Holdings of AQR Managed Futures Strategy Fund
ISIN US00203H8593
AQR Funds · Original filing · Compare with another fund · Report an error
- Net assets
- 3.2B $ including 2.7B $ in equities, 83.6 %
- Positions
- 721 in 22 countries
- Top ten
- 5.5 % of net assets
- Filed on
- Jun 30, 2026
Portfolio shape
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 1 | Intel Corp | 143,128 | 20M $ | 0.62 % |
| 2 | Fortinet Inc | 126,160 | 19.4M $ | 0.60 % |
| 3 | INTERNATIONAL BUSINESS MACHINES CORP | 68,592 | 19.3M $ | 0.60 % |
| 4 | BNP Paribas SA | 156,372 | 18.3M $ | 0.57 % |
| 5 | Novartis AG | 110,478 | 17.3M $ | 0.54 % |
| 6 | Centene Corp | 263,783 | 16.9M $ | 0.53 % |
| 7 | VeriSign Inc | 66,161 | 16.6M $ | 0.52 % |
| 8 | Bristol-Myers Squibb Co | 281,880 | 16.2M $ | 0.51 % |
| 9 | Colgate-Palmolive Co | 176,895 | 16.2M $ | 0.51 % |
| 10 | CATERPILLAR INC | 15,014 | 16M $ | 0.50 % |
| 11 | Nutanix Inc | 306,137 | 15.6M $ | 0.49 % |
| 12 | Murata Manufacturing Co Ltd | 211,500 | 15.2M $ | 0.47 % |
| 13 | SEAGATE TECHNOLOGY HOLDINGS PLC | 15,720 | 15.2M $ | 0.47 % |
| 14 | Owens Corning | 94,153 | 15M $ | 0.47 % |
| 15 | Micron Technology Inc | 12,527 | 14.5M $ | 0.45 % |
| 16 | FedEx Corp | 45,388 | 14.2M $ | 0.44 % |
| 17 | TEXAS ROADHOUSE INC | 72,882 | 14.1M $ | 0.44 % |
| 18 | COMFORT SYSTEMS USA INC | 6,990 | 13.9M $ | 0.43 % |
| 19 | Edison International | 171,043 | 12.7M $ | 0.40 % |
| 20 | Amkor Technology Inc | 146,947 | 12.7M $ | 0.40 % |
| 21 | Deutsche Bank AG | 369,615 | 12.5M $ | 0.39 % |
| 22 | Costco Wholesale Corp | 13,305 | 12.4M $ | 0.39 % |
| 23 | TotalEnergies SE | 158,345 | 12.2M $ | 0.38 % |
| 24 | Travelers Cos Inc/The | 35,854 | 11.8M $ | 0.37 % |
| 25 | ABB Ltd | 107,942 | 11.7M $ | 0.37 % |
| 26 | ROBLOX Corp | 213,875 | 11.6M $ | 0.36 % |
| 27 | Iridium Communications Inc | 211,066 | 11.6M $ | 0.36 % |
| 28 | Landstar System Inc | 55,305 | 11.4M $ | 0.36 % |
| 29 | UBS Group AG | 226,340 | 11.2M $ | 0.35 % |
| 30 | Molina Healthcare Inc | 48,408 | 11.1M $ | 0.35 % |
| 31 | JB Hunt Transport Services Inc | 37,758 | 10.9M $ | 0.34 % |
| 32 | ZOOM COMMUNICATIONS INC | 126,237 | 10.9M $ | 0.34 % |
| 33 | Cummins Inc | 15,165 | 10.8M $ | 0.34 % |
| 34 | Societe Generale SA | 121,452 | 10.7M $ | 0.34 % |
| 35 | PANASONIC HOLDINGS CORP | 380,000 | 10.7M $ | 0.33 % |
| 36 | Booz Allen Hamilton Holding Corp | 175,318 | 10.6M $ | 0.33 % |
| 37 | Sanofi SA | 121,464 | 10.4M $ | 0.32 % |
| 38 | Enel SpA | 904,150 | 10.4M $ | 0.32 % |
| 39 | ASML Holding NV | 5,233 | 10.4M $ | 0.32 % |
| 40 | Target Corp | 78,725 | 10.3M $ | 0.32 % |
| 41 | Isetan Mitsukoshi Holdings Ltd | 399,100 | 10.2M $ | 0.32 % |
| 42 | Sumitomo Mitsui Trust Group Inc | 270,200 | 10.1M $ | 0.31 % |
| 43 | BHP Group Ltd | 240,254 | 10M $ | 0.31 % |
| 44 | International Paper Co | 262,374 | 10M $ | 0.31 % |
| 45 | Alexandria Real Estate Equities Inc | 187,614 | 9.9M $ | 0.31 % |
| 46 | Macy's Inc | 414,696 | 9.8M $ | 0.30 % |
| 47 | Arrow Electronics Inc | 45,125 | 9.6M $ | 0.30 % |
| 48 | Celestica Inc | 26,245 | 9.6M $ | 0.30 % |
| 49 | Chubb Ltd | 27,723 | 9.4M $ | 0.29 % |
| 50 | Ross Stores Inc | 44,309 | 9.4M $ | 0.29 % |
| 51 | Wartsila OYJ Abp | 244,503 | 9.3M $ | 0.29 % |
| 52 | 3M Co | 57,215 | 9.3M $ | 0.29 % |
| 53 | Credit Agricole SA | 459,838 | 9.2M $ | 0.29 % |
| 54 | GLOBALFOUNDRIES INC | 111,595 | 9.2M $ | 0.29 % |
| 55 | General Electric Co | 24,501 | 9.2M $ | 0.29 % |
| 56 | Chubu Electric Power Co Inc | 482,100 | 9.1M $ | 0.28 % |
| 57 | Illumina Inc | 51,589 | 9.1M $ | 0.28 % |
| 58 | Carrefour SA | 487,771 | 9.1M $ | 0.28 % |
| 59 | TJX Cos Inc/The | 59,470 | 9M $ | 0.28 % |
| 60 | Kioxia Holdings Corp | 15,400 | 9M $ | 0.28 % |
| 61 | Bank of New York Mellon Corp/The | 61,252 | 8.9M $ | 0.28 % |
| 62 | BARCLAYS PLC | 1,316,407 | 8.8M $ | 0.28 % |
| 63 | Lockheed Martin Corp | 17,286 | 8.8M $ | 0.27 % |
| 64 | Zurich Insurance Group AG | 11,667 | 8.6M $ | 0.27 % |
| 65 | Knight-Swift Transportation Holdings Inc | 110,468 | 8.6M $ | 0.27 % |
| 66 | Merck & Co Inc | 66,274 | 8.5M $ | 0.27 % |
| 67 | International Consolidated Airlines Group SA | 1,335,506 | 8.5M $ | 0.26 % |
| 68 | Kirin Holdings Co Ltd | 490,100 | 8.5M $ | 0.26 % |
| 69 | Abercrombie & Fitch Co | 93,812 | 8.4M $ | 0.26 % |
| 70 | STMicroelectronics NV | 113,001 | 8.4M $ | 0.26 % |
| 71 | Avnet Inc | 93,016 | 8.3M $ | 0.26 % |
| 72 | Siemens Energy AG | 42,584 | 8.1M $ | 0.25 % |
| 73 | NTT Inc | 9,056,500 | 8.1M $ | 0.25 % |
| 74 | Pro Medicus Ltd | 55,386 | 7.8M $ | 0.24 % |
| 75 | Science Applications International Corp | 70,845 | 7.8M $ | 0.24 % |
| 76 | PG&E Corp | 464,135 | 7.8M $ | 0.24 % |
| 77 | Lineage Inc | 179,430 | 7.8M $ | 0.24 % |
| 78 | DENTSPLY SIRONA Inc | 730,474 | 7.8M $ | 0.24 % |
| 79 | Commvault Systems Inc | 53,774 | 7.6M $ | 0.24 % |
| 80 | Pandora A/S | 65,986 | 7.6M $ | 0.24 % |
| 81 | Rubrik Inc | 94,088 | 7.6M $ | 0.24 % |
| 82 | Mueller Industries Inc | 61,166 | 7.5M $ | 0.23 % |
| 83 | State Street Corp | 44,295 | 7.5M $ | 0.23 % |
| 84 | Astellas Pharma Inc | 557,100 | 7.5M $ | 0.23 % |
| 85 | CBRE Group Inc | 55,028 | 7.4M $ | 0.23 % |
| 86 | Sumitomo Electric Industries Ltd | 399,200 | 7.4M $ | 0.23 % |
| 87 | APPLIED INDUSTRIAL TECHNOLOGIES INC | 21,772 | 7.4M $ | 0.23 % |
| 88 | Masco Corp | 89,940 | 7.3M $ | 0.23 % |
| 89 | Vornado Realty Trust | 185,112 | 7.3M $ | 0.23 % |
| 90 | Sony Financial Group Inc | 8,342,100 | 7.3M $ | 0.23 % |
| 91 | Ultragenyx Pharmaceutical Inc | 217,581 | 7.3M $ | 0.23 % |
| 92 | Veeva Systems Inc | 40,928 | 7.3M $ | 0.23 % |
| 93 | SAIA INC | 17,164 | 7.2M $ | 0.23 % |
| 94 | DOCUSIGN INC | 161,454 | 7.2M $ | 0.22 % |
| 95 | NN Group NV | 81,232 | 7.1M $ | 0.22 % |
| 96 | Freeport-McMoRan Inc | 112,764 | 7.1M $ | 0.22 % |
| 97 | Whirlpool Corp | 178,912 | 7.1M $ | 0.22 % |
| 98 | WESCO International Inc | 20,411 | 7.1M $ | 0.22 % |
| 99 | Philip Morris International Inc | 38,966 | 7M $ | 0.22 % |
| 100 | Aegon Ltd | 824,271 | 7M $ | 0.22 % |
Sector breakdown
- Financials 7.6 %
- Industrials 7.1 %
- Technology 6.9 %
- Health care 4.2 %
- Consumer discretionary 2.7 %
- Materials 2.7 %
- Utilities 2.5 %
- Consumer staples 2.4 %
- Energy 1.6 %
- Communication 0.9 %
- Real estate 0.6 %
- Unattributed 60.7 %
Titelia assigns each company to a sector, one by one. The unassigned share stays visible, under "Unattributed".
Currency breakdown
- USD 63.1 %
- EUR 12.5 %
- JPY 12.2 %
- CHF 2.5 %
- CAD 2.4 %
- GBP 2.2 %
- AUD 1.6 %
- SEK 1.4 %
- DKK 0.9 %
- NOK 0.6 %
- SGD 0.4 %
- HKD 0.2 %
Each line is counted in its quoted currency, as the fund declares it.
Country breakdown
- United States 61.2 %
- Japan 12.2 %
- France 3.5 %
- Switzerland 2.8 %
- United Kingdom 2.7 %
- Germany 2.7 %
- Canada 2.3 %
- Italy 2.2 %
- Netherlands 1.8 %
- Australia 1.6 %
- Sweden 1.4 %
- Denmark 0.9 %
- Other countries 4.6 %
Shares are computed on the fund's equities only.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | United States | 398 | 1.6B $ | 61.21 % |
| 2 | Japan | 93 | 327.7M $ | 12.23 % |
| 3 | France | 20 | 93.8M $ | 3.50 % |
| 4 | Switzerland | 15 | 74.9M $ | 2.80 % |
| 5 | United Kingdom | 26 | 72.8M $ | 2.72 % |
| 6 | Germany | 23 | 72.7M $ | 2.71 % |
| 7 | Canada | 33 | 60.9M $ | 2.27 % |
| 8 | Italy | 16 | 58.8M $ | 2.20 % |
| 9 | Netherlands | 14 | 47.8M $ | 1.78 % |
| 10 | Australia | 16 | 42.8M $ | 1.60 % |
| 11 | Sweden | 10 | 38M $ | 1.42 % |
| 12 | Denmark | 8 | 25.2M $ | 0.94 % |
Cite this page
Titelia. "Holdings of AQR Managed Futures Strategy Fund". https://titelia.com/en/funds/S000027214