Holdings of AQR Managed Futures Strategy Fund
ISIN US00203H8593
AQR Funds · Original filing · Compare with another fund · Report an error
- Net assets
- 3B $ including 2.8B $ in equities, 93.4 %
- Positions
- 775 in 24 countries
- Top ten
- 5.0 % of net assets
- Filed on
- Mar 31, 2026
Portfolio shape
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 101 | International Consolidated Airlines Group SA | 1,524,404 | 7.2M $ | 0.24 % |
| 102 | Molina Healthcare Inc | 53,741 | 7.2M $ | 0.24 % |
| 103 | Charter Communications, Inc. | 32,701 | 7.1M $ | 0.24 % |
| 104 | Citigroup Inc | 61,512 | 7M $ | 0.23 % |
| 105 | Sprouts Farmers Market Inc | 89,859 | 6.9M $ | 0.23 % |
| 106 | Hewlett Packard Enterprise Co | 290,403 | 6.9M $ | 0.23 % |
| 107 | Landstar System Inc | 43,043 | 6.9M $ | 0.23 % |
| 108 | Barclays PLC | 1,316,407 | 6.9M $ | 0.23 % |
| 109 | Genpact Ltd | 184,168 | 6.9M $ | 0.23 % |
| 110 | Delta Air Lines Inc | 103,077 | 6.9M $ | 0.23 % |
| 111 | Tyson Foods Inc | 105,866 | 6.8M $ | 0.23 % |
| 112 | Amkor Technology Inc | 150,370 | 6.8M $ | 0.23 % |
| 113 | KBC Group NV | 55,301 | 6.8M $ | 0.23 % |
| 114 | UniCredit SpA | 94,139 | 6.8M $ | 0.23 % |
| 115 | Leonardo SpA | 98,890 | 6.7M $ | 0.22 % |
| 116 | Huntsman Corp | 502,322 | 6.7M $ | 0.22 % |
| 117 | Intel Corp | 150,330 | 6.6M $ | 0.22 % |
| 118 | Occidental Petroleum Corp | 101,806 | 6.6M $ | 0.22 % |
| 119 | Philip Morris International Inc. | 39,892 | 6.6M $ | 0.22 % |
| 120 | CarMax Inc | 157,982 | 6.6M $ | 0.22 % |
| 121 | Hasbro Inc | 70,106 | 6.6M $ | 0.22 % |
| 122 | Versant Media Group Inc | 174,913 | 6.5M $ | 0.22 % |
| 123 | Arrow Electronics Inc | 44,918 | 6.4M $ | 0.22 % |
| 124 | Panasonic Holdings Corp. | 380,000 | 6.4M $ | 0.21 % |
| 125 | Reinsurance Group of America Inc | 31,204 | 6.4M $ | 0.21 % |
| 126 | Knight-Swift Transportation Holdings Inc | 110,468 | 6.4M $ | 0.21 % |
| 127 | Illumina Inc | 51,589 | 6.4M $ | 0.21 % |
| 128 | Saia Inc | 17,985 | 6.3M $ | 0.21 % |
| 129 | Everest Group Ltd | 19,325 | 6.3M $ | 0.21 % |
| 130 | Boliden AB | 119,633 | 6.3M $ | 0.21 % |
| 131 | Coca-Cola Consolidated Inc | 32,692 | 6.3M $ | 0.21 % |
| 132 | Kansai Electric Power Co Inc/The | 377,000 | 6.3M $ | 0.21 % |
| 133 | Ball Corp | 105,934 | 6.3M $ | 0.21 % |
| 134 | VeriSign Inc | 25,206 | 6.3M $ | 0.21 % |
| 135 | Newmont Corp | 57,734 | 6.2M $ | 0.21 % |
| 136 | Freeport-McMoRan Inc | 105,685 | 6.2M $ | 0.21 % |
| 137 | Resona Holdings Inc | 542,700 | 6.2M $ | 0.21 % |
| 138 | Regeneron Pharmaceuticals, Inc. | 7,995 | 6.2M $ | 0.21 % |
| 139 | Seagate Technology Holdings PLC | 15,720 | 6.2M $ | 0.21 % |
| 140 | Ingredion Inc | 54,621 | 6.2M $ | 0.21 % |
| 141 | Trimble Inc | 94,328 | 6.2M $ | 0.21 % |
| 142 | Kajima Corp | 161,000 | 6.1M $ | 0.21 % |
| 143 | Deckers Outdoor Corp | 61,240 | 6.1M $ | 0.20 % |
| 144 | Evergy Inc | 74,593 | 6.1M $ | 0.20 % |
| 145 | Shimizu Corp. | 340,500 | 6.1M $ | 0.20 % |
| 146 | New York Times Co/The | 72,816 | 6.1M $ | 0.20 % |
| 147 | LyondellBasell Industries NV | 75,432 | 6.1M $ | 0.20 % |
| 148 | Pandora A/S | 84,432 | 6M $ | 0.20 % |
| 149 | Evolution Mining Ltd | 669,971 | 6M $ | 0.20 % |
| 150 | Lineage Inc | 182,721 | 6M $ | 0.20 % |
| 151 | Stifel Financial Corp | 80,797 | 6M $ | 0.20 % |
| 152 | Saab AB | 91,052 | 6M $ | 0.20 % |
| 153 | Allianz SE | 14,036 | 5.9M $ | 0.20 % |
| 154 | Zoom Communications Inc | 73,683 | 5.9M $ | 0.20 % |
| 155 | Sandisk Corp/DE | 9,305 | 5.9M $ | 0.20 % |
| 156 | Applied Industrial Technologies Inc | 22,215 | 5.9M $ | 0.20 % |
| 157 | Pfizer Inc | 208,964 | 5.9M $ | 0.20 % |
| 158 | Concentrix Corp | 213,598 | 5.8M $ | 0.20 % |
| 159 | Smurfit Westrock PLC | 146,272 | 5.8M $ | 0.19 % |
| 160 | Danske Bank A/S | 117,958 | 5.8M $ | 0.19 % |
| 161 | EMCOR Group Inc | 7,843 | 5.8M $ | 0.19 % |
| 162 | Meta Platforms Inc | 10,111 | 5.8M $ | 0.19 % |
| 163 | Akamai Technologies Inc | 49,730 | 5.7M $ | 0.19 % |
| 164 | WESCO International Inc | 20,846 | 5.7M $ | 0.19 % |
| 165 | Medpace Holdings Inc | 11,860 | 5.7M $ | 0.19 % |
| 166 | Advantest Corp | 41,000 | 5.7M $ | 0.19 % |
| 167 | Repsol SA | 200,891 | 5.7M $ | 0.19 % |
| 168 | Kongsberg Gruppen ASA | 131,713 | 5.6M $ | 0.19 % |
| 169 | State Street Corp | 44,295 | 5.6M $ | 0.19 % |
| 170 | Lloyds Banking Group PLC | 4,518,872 | 5.6M $ | 0.19 % |
| 171 | Masco Corp | 92,135 | 5.6M $ | 0.19 % |
| 172 | Onto Innovation Inc | 27,048 | 5.5M $ | 0.19 % |
| 173 | Neurocrine Biosciences Inc | 41,887 | 5.5M $ | 0.18 % |
| 174 | Citizens Financial Group Inc | 91,973 | 5.5M $ | 0.18 % |
| 175 | Iridium Communications Inc | 198,463 | 5.5M $ | 0.18 % |
| 176 | Bank of Nova Scotia/The | 79,223 | 5.5M $ | 0.18 % |
| 177 | Mitsui & Co Ltd | 142,100 | 5.5M $ | 0.18 % |
| 178 | Nutanix Inc | 142,538 | 5.4M $ | 0.18 % |
| 179 | Kinross Gold Corp | 176,649 | 5.4M $ | 0.18 % |
| 180 | Royalty Pharma PLC | 112,481 | 5.4M $ | 0.18 % |
| 181 | GLOBALFOUNDRIES Inc | 120,855 | 5.4M $ | 0.18 % |
| 182 | Heidelberg Materials AG | 25,413 | 5.4M $ | 0.18 % |
| 183 | Niterra Co Ltd | 112,700 | 5.3M $ | 0.18 % |
| 184 | Invesco Ltd | 216,506 | 5.3M $ | 0.18 % |
| 185 | Canadian Natural Resources Ltd | 106,249 | 5.2M $ | 0.17 % |
| 186 | PayPal Holdings Inc | 114,434 | 5.2M $ | 0.17 % |
| 187 | Jazz Pharmaceuticals PLC | 27,349 | 5.2M $ | 0.17 % |
| 188 | McDonald's Corp. | 16,634 | 5.2M $ | 0.17 % |
| 189 | Obayashi Corp. | 213,100 | 5.2M $ | 0.17 % |
| 190 | Union Pacific Corp | 21,133 | 5.1M $ | 0.17 % |
| 191 | Ultragenyx Pharmaceutical Inc | 244,513 | 5.1M $ | 0.17 % |
| 192 | United Therapeutics Corp | 8,606 | 5.1M $ | 0.17 % |
| 193 | Exelixis Inc | 118,726 | 5.1M $ | 0.17 % |
| 194 | Warner Music Group Corp | 198,909 | 5.1M $ | 0.17 % |
| 195 | Toll Brothers Inc | 37,184 | 5.1M $ | 0.17 % |
| 196 | Bayer AG | 109,619 | 5.1M $ | 0.17 % |
| 197 | RWE AG | 75,156 | 5.1M $ | 0.17 % |
| 198 | Jacobs Solutions Inc | 39,723 | 5.1M $ | 0.17 % |
| 199 | Olin Corp | 169,948 | 5.1M $ | 0.17 % |
| 200 | Kinden Corp | 112,300 | 5.1M $ | 0.17 % |
Sector breakdown
- Industrials 8.6 %
- Financials 8.0 %
- Technology 6.3 %
- Health care 4.7 %
- Materials 3.8 %
- Consumer discretionary 3.4 %
- Utilities 2.5 %
- Energy 2.4 %
- Consumer staples 2.1 %
- Communication 1.8 %
- Real estate 0.2 %
- Unattributed 56.3 %
Titelia assigns each company to a sector, one by one. The unassigned share stays visible, under "Unattributed".
Currency breakdown
- USD 62.5 %
- EUR 12.3 %
- JPY 12.2 %
- CAD 2.9 %
- GBP 2.6 %
- CHF 2.1 %
- SEK 1.5 %
- AUD 1.5 %
- DKK 1.1 %
- NOK 0.8 %
- SGD 0.4 %
- HKD 0.3 %
Each line is counted in its quoted currency, as the fund declares it.
Country breakdown
- United States 60.2 %
- Japan 12.2 %
- France 3.5 %
- United Kingdom 3.4 %
- Germany 2.9 %
- Canada 2.8 %
- Switzerland 2.2 %
- Italy 1.9 %
- Netherlands 1.6 %
- Sweden 1.5 %
- Australia 1.5 %
- Denmark 1.1 %
- Other countries 5.2 %
Shares are computed on the fund's equities only.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | United States | 421 | 1.7B $ | 60.16 % |
| 2 | Japan | 105 | 339.9M $ | 12.15 % |
| 3 | France | 23 | 98.4M $ | 3.52 % |
| 4 | United Kingdom | 31 | 96.4M $ | 3.45 % |
| 5 | Germany | 26 | 81.6M $ | 2.92 % |
| 6 | Canada | 36 | 78M $ | 2.79 % |
| 7 | Switzerland | 12 | 60.5M $ | 2.16 % |
| 8 | Italy | 15 | 54M $ | 1.93 % |
| 9 | Netherlands | 12 | 44.3M $ | 1.58 % |
| 10 | Sweden | 12 | 43.3M $ | 1.55 % |
| 11 | Australia | 18 | 42M $ | 1.50 % |
| 12 | Denmark | 10 | 29.9M $ | 1.07 % |
Cite this page
Titelia. "Holdings of AQR Managed Futures Strategy Fund". https://titelia.com/en/funds/S000027214