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 |
|---|---|---|---|---|
| 701 | Globus Medical Inc | 6,771 | 583.4K $ | 0.02 % |
| 702 | ANZ Group Holdings Ltd | 23,020 | 578.8K $ | 0.02 % |
| 703 | NewMarket Corp | 896 | 574.3K $ | 0.02 % |
| 704 | Compass Group PLC | 20,407 | 569.4K $ | 0.02 % |
| 705 | Eli Lilly & Co | 611 | 562K $ | 0.02 % |
| 706 | Carlsberg AS | 4,451 | 553K $ | 0.02 % |
| 707 | Fabrinet | 1,058 | 551.8K $ | 0.02 % |
| 708 | AECOM | 6,468 | 548.6K $ | 0.02 % |
| 709 | Fiserv Inc | 9,784 | 545.9K $ | 0.02 % |
| 710 | Burberry Group PLC | 37,144 | 543.5K $ | 0.02 % |
| 711 | Newell Brands Inc | 158,437 | 543.4K $ | 0.02 % |
| 712 | GCI Liberty Inc | 14,543 | 541.1K $ | 0.02 % |
| 713 | SGH Ltd | 17,910 | 509.6K $ | 0.02 % |
| 714 | SBM Offshore NV | 12,745 | 508.2K $ | 0.02 % |
| 715 | Logitech International SA | 5,429 | 504.2K $ | 0.02 % |
| 716 | Pearson PLC | 37,299 | 491.7K $ | 0.02 % |
| 717 | Ashland Inc | 8,572 | 476.7K $ | 0.02 % |
| 718 | NNN REIT Inc | 11,263 | 473.4K $ | 0.02 % |
| 719 | Danone SA | 5,849 | 467.4K $ | 0.02 % |
| 720 | Air Lease Corp | 6,836 | 443.9K $ | 0.01 % |
| 721 | Endesa SA | 10,375 | 432.7K $ | 0.01 % |
| 722 | Grand Canyon Education Inc | 2,531 | 430.3K $ | 0.01 % |
| 723 | UFP Industries Inc | 4,667 | 429.9K $ | 0.01 % |
| 724 | Hitachi Construction Machinery Co Ltd | 12,500 | 429.2K $ | 0.01 % |
| 725 | Tourmaline Oil Corp | 8,742 | 418.4K $ | 0.01 % |
| 726 | SITC International Holdings Co Ltd | 94,000 | 411.6K $ | 0.01 % |
| 727 | Convatec Group PLC | 142,297 | 410.4K $ | 0.01 % |
| 728 | Gap Inc/The | 16,799 | 406.5K $ | 0.01 % |
| 729 | Fraport AG Frankfurt Airport Services Worldwide | 4,664 | 406.3K $ | 0.01 % |
| 730 | Organon & Co | 66,893 | 400.7K $ | 0.01 % |
| 731 | Inchcape PLC | 40,267 | 399.7K $ | 0.01 % |
| 732 | Teradata Corp | 15,000 | 384.5K $ | 0.01 % |
| 733 | Banco Santander SA | 34,106 | 382.4K $ | 0.01 % |
| 734 | Penske Automotive Group Inc | 2,530 | 378.3K $ | 0.01 % |
| 735 | Knorr-Bremse AG | 3,255 | 371.9K $ | 0.01 % |
| 736 | GEA Group AG | 5,129 | 367.8K $ | 0.01 % |
| 737 | Stantec Inc | 4,251 | 367.5K $ | 0.01 % |
| 738 | Hirose Electric Co Ltd | 2,800 | 366.6K $ | 0.01 % |
| 739 | Capital Power Corp | 7,662 | 362.9K $ | 0.01 % |
| 740 | Amundi SA | 4,182 | 359.4K $ | 0.01 % |
| 741 | BOK Financial Corp | 2,728 | 349.3K $ | 0.01 % |
| 742 | Onex Corp | 4,753 | 346.9K $ | 0.01 % |
| 743 | Commerce Bancshares Inc/MO | 7,044 | 346.6K $ | 0.01 % |
| 744 | Kubota Corp | 21,600 | 346.1K $ | 0.01 % |
| 745 | Azbil Corp | 39,500 | 345.1K $ | 0.01 % |
| 746 | HKT Trust & HKT Ltd | 210,000 | 328.2K $ | 0.01 % |
| 747 | Cirrus Logic Inc | 2,262 | 327.1K $ | 0.01 % |
| 748 | Primerica Inc | 1,290 | 323.1K $ | 0.01 % |
| 749 | Rexel SA | 8,149 | 322.9K $ | 0.01 % |
| 750 | ITV PLC | 315,818 | 319.4K $ | 0.01 % |
| 751 | Seven & i Holdings Co Ltd | 22,600 | 304K $ | 0.01 % |
| 752 | Quebecor Inc | 7,115 | 302.1K $ | 0.01 % |
| 753 | TFI International Inc | 2,774 | 301.9K $ | 0.01 % |
| 754 | Sotera Health Co | 21,016 | 301.4K $ | 0.01 % |
| 755 | Aurizon Holdings Ltd | 107,967 | 298K $ | 0.01 % |
| 756 | Saputo Inc | 9,518 | 297.4K $ | 0.01 % |
| 757 | Cooper Cos Inc/The | 4,140 | 296K $ | 0.01 % |
| 758 | Corebridge Financial Inc | 12,375 | 295.3K $ | 0.01 % |
| 759 | Iida Group Holdings Co Ltd | 19,100 | 293.8K $ | 0.01 % |
| 760 | Morningstar Inc | 1,736 | 293.5K $ | 0.01 % |
| 761 | Colgate-Palmolive Co | 3,430 | 292.3K $ | 0.01 % |
| 762 | Bouygues SA | 5,032 | 291.6K $ | 0.01 % |
| 763 | Metso Oyj | 16,800 | 291.1K $ | 0.01 % |
| 764 | American Tower Corp | 1,685 | 290.8K $ | 0.01 % |
| 765 | Sun Communities Inc | 2,303 | 290.1K $ | 0.01 % |
| 766 | Dollar General Corp | 2,435 | 289.1K $ | 0.01 % |
| 767 | SiteOne Landscape Supply Inc | 2,151 | 286.3K $ | 0.01 % |
| 768 | FANUC Corp | 8,100 | 282.3K $ | 0.01 % |
| 769 | Coca-Cola HBC AG | 5,004 | 281.9K $ | 0.01 % |
| 770 | Five Below Inc | 1,210 | 276.5K $ | 0.01 % |
| 771 | Cabot Corp | 3,639 | 274.1K $ | 0.01 % |
| 772 | Advanced Energy Industries Inc | 838 | 270.4K $ | 0.01 % |
| 773 | DCC PLC | 4,033 | 249.8K $ | 0.01 % |
| 774 | Royal Unibrew A/S | 2,796 | 226.8K $ | 0.01 % |
| 775 | Nissan Motor Co Ltd | 76 | 164.7 $ |
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