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 |
|---|---|---|---|---|
| 401 | Nordea Bank Abp | 154,957 | 2.7M $ | 0.09 % |
| 402 | Sarepta Therapeutics Inc | 122,615 | 2.7M $ | 0.09 % |
| 403 | News Corp | 106,963 | 2.7M $ | 0.09 % |
| 404 | Allison Transmission Holdings Inc | 22,706 | 2.7M $ | 0.09 % |
| 405 | Altria Group, Inc. | 40,278 | 2.7M $ | 0.09 % |
| 406 | Eversource Energy | 38,235 | 2.6M $ | 0.09 % |
| 407 | CSX Corp | 64,275 | 2.6M $ | 0.09 % |
| 408 | Kinder Morgan, Inc. | 78,349 | 2.6M $ | 0.09 % |
| 409 | Dassault Aviation SA | 7,053 | 2.6M $ | 0.09 % |
| 410 | ITT Inc | 13,748 | 2.6M $ | 0.09 % |
| 411 | United Airlines Holdings Inc | 28,403 | 2.6M $ | 0.09 % |
| 412 | Allegion plc | 17,968 | 2.6M $ | 0.09 % |
| 413 | ASM International NV | 3,439 | 2.6M $ | 0.09 % |
| 414 | Amazon.com Inc | 12,491 | 2.6M $ | 0.09 % |
| 415 | BE Semiconductor Industries NV | 12,088 | 2.6M $ | 0.09 % |
| 416 | Burlington Stores Inc | 7,948 | 2.6M $ | 0.09 % |
| 417 | Central Japan Railway Co | 98,700 | 2.6M $ | 0.09 % |
| 418 | Archer-Daniels-Midland Co | 35,146 | 2.6M $ | 0.09 % |
| 419 | Furukawa Electric Co Ltd | 13,300 | 2.6M $ | 0.09 % |
| 420 | Brambles Ltd | 162,642 | 2.6M $ | 0.09 % |
| 421 | Toyota Tsusho Corp | 65,600 | 2.5M $ | 0.08 % |
| 422 | TransUnion | 36,670 | 2.5M $ | 0.08 % |
| 423 | Japan Airlines Co Ltd | 154,800 | 2.5M $ | 0.08 % |
| 424 | IAC Inc | 62,909 | 2.5M $ | 0.08 % |
| 425 | Scotts Miracle-Gro Co/The | 41,357 | 2.5M $ | 0.08 % |
| 426 | JFE Holdings, Inc. | 213,800 | 2.5M $ | 0.08 % |
| 427 | Singapore Technologies Engineering Ltd | 294,400 | 2.5M $ | 0.08 % |
| 428 | Marks & Spencer Group PLC | 552,377 | 2.5M $ | 0.08 % |
| 429 | Alfa Laval AB | 45,443 | 2.5M $ | 0.08 % |
| 430 | Cousins Properties Inc | 109,474 | 2.5M $ | 0.08 % |
| 431 | Polaris Inc | 45,075 | 2.5M $ | 0.08 % |
| 432 | Murphy Oil Corp | 59,501 | 2.5M $ | 0.08 % |
| 433 | Leidos Holdings Inc | 15,748 | 2.4M $ | 0.08 % |
| 434 | Acerinox SA | 174,669 | 2.4M $ | 0.08 % |
| 435 | Deutsche Bank AG | 81,959 | 2.4M $ | 0.08 % |
| 436 | Bank of America Corp | 49,916 | 2.4M $ | 0.08 % |
| 437 | British American Tobacco PLC | 41,835 | 2.4M $ | 0.08 % |
| 438 | Oshkosh Corp | 16,468 | 2.4M $ | 0.08 % |
| 439 | Assured Guaranty Ltd | 29,496 | 2.4M $ | 0.08 % |
| 440 | American Airlines Group Inc | 222,566 | 2.4M $ | 0.08 % |
| 441 | Sandvik AB | 61,829 | 2.4M $ | 0.08 % |
| 442 | Mazda Motor Corp | 346,400 | 2.4M $ | 0.08 % |
| 443 | MGIC Investment Corp | 90,221 | 2.4M $ | 0.08 % |
| 444 | Seiko Epson Corp | 190,400 | 2.4M $ | 0.08 % |
| 445 | Fincantieri SpA | 152,077 | 2.3M $ | 0.08 % |
| 446 | Oji Holdings Corp | 431,700 | 2.3M $ | 0.08 % |
| 447 | MKS Inc | 10,159 | 2.3M $ | 0.08 % |
| 448 | Edwards Lifesciences Corp | 29,146 | 2.3M $ | 0.08 % |
| 449 | Host Hotels & Resorts Inc | 120,626 | 2.3M $ | 0.08 % |
| 450 | Ameriprise Financial Inc | 5,198 | 2.3M $ | 0.08 % |
| 451 | UCB SA | 7,650 | 2.3M $ | 0.08 % |
| 452 | Airbnb Inc | 18,207 | 2.3M $ | 0.08 % |
| 453 | Lincoln Electric Holdings Inc | 9,188 | 2.3M $ | 0.08 % |
| 454 | nCino Inc | 152,743 | 2.3M $ | 0.08 % |
| 455 | Kawasaki Kisen Kaisha Ltd | 135,400 | 2.3M $ | 0.08 % |
| 456 | DraftKings Inc | 105,538 | 2.3M $ | 0.08 % |
| 457 | ExlService Holdings Inc | 74,840 | 2.3M $ | 0.08 % |
| 458 | Essent Group Ltd | 38,684 | 2.3M $ | 0.08 % |
| 459 | Duolingo Inc | 22,922 | 2.3M $ | 0.08 % |
| 460 | Kandenko Co Ltd | 59,400 | 2.3M $ | 0.08 % |
| 461 | Airbus SE | 11,901 | 2.3M $ | 0.08 % |
| 462 | Fluor Corp | 48,035 | 2.2M $ | 0.07 % |
| 463 | Carnival Corp | 86,468 | 2.2M $ | 0.07 % |
| 464 | AptarGroup Inc | 17,714 | 2.2M $ | 0.07 % |
| 465 | Armstrong World Industries Inc | 13,513 | 2.2M $ | 0.07 % |
| 466 | Sumitomo Metal Mining Co Ltd | 38,200 | 2.2M $ | 0.07 % |
| 467 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3,503 | 2.2M $ | 0.07 % |
| 468 | Solventum Corp | 33,856 | 2.2M $ | 0.07 % |
| 469 | Ovintiv Inc | 37,089 | 2.2M $ | 0.07 % |
| 470 | Lucid Group Inc | 230,600 | 2.2M $ | 0.07 % |
| 471 | Continental AG | 31,057 | 2.2M $ | 0.07 % |
| 472 | Empire Co Ltd | 60,523 | 2.2M $ | 0.07 % |
| 473 | George Weston Ltd | 30,633 | 2.2M $ | 0.07 % |
| 474 | Bandai Namco Holdings Inc | 87,600 | 2.2M $ | 0.07 % |
| 475 | Autoliv Inc | 20,518 | 2.2M $ | 0.07 % |
| 476 | Yara International ASA | 36,910 | 2.2M $ | 0.07 % |
| 477 | Tenet Healthcare Corp | 11,365 | 2.1M $ | 0.07 % |
| 478 | Envista Holdings Corp | 83,989 | 2.1M $ | 0.07 % |
| 479 | Hecla Mining Co | 114,222 | 2.1M $ | 0.07 % |
| 480 | Anheuser-Busch InBev SA/NV | 30,499 | 2.1M $ | 0.07 % |
| 481 | Allstate Corp/The | 10,145 | 2.1M $ | 0.07 % |
| 482 | USS Co Ltd | 199,800 | 2.1M $ | 0.07 % |
| 483 | Zions Bancorp NA | 36,000 | 2.1M $ | 0.07 % |
| 484 | Shimamura Co Ltd | 98,700 | 2.1M $ | 0.07 % |
| 485 | Penn Entertainment Inc | 136,988 | 2.1M $ | 0.07 % |
| 486 | Carlisle Cos Inc | 6,129 | 2M $ | 0.07 % |
| 487 | Lennox International Inc | 4,366 | 2M $ | 0.07 % |
| 488 | Telenor ASA | 115,089 | 2M $ | 0.07 % |
| 489 | New Jersey Resources Corp | 36,608 | 2M $ | 0.07 % |
| 490 | TDK Corp | 154,500 | 2M $ | 0.07 % |
| 491 | EPR Properties | 40,088 | 2M $ | 0.07 % |
| 492 | Jones Lang LaSalle Inc | 6,581 | 2M $ | 0.07 % |
| 493 | easyJet PLC | 429,769 | 2M $ | 0.07 % |
| 494 | Kyoto Financial Group Inc | 75,200 | 2M $ | 0.07 % |
| 495 | Service Corp International/US | 23,689 | 2M $ | 0.07 % |
| 496 | IAMGOLD Corp | 103,391 | 1.9M $ | 0.06 % |
| 497 | MEIJI Holdings Co Ltd | 79,700 | 1.9M $ | 0.06 % |
| 498 | Simpson Manufacturing Co Inc | 11,306 | 1.9M $ | 0.06 % |
| 499 | Technology One Ltd | 102,115 | 1.9M $ | 0.06 % |
| 500 | OceanaGold Corp | 61,339 | 1.9M $ | 0.06 % |
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