Holdings of AQR Managed Futures Strategy Fund
AQR Funds ·775 declared positions · as of Mar 31, 2026
Original filing · Net assets 3B $ · Ten largest lines: 5.4 % of the equity sleeve
Sector breakdown
- Industrials 8.6 %
- Financials 7.9 %
- Technology 6.8 %
- Health care 4.6 %
- Materials 3.7 %
- Consumer discretionary 3.3 %
- Energy 2.4 %
- Utilities 2.4 %
- Communication 2.0 %
- Consumer staples 1.9 %
- Real estate 0.2 %
- Unattributed 56.3 %
Titelia classification, company by company. The unattributed share stays visible.
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 %
The quoted currency of each line, as declared.
Country breakdown
- US 60.2 %
- JP 12.2 %
- FR 3.5 %
- GB 3.4 %
- DE 2.9 %
- CA 2.8 %
- CH 2.2 %
- IT 1.9 %
- NL 1.6 %
- SE 1.5 %
- AU 1.5 %
- DK 1.1 %
- Other countries 5.2 %
Shares computed on the equity sleeve.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | US | 421 | 1.7B $ | 60.16 % |
| 2 | JP | 105 | 339.9M $ | 12.15 % |
| 3 | FR | 23 | 98.4M $ | 3.52 % |
| 4 | GB | 31 | 96.4M $ | 3.45 % |
| 5 | DE | 26 | 81.6M $ | 2.92 % |
| 6 | CA | 36 | 78M $ | 2.79 % |
| 7 | CH | 12 | 60.5M $ | 2.16 % |
| 8 | IT | 15 | 54M $ | 1.93 % |
| 9 | NL | 12 | 44.3M $ | 1.58 % |
| 10 | SE | 12 | 43.3M $ | 1.55 % |
| 11 | AU | 18 | 42M $ | 1.50 % |
| 12 | DK | 10 | 29.9M $ | 1.07 % |
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 201 | Johnson Controls International plc | 38,384 | 5M $ | 0.17 % |
| 202 | Cigna Group/The | 18,817 | 5M $ | 0.17 % |
| 203 | South32 Ltd | 1,649,323 | 5M $ | 0.17 % |
| 204 | Atlassian Corp | 73,058 | 5M $ | 0.17 % |
| 205 | Westinghouse Air Brake Technologies Corp | 19,943 | 5M $ | 0.17 % |
| 206 | Fukuoka Financial Group Inc | 129,900 | 5M $ | 0.17 % |
| 207 | Kyushu Electric Power Co Inc | 428,900 | 5M $ | 0.17 % |
| 208 | NatWest Group PLC | 669,256 | 5M $ | 0.17 % |
| 209 | Aramark | 120,742 | 4.9M $ | 0.16 % |
| 210 | DXC Technology Co | 387,251 | 4.9M $ | 0.16 % |
| 211 | Ameren Corp | 44,046 | 4.8M $ | 0.16 % |
| 212 | Acuity Inc | 17,233 | 4.8M $ | 0.16 % |
| 213 | Selective Insurance Group Inc | 63,974 | 4.8M $ | 0.16 % |
| 214 | AP Moller - Maersk A/S | 1,922 | 4.8M $ | 0.16 % |
| 215 | Eagle Materials Inc | 25,324 | 4.8M $ | 0.16 % |
| 216 | Kyndryl Holdings Inc | 365,544 | 4.8M $ | 0.16 % |
| 217 | HUGO BOSS AG | 110,591 | 4.8M $ | 0.16 % |
| 218 | Yokogawa Electric Corp | 153,600 | 4.7M $ | 0.16 % |
| 219 | Murata Manufacturing Co Ltd | 211,500 | 4.7M $ | 0.16 % |
| 220 | Autodesk Inc | 19,820 | 4.7M $ | 0.16 % |
| 221 | Liberty Global Ltd. | 391,731 | 4.7M $ | 0.16 % |
| 222 | Orange SA | 230,103 | 4.7M $ | 0.16 % |
| 223 | American International Group Inc | 62,379 | 4.7M $ | 0.16 % |
| 224 | CaixaBank SA | 390,867 | 4.7M $ | 0.16 % |
| 225 | Avnet Inc | 75,784 | 4.7M $ | 0.16 % |
| 226 | Equinor ASA | 108,948 | 4.6M $ | 0.16 % |
| 227 | Axis Capital Holdings Ltd | 45,525 | 4.6M $ | 0.15 % |
| 228 | Texas Capital Bancshares Inc | 48,512 | 4.6M $ | 0.15 % |
| 229 | Graham Holdings Co | 4,335 | 4.6M $ | 0.15 % |
| 230 | Centrica PLC | 1,615,279 | 4.6M $ | 0.15 % |
| 231 | Shizuoka Financial Group Inc | 274,100 | 4.6M $ | 0.15 % |
| 232 | Northrop Grumman Corp | 6,516 | 4.4M $ | 0.15 % |
| 233 | Reckitt Benckiser Group PLC | 65,884 | 4.4M $ | 0.15 % |
| 234 | RingCentral Inc | 118,931 | 4.4M $ | 0.15 % |
| 235 | Safran SA | 13,504 | 4.4M $ | 0.15 % |
| 236 | Norsk Hydro ASA | 414,462 | 4.4M $ | 0.15 % |
| 237 | Bright Horizons Family Solutions Inc | 53,689 | 4.4M $ | 0.15 % |
| 238 | Banco Bilbao Vizcaya Argentaria SA | 203,796 | 4.4M $ | 0.15 % |
| 239 | 3M Co | 30,288 | 4.4M $ | 0.15 % |
| 240 | Pro Medicus Ltd | 53,296 | 4.4M $ | 0.15 % |
| 241 | Unipol Assicurazioni SpA | 188,984 | 4.4M $ | 0.15 % |
| 242 | Goodyear Tire & Rubber Co/The | 661,934 | 4.4M $ | 0.15 % |
| 243 | Yangzijiang Shipbuilding Holdings Ltd | 1,457,700 | 4.3M $ | 0.14 % |
| 244 | Manulife Financial Corp | 123,556 | 4.3M $ | 0.14 % |
| 245 | Booz Allen Hamilton Holding Corp | 54,433 | 4.2M $ | 0.14 % |
| 246 | ManpowerGroup Inc | 143,981 | 4.2M $ | 0.14 % |
| 247 | Vestas Wind Systems A/S | 140,168 | 4.2M $ | 0.14 % |
| 248 | OneMain Holdings Inc | 78,927 | 4.2M $ | 0.14 % |
| 249 | Otsuka Holdings Co Ltd | 59,400 | 4.2M $ | 0.14 % |
| 250 | Booking Holdings Inc | 995 | 4.2M $ | 0.14 % |
| 251 | CACI International Inc | 7,655 | 4.2M $ | 0.14 % |
| 252 | DENTSPLY SIRONA Inc | 357,120 | 4.1M $ | 0.14 % |
| 253 | Iron Mountain Inc | 40,049 | 4.1M $ | 0.14 % |
| 254 | Carpenter Technology Corp | 10,376 | 4.1M $ | 0.14 % |
| 255 | Dover Corp | 19,609 | 4.1M $ | 0.14 % |
| 256 | Viking Holdings Ltd | 55,370 | 4.1M $ | 0.14 % |
| 257 | Waste Connections Inc | 24,920 | 4M $ | 0.14 % |
| 258 | Ally Financial Inc | 103,113 | 4M $ | 0.14 % |
| 259 | Virtu Financial Inc | 91,588 | 4M $ | 0.13 % |
| 260 | LivaNova PLC | 63,158 | 4M $ | 0.13 % |
| 261 | Incyte Corp | 42,574 | 4M $ | 0.13 % |
| 262 | Northern Trust Corp | 28,674 | 4M $ | 0.13 % |
| 263 | Rambus Inc | 46,456 | 4M $ | 0.13 % |
| 264 | Western Digital Corp | 14,759 | 4M $ | 0.13 % |
| 265 | Kyocera Corp | 260,000 | 4M $ | 0.13 % |
| 266 | MasTec Inc | 12,381 | 4M $ | 0.13 % |
| 267 | Albemarle Corp | 22,059 | 4M $ | 0.13 % |
| 268 | Kawasaki Heavy Industries Ltd | 209,500 | 3.9M $ | 0.13 % |
| 269 | Deutsche Lufthansa AG | 462,647 | 3.9M $ | 0.13 % |
| 270 | West Pharmaceutical Services Inc | 15,628 | 3.9M $ | 0.13 % |
| 271 | HF Sinclair Corp | 62,603 | 3.9M $ | 0.13 % |
| 272 | Atmos Energy Corp | 21,089 | 3.9M $ | 0.13 % |
| 273 | Daiichi Life Group, Inc. | 422,400 | 3.9M $ | 0.13 % |
| 274 | Sanofi SA | 40,124 | 3.9M $ | 0.13 % |
| 275 | Travel + Leisure Co | 55,834 | 3.9M $ | 0.13 % |
| 276 | Ryder System Inc | 18,771 | 3.8M $ | 0.13 % |
| 277 | Brunswick Corp/DE | 52,806 | 3.8M $ | 0.13 % |
| 278 | Pan American Silver Corp | 70,127 | 3.8M $ | 0.13 % |
| 279 | Popular Inc | 28,447 | 3.8M $ | 0.13 % |
| 280 | Lantheus Holdings Inc | 50,223 | 3.8M $ | 0.13 % |
| 281 | MS&AD Insurance Group Holdings Inc | 145,900 | 3.8M $ | 0.13 % |
| 282 | Prosperity Bancshares Inc | 56,533 | 3.8M $ | 0.13 % |
| 283 | ATI Inc | 26,102 | 3.8M $ | 0.13 % |
| 284 | DTE Energy Co | 25,802 | 3.8M $ | 0.13 % |
| 285 | ANA Holdings Inc | 210,200 | 3.8M $ | 0.13 % |
| 286 | Western Union Co/The | 428,699 | 3.7M $ | 0.13 % |
| 287 | Swedbank AB | 108,139 | 3.7M $ | 0.12 % |
| 288 | Evonik Industries AG | 187,802 | 3.7M $ | 0.12 % |
| 289 | Ryohin Keikaku Co Ltd | 172,600 | 3.7M $ | 0.12 % |
| 290 | Mettler-Toledo International Inc | 2,886 | 3.6M $ | 0.12 % |
| 291 | Teradyne Inc | 12,153 | 3.6M $ | 0.12 % |
| 292 | Centene Corp | 109,939 | 3.6M $ | 0.12 % |
| 293 | Evercore Inc | 12,023 | 3.6M $ | 0.12 % |
| 294 | Verizon Communications Inc | 71,337 | 3.6M $ | 0.12 % |
| 295 | Sumitomo Corp | 95,500 | 3.6M $ | 0.12 % |
| 296 | Taisei Corp | 34,400 | 3.6M $ | 0.12 % |
| 297 | Holcim AG | 43,109 | 3.6M $ | 0.12 % |
| 298 | Saipem SpA | 777,716 | 3.6M $ | 0.12 % |
| 299 | CNH Industrial NV | 323,186 | 3.6M $ | 0.12 % |
| 300 | Barrick Mining Corp | 86,769 | 3.5M $ | 0.12 % |