75K |
| Resona Holdings, Inc. | — | Financials | 0.56% | $134.29K |
| Hilton Worldwide Holdings, Inc. | HLT | Consumer Discretionary | 0.56% | $133.51K |
| Nippon Yusen KK | — | Industrials | 0.56% | $132.61K |
| Societe Generale SA | — | Financials | 0.56% | $132.50K |
| Eversource Energy | ES | Utilities | 0.55% | $132.25K |
| Citizens Financial Group, Inc. | CFG | Financials | 0.55% | $131.80K |
| FactSet Research Systems, Inc. | FDS | Information Technology | 0.55% | $131.38K |
| Shin-Etsu Chemical Co. Ltd. | — | Materials | 0.55% | $130.77K |
| Astellas Pharma, Inc. | — | Health Care | 0.54% | $129.75K |
| Agilent Technologies, Inc. | A | Health Care | 0.54% | $127.92K |
| Obic Co. Ltd. | — | Information Technology | 0.53% | $126.82K |
| TD SYNNEX Corp. | SNX | Information Technology | 0.53% | $126.72K |
| General Mills, Inc. | GIS | Consumer Staples | 0.53% | $126.32K |
| Smurfit Westrock plc | SW | Materials | 0.53% | $126.20K |
| Lockheed Martin Corp. | LMT | Industrials | 0.53% | $125.84K |
| EOG Resources, Inc. | EOG | Energy | 0.52% | $125.06K |
| Bank of Nova Scotia (The) | BNS | Financials | 0.52% | $124.90K |
| ASML Holding NV | ASMLF | Information Technology | 0.52% | $124.75K |
| Copart, Inc. | CPRT | Industrials | 0.52% | $124.71K |
| Kuehne + Nagel International AG (Registered) | — | Industrials | 0.52% | $124.48K |
| Telefonaktiebolaget LM Ericsson, Class B | ERIXF | Information Technology | 0.52% | $124.06K |
| Ventas, Inc. | VTR | Real Estate | 0.52% | $123.25K |
| Acuity, Inc. | AYI | Industrials | 0.51% | $122.79K |
| Kirin Holdings Co. Ltd. | — | Consumer Staples | 0.51% | $122.45K |
| Snowflake, Inc., Class A | SNOW | Information Technology | 0.51% | $122.41K |
| Blackrock, Inc. | BLK | Financials | 0.51% | $121.16K |
| Canadian National Railway Co. | CNR | Energy | 0.50% | $120.41K |
QMFNX Sector Allocation
AQR MS Fusion Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Funds & ETFs | 59.8% | 2 |
| Government Bonds | 36.0% | 4 |
| Information Technology | 10.5% | 222 |
| Health Care | 2.7% | 153 |
| Energy | 1.6% | 64 |
| Financials | 1.1% | 279 |
| Utilities | 0.8% | 80 |
| Materials | 0.3% | 153 |
| Cash & Currency | 0.2% | 13 |
| Index | 0.1% | 13 |
| Commodities | -0.0% | 20 |
| Consumer Discretionary | -0.4% | 201 |
| Real Estate | -2.5% | 71 |
| Industrials | -3.2% | 369 |
| Consumer Staples | -4.5% | 117 |
| Communication Services | -4.6% | 70 |
| Unknown | 2.1% | 2709 |
QMFNX Country Allocation
Where AQR MS Fusion Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 177.3% |
| Japan | 26.9% |
| United Kingdom | 8.0% |
| Switzerland | 7.5% |
| Canada | 7.1% |
| Germany | 6.2% |
| France | 6.1% |
| Australia | 4.7% |
| Ireland | 3.6% |
| Italy | 2.9% |
| Netherlands | 2.8% |
| Spain | 2.5% |
| Sweden | 2.4% |
| Bermuda | 2.2% |
| Denmark | 1.9% |
QMFNX Portfolio Allocation
Asset-class allocation of AQR MS Fusion Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 201.5% |
| Cash & Equivalents | 63.9% |
| Derivatives | 1.4% |
| Other | 0.2% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.