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 |
|---|---|---|---|---|
| 601 | Gates Industrial Corp PLC | 56,027 | 1.3M $ | 0.04 % |
| 602 | Gaming and Leisure Properties Inc | 28,464 | 1.3M $ | 0.04 % |
| 603 | Jyske Bank A/S | 9,098 | 1.2M $ | 0.04 % |
| 604 | BorgWarner Inc | 22,877 | 1.2M $ | 0.04 % |
| 605 | Antero Resources Corp | 29,041 | 1.2M $ | 0.04 % |
| 606 | Rivian Automotive Inc | 81,334 | 1.2M $ | 0.04 % |
| 607 | Harbour Energy PLC | 305,320 | 1.2M $ | 0.04 % |
| 608 | Mitsui Chemicals Inc | 100,400 | 1.2M $ | 0.04 % |
| 609 | Avantor Inc | 154,492 | 1.2M $ | 0.04 % |
| 610 | Metro Inc/CN | 17,640 | 1.2M $ | 0.04 % |
| 611 | Komatsu Ltd | 29,900 | 1.2M $ | 0.04 % |
| 612 | MGM Resorts International | 31,892 | 1.2M $ | 0.04 % |
| 613 | Gen Digital Inc | 62,387 | 1.2M $ | 0.04 % |
| 614 | Osaka Gas Co Ltd | 29,000 | 1.2M $ | 0.04 % |
| 615 | Best Buy Co Inc | 18,212 | 1.2M $ | 0.04 % |
| 616 | Accelleron Industries AG | 12,859 | 1.2M $ | 0.04 % |
| 617 | Koninklijke Vopak NV | 21,459 | 1.2M $ | 0.04 % |
| 618 | Halliburton Co | 29,521 | 1.2M $ | 0.04 % |
| 619 | Gaztransport Et Technigaz SA | 4,871 | 1.1M $ | 0.04 % |
| 620 | Toromont Industries Ltd | 8,144 | 1.1M $ | 0.04 % |
| 621 | CK Hutchison Holdings Ltd | 148,000 | 1.1M $ | 0.04 % |
| 622 | ENEOS Holdings Inc | 125,000 | 1.1M $ | 0.04 % |
| 623 | STERIS PLC | 5,071 | 1.1M $ | 0.04 % |
| 624 | CyberAgent Inc | 131,000 | 1.1M $ | 0.04 % |
| 625 | Aurora Innovation Inc | 272,002 | 1.1M $ | 0.04 % |
| 626 | Aisin Corp | 78,500 | 1.1M $ | 0.04 % |
| 627 | Leonardo DRS Inc | 24,523 | 1.1M $ | 0.04 % |
| 628 | Talanx AG | 8,765 | 1.1M $ | 0.04 % |
| 629 | T&D Holdings Inc | 42,300 | 1.1M $ | 0.04 % |
| 630 | Canon Inc | 38,900 | 1.1M $ | 0.04 % |
| 631 | Medical Properties Trust Inc | 233,084 | 1.1M $ | 0.04 % |
| 632 | iA Financial Corp Inc | 9,697 | 1.1M $ | 0.04 % |
| 633 | Ipsen SA | 5,728 | 1.1M $ | 0.04 % |
| 634 | Mercedes-Benz Group AG | 17,323 | 1.1M $ | 0.04 % |
| 635 | Japan Post Bank Co Ltd | 64,700 | 1.1M $ | 0.04 % |
| 636 | Columbia Sportswear Co | 19,069 | 1M $ | 0.03 % |
| 637 | Essity AB | 39,720 | 1M $ | 0.03 % |
| 638 | Lear Corp | 8,402 | 1M $ | 0.03 % |
| 639 | Nordex SE | 18,531 | 1M $ | 0.03 % |
| 640 | Albertsons Cos Inc | 58,650 | 999.4K $ | 0.03 % |
| 641 | Air France-KLM | 98,218 | 995.5K $ | 0.03 % |
| 642 | Pirelli & C SpA | 143,710 | 994.4K $ | 0.03 % |
| 643 | Japan Post Insurance Co Ltd | 98,400 | 992.4K $ | 0.03 % |
| 644 | Brother Industries Ltd | 53,600 | 992.3K $ | 0.03 % |
| 645 | EnerSys | 5,624 | 977K $ | 0.03 % |
| 646 | Wintrust Financial Corp | 7,021 | 975.5K $ | 0.03 % |
| 647 | Sonoco Products Co | 17,981 | 972.6K $ | 0.03 % |
| 648 | Public Service Enterprise Group Inc | 11,912 | 964.3K $ | 0.03 % |
| 649 | First Horizon Corp | 42,108 | 958.4K $ | 0.03 % |
| 650 | Computershare Ltd | 48,020 | 947.1K $ | 0.03 % |
| 651 | TTM Technologies Inc | 9,689 | 943.9K $ | 0.03 % |
| 652 | Disco Corp | 2,300 | 937.4K $ | 0.03 % |
| 653 | Banco Comercial Portugues SA | 962,015 | 937K $ | 0.03 % |
| 654 | Paylocity Holding Corp | 8,579 | 926.9K $ | 0.03 % |
| 655 | Watts Water Technologies Inc | 3,190 | 926K $ | 0.03 % |
| 656 | YETI Holdings Inc | 25,082 | 917.8K $ | 0.03 % |
| 657 | Viatris Inc | 67,243 | 908.5K $ | 0.03 % |
| 658 | Iyogin Holdings Inc | 49,000 | 905.3K $ | 0.03 % |
| 659 | PVH Corp | 12,977 | 905.3K $ | 0.03 % |
| 660 | CubeSmart | 24,512 | 898.4K $ | 0.03 % |
| 661 | First Majestic Silver Corp | 41,899 | 898.2K $ | 0.03 % |
| 662 | Agnico Eagle Mines Ltd | 4,333 | 879.5K $ | 0.03 % |
| 663 | CNX Resources Corp | 22,805 | 879.1K $ | 0.03 % |
| 664 | DuPont de Nemours Inc | 19,133 | 876.3K $ | 0.03 % |
| 665 | Sanwa Holdings Corp | 38,500 | 875.6K $ | 0.03 % |
| 666 | VF Corp | 51,242 | 870.6K $ | 0.03 % |
| 667 | Sabra Health Care REIT Inc | 45,118 | 867.6K $ | 0.03 % |
| 668 | Marzetti Company/The | 6,260 | 865.9K $ | 0.03 % |
| 669 | Electrolux AB | 132,632 | 841.9K $ | 0.03 % |
| 670 | Unicaja Banco SA | 270,946 | 804.1K $ | 0.03 % |
| 671 | Pilgrim's Pride Corp | 21,051 | 794.9K $ | 0.03 % |
| 672 | Illinois Tool Works Inc | 2,917 | 759.3K $ | 0.03 % |
| 673 | Nippon Steel Corp. | 203,000 | 748.6K $ | 0.03 % |
| 674 | Cincinnati Financial Corp | 4,753 | 747.9K $ | 0.03 % |
| 675 | Hikari Tsushin Inc | 2,900 | 737.8K $ | 0.02 % |
| 676 | Dexcom Inc | 11,670 | 732.9K $ | 0.02 % |
| 677 | Fresnillo PLC | 16,507 | 731.7K $ | 0.02 % |
| 678 | ASR Nederland NV | 10,582 | 728.5K $ | 0.02 % |
| 679 | DoubleVerify Holdings Inc | 76,168 | 723.6K $ | 0.02 % |
| 680 | Swissquote Group Holding SA | 1,456 | 723.3K $ | 0.02 % |
| 681 | WP Carey Inc | 10,535 | 716K $ | 0.02 % |
| 682 | Canadian Tire Corp Ltd | 5,320 | 715.5K $ | 0.02 % |
| 683 | Enagas SA | 34,996 | 693.3K $ | 0.02 % |
| 684 | Align Technology Inc | 3,891 | 667K $ | 0.02 % |
| 685 | QBE Insurance Group Ltd. | 44,740 | 660.2K $ | 0.02 % |
| 686 | Under Armour Inc | 110,437 | 652.7K $ | 0.02 % |
| 687 | IGO Ltd | 115,978 | 647.5K $ | 0.02 % |
| 688 | Liontown Ltd | 529,150 | 645.9K $ | 0.02 % |
| 689 | SentinelOne Inc | 49,177 | 633.4K $ | 0.02 % |
| 690 | Louisiana-Pacific Corp | 8,670 | 630.7K $ | 0.02 % |
| 691 | West Japan Railway Co | 31,900 | 628.7K $ | 0.02 % |
| 692 | Kite Realty Group Trust | 25,062 | 615.3K $ | 0.02 % |
| 693 | Dell Technologies Inc | 3,735 | 613K $ | 0.02 % |
| 694 | Storebrand ASA | 33,948 | 612.8K $ | 0.02 % |
| 695 | Tokyo Century Corp | 47,100 | 609.7K $ | 0.02 % |
| 696 | FirstCash Holdings Inc | 3,151 | 592.4K $ | 0.02 % |
| 697 | Flex Ltd | 9,039 | 591.7K $ | 0.02 % |
| 698 | AppLovin Corp | 1,483 | 590.2K $ | 0.02 % |
| 699 | Datadog Inc | 4,961 | 585.6K $ | 0.02 % |
| 700 | Unity Software Inc | 26,614 | 583.9K $ | 0.02 % |