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 |
|---|---|---|---|---|
| 301 | ZoomInfo Technologies Inc | 591,354 | 3.5M $ | 0.12 % |
| 302 | Alamos Gold Inc | 79,456 | 3.5M $ | 0.12 % |
| 303 | Unum Group | 47,797 | 3.5M $ | 0.12 % |
| 304 | Palantir Technologies Inc | 23,789 | 3.5M $ | 0.12 % |
| 305 | Sony Financial Group Inc | 3,791,700 | 3.5M $ | 0.12 % |
| 306 | Curtiss-Wright Corp | 5,091 | 3.5M $ | 0.12 % |
| 307 | Fortum Oyj | 135,436 | 3.5M $ | 0.12 % |
| 308 | NIPPON EXPRESS HOLDINGS INC | 153,100 | 3.5M $ | 0.12 % |
| 309 | ArcelorMittal SA | 66,657 | 3.5M $ | 0.12 % |
| 310 | T-Mobile US Inc | 16,454 | 3.5M $ | 0.12 % |
| 311 | Principal Financial Group Inc | 38,269 | 3.4M $ | 0.12 % |
| 312 | DaVita Inc | 22,432 | 3.4M $ | 0.12 % |
| 313 | Corteva Inc | 41,118 | 3.4M $ | 0.11 % |
| 314 | TE Connectivity PLC | 16,467 | 3.4M $ | 0.11 % |
| 315 | AGC Inc. | 97,000 | 3.4M $ | 0.11 % |
| 316 | KeyCorp | 170,973 | 3.4M $ | 0.11 % |
| 317 | Oracle Corp | 23,282 | 3.4M $ | 0.11 % |
| 318 | Tapestry Inc | 24,231 | 3.4M $ | 0.11 % |
| 319 | Intesa Sanpaolo SpA | 564,854 | 3.4M $ | 0.11 % |
| 320 | ISS A/S | 93,576 | 3.4M $ | 0.11 % |
| 321 | Tesco PLC | 542,062 | 3.4M $ | 0.11 % |
| 322 | Eiffage SA | 22,156 | 3.4M $ | 0.11 % |
| 323 | InterContinental Hotels Group PLC | 25,762 | 3.4M $ | 0.11 % |
| 324 | Flughafen Zurich AG | 10,827 | 3.4M $ | 0.11 % |
| 325 | Asahi Intecc Co Ltd | 158,300 | 3.4M $ | 0.11 % |
| 326 | BWX Technologies Inc | 16,526 | 3.4M $ | 0.11 % |
| 327 | Chemed Corp | 8,771 | 3.3M $ | 0.11 % |
| 328 | Biogen Inc | 18,025 | 3.3M $ | 0.11 % |
| 329 | Halozyme Therapeutics Inc | 50,868 | 3.3M $ | 0.11 % |
| 330 | Chipotle Mexican Grill Inc | 101,943 | 3.3M $ | 0.11 % |
| 331 | Constellation Energy Corp. | 11,655 | 3.3M $ | 0.11 % |
| 332 | EQT Corp | 51,135 | 3.3M $ | 0.11 % |
| 333 | Endeavour Mining PLC | 53,803 | 3.2M $ | 0.11 % |
| 334 | ORIX Corp | 109,100 | 3.2M $ | 0.11 % |
| 335 | Hanover Insurance Group Inc/The | 18,464 | 3.2M $ | 0.11 % |
| 336 | Nexi SpA | 859,235 | 3.2M $ | 0.11 % |
| 337 | TD SYNNEX Corp | 18,752 | 3.2M $ | 0.11 % |
| 338 | WEX Inc | 20,583 | 3.2M $ | 0.11 % |
| 339 | GSK PLC | 114,322 | 3.1M $ | 0.11 % |
| 340 | Federated Hermes Inc | 55,446 | 3.1M $ | 0.11 % |
| 341 | East West Bancorp Inc | 29,401 | 3.1M $ | 0.10 % |
| 342 | RenaissanceRe Holdings Ltd | 10,541 | 3.1M $ | 0.10 % |
| 343 | Valeo SE | 255,105 | 3.1M $ | 0.10 % |
| 344 | Lamar Advertising Co | 24,653 | 3.1M $ | 0.10 % |
| 345 | Deutsche Telekom AG | 83,603 | 3.1M $ | 0.10 % |
| 346 | Marubeni Corp | 85,100 | 3.1M $ | 0.10 % |
| 347 | Snap-on Inc | 8,559 | 3.1M $ | 0.10 % |
| 348 | Dai Nippon Printing Co Ltd | 169,600 | 3.1M $ | 0.10 % |
| 349 | Fresenius Medical Care AG | 68,132 | 3.1M $ | 0.10 % |
| 350 | ACS Actividades de Construccion y Servicios SA | 25,271 | 3.1M $ | 0.10 % |
| 351 | Daimler Truck Holding AG | 61,999 | 3.1M $ | 0.10 % |
| 352 | Wayfair Inc | 40,337 | 3M $ | 0.10 % |
| 353 | Elisa Oyj | 61,786 | 3M $ | 0.10 % |
| 354 | Stryker Corp | 9,139 | 3M $ | 0.10 % |
| 355 | Phillips 66 | 16,479 | 3M $ | 0.10 % |
| 356 | Magna International Inc | 53,672 | 3M $ | 0.10 % |
| 357 | US Bancorp | 57,520 | 3M $ | 0.10 % |
| 358 | American Water Works Co Inc | 21,927 | 3M $ | 0.10 % |
| 359 | Avolta AG | 49,770 | 3M $ | 0.10 % |
| 360 | Toro Co/The | 31,924 | 3M $ | 0.10 % |
| 361 | Wheaton Precious Metals Corp | 22,687 | 3M $ | 0.10 % |
| 362 | DSM-Firmenich AG | 41,176 | 2.9M $ | 0.10 % |
| 363 | Square Enix Holdings Co Ltd | 184,700 | 2.9M $ | 0.10 % |
| 364 | Tokyo Electric Power Co Holdings Inc | 712,600 | 2.9M $ | 0.10 % |
| 365 | Toronto-Dominion Bank/The | 31,402 | 2.9M $ | 0.10 % |
| 366 | A2A SpA | 1,035,523 | 2.9M $ | 0.10 % |
| 367 | Toyo Suisan Kaisha Ltd | 41,600 | 2.9M $ | 0.10 % |
| 368 | Agilent Technologies Inc | 25,608 | 2.9M $ | 0.10 % |
| 369 | JB Hi-Fi Ltd | 57,593 | 2.9M $ | 0.10 % |
| 370 | Omnicom Group Inc | 38,683 | 2.9M $ | 0.10 % |
| 371 | Woodward Inc | 8,131 | 2.9M $ | 0.10 % |
| 372 | Cenovus Energy Inc | 109,164 | 2.9M $ | 0.10 % |
| 373 | Anglo American PLC | 67,268 | 2.9M $ | 0.10 % |
| 374 | E.ON SE | 130,560 | 2.9M $ | 0.10 % |
| 375 | Owens Corning | 26,416 | 2.9M $ | 0.10 % |
| 376 | nVent Electric PLC | 24,033 | 2.8M $ | 0.09 % |
| 377 | Poste Italiane SpA | 120,731 | 2.8M $ | 0.09 % |
| 378 | Zalando SE | 115,009 | 2.8M $ | 0.09 % |
| 379 | Fair Isaac Corp | 2,630 | 2.8M $ | 0.09 % |
| 380 | First Solar Inc | 14,192 | 2.8M $ | 0.09 % |
| 381 | CNO Financial Group Inc | 68,107 | 2.8M $ | 0.09 % |
| 382 | Darling Ingredients Inc | 45,199 | 2.8M $ | 0.09 % |
| 383 | NiSource Inc | 59,508 | 2.8M $ | 0.09 % |
| 384 | American Express Co | 9,166 | 2.8M $ | 0.09 % |
| 385 | Exxon Mobil Corp | 16,291 | 2.8M $ | 0.09 % |
| 386 | Bath & Body Works Inc | 147,956 | 2.8M $ | 0.09 % |
| 387 | Expedia Group Inc | 11,948 | 2.8M $ | 0.09 % |
| 388 | Italgas SpA | 236,512 | 2.8M $ | 0.09 % |
| 389 | Estee Lauder Cos Inc/The | 38,215 | 2.7M $ | 0.09 % |
| 390 | PNC Financial Services Group Inc/The | 13,174 | 2.7M $ | 0.09 % |
| 391 | Yamazaki Baking Co Ltd | 122,300 | 2.7M $ | 0.09 % |
| 392 | Devon Energy Corp | 54,227 | 2.7M $ | 0.09 % |
| 393 | IQVIA Holdings Inc | 15,955 | 2.7M $ | 0.09 % |
| 394 | HCA Healthcare Inc | 5,749 | 2.7M $ | 0.09 % |
| 395 | TBS Holdings Inc | 75,500 | 2.7M $ | 0.09 % |
| 396 | Park Hotels & Resorts Inc | 256,149 | 2.7M $ | 0.09 % |
| 397 | Mitsui Kinzoku Co Ltd | 14,200 | 2.7M $ | 0.09 % |
| 398 | Reynolds Consumer Products Inc | 126,290 | 2.7M $ | 0.09 % |
| 399 | Packaging Corp of America | 12,597 | 2.7M $ | 0.09 % |
| 400 | EDP SA | 505,072 | 2.7M $ | 0.09 % |
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