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 |
|---|---|---|---|---|
| 1 | Bristol-Myers Squibb Co | 299,030 | 18.1M $ | 0.61 % |
| 2 | Adobe Inc | 74,565 | 18.1M $ | 0.61 % |
| 3 | Novartis AG | 110,478 | 17M $ | 0.57 % |
| 4 | FedEx Corp | 45,780 | 16.3M $ | 0.54 % |
| 5 | BNP Paribas SA | 156,372 | 14.9M $ | 0.50 % |
| 6 | TotalEnergies SE | 158,345 | 14.5M $ | 0.49 % |
| 7 | Micron Technology Inc | 40,328 | 13.6M $ | 0.46 % |
| 8 | Lockheed Martin Corp | 20,997 | 12.7M $ | 0.42 % |
| 9 | Edison International | 172,974 | 12.7M $ | 0.42 % |
| 10 | Capital One Financial Corp | 67,587 | 12.3M $ | 0.41 % |
| 11 | Dow Inc | 289,180 | 12M $ | 0.40 % |
| 12 | Texas Roadhouse Inc | 72,882 | 12M $ | 0.40 % |
| 13 | Genuine Parts Co | 113,621 | 12M $ | 0.40 % |
| 14 | Travelers Cos Inc/The | 40,004 | 11.7M $ | 0.39 % |
| 15 | Astellas Pharma Inc | 698,200 | 11.4M $ | 0.38 % |
| 16 | Carrefour SA | 612,833 | 11.3M $ | 0.38 % |
| 17 | Credit Agricole SA | 603,669 | 11.3M $ | 0.38 % |
| 18 | Societe Generale SA | 148,886 | 10.9M $ | 0.36 % |
| 19 | Mitsui OSK Lines Ltd | 259,200 | 10.8M $ | 0.36 % |
| 20 | Caterpillar Inc | 15,014 | 10.6M $ | 0.36 % |
| 21 | Veeva Systems Inc | 60,250 | 10.6M $ | 0.35 % |
| 22 | Abercrombie & Fitch Co | 111,945 | 10.2M $ | 0.34 % |
| 23 | International Business Machines Corp. | 42,066 | 10.2M $ | 0.34 % |
| 24 | Wartsila OYJ Abp | 272,230 | 10.1M $ | 0.34 % |
| 25 | Fidelity National Information Services Inc | 215,699 | 10.1M $ | 0.34 % |
| 26 | SS&C Technologies Holdings Inc | 149,502 | 10.1M $ | 0.34 % |
| 27 | Textron Inc | 114,149 | 10M $ | 0.33 % |
| 28 | Enel SpA | 904,150 | 9.9M $ | 0.33 % |
| 29 | Comfort Systems USA Inc | 7,135 | 9.8M $ | 0.33 % |
| 30 | Vertiv Holdings Co | 38,857 | 9.7M $ | 0.33 % |
| 31 | Danaher Corp | 50,983 | 9.7M $ | 0.32 % |
| 32 | Alcoa Corp | 144,753 | 9.6M $ | 0.32 % |
| 33 | General Motors Co | 128,806 | 9.6M $ | 0.32 % |
| 34 | TJX Cos Inc/The | 59,470 | 9.5M $ | 0.32 % |
| 35 | Honeywell International Inc | 41,793 | 9.4M $ | 0.32 % |
| 36 | Siemens Energy AG | 54,663 | 9.4M $ | 0.31 % |
| 37 | Nomura Holdings Inc | 1,192,500 | 9.4M $ | 0.31 % |
| 38 | Fortinet Inc | 114,852 | 9.4M $ | 0.31 % |
| 39 | PG&E Corp | 531,889 | 9.3M $ | 0.31 % |
| 40 | Macy's Inc | 513,461 | 9.3M $ | 0.31 % |
| 41 | Isetan Mitsukoshi Holdings Ltd. | 503,900 | 9.3M $ | 0.31 % |
| 42 | AT&T Inc | 317,893 | 9.2M $ | 0.31 % |
| 43 | Accenture PLC | 46,371 | 9.2M $ | 0.31 % |
| 44 | Target Corp | 75,401 | 9.1M $ | 0.31 % |
| 45 | Mueller Industries Inc | 82,071 | 9.1M $ | 0.30 % |
| 46 | Chubb Ltd | 27,723 | 9M $ | 0.30 % |
| 47 | CF Industries Holdings Inc | 69,505 | 9M $ | 0.30 % |
| 48 | Lennar Corp | 103,601 | 9M $ | 0.30 % |
| 49 | Alexandria Real Estate Equities, Inc. | 193,563 | 9M $ | 0.30 % |
| 50 | UBS Group AG | 229,229 | 8.9M $ | 0.30 % |
| 51 | United Parcel Service Inc | 90,373 | 8.9M $ | 0.30 % |
| 52 | Taylor Morrison Home Corp | 152,081 | 8.9M $ | 0.30 % |
| 53 | Costco Wholesale Corp | 8,853 | 8.8M $ | 0.29 % |
| 54 | Lam Research Corp | 41,256 | 8.8M $ | 0.29 % |
| 55 | Zurich Insurance Group AG | 12,432 | 8.8M $ | 0.29 % |
| 56 | ABB Ltd | 107,942 | 8.8M $ | 0.29 % |
| 57 | Science Applications International Corp | 92,302 | 8.8M $ | 0.29 % |
| 58 | MetLife Inc | 123,467 | 8.7M $ | 0.29 % |
| 59 | Vornado Realty Trust | 334,543 | 8.7M $ | 0.29 % |
| 60 | BHP Group Ltd | 240,254 | 8.7M $ | 0.29 % |
| 61 | Sumitomo Mitsui Trust Group Inc | 270,200 | 8.6M $ | 0.29 % |
| 62 | Crown Holdings Inc | 85,460 | 8.6M $ | 0.29 % |
| 63 | ASML Holding NV | 6,436 | 8.6M $ | 0.29 % |
| 64 | Kirin Holdings Co Ltd | 538,000 | 8.6M $ | 0.29 % |
| 65 | Mohawk Industries Inc | 86,079 | 8.5M $ | 0.28 % |
| 66 | Docusign Inc | 176,244 | 8.4M $ | 0.28 % |
| 67 | General Dynamics Corp | 24,284 | 8.3M $ | 0.28 % |
| 68 | Sumitomo Electric Industries Ltd. | 145,600 | 8.3M $ | 0.28 % |
| 69 | PepsiCo Inc | 53,097 | 8.2M $ | 0.28 % |
| 70 | Chubu Electric Power Co Inc | 498,700 | 8.2M $ | 0.27 % |
| 71 | Kroger Co/The | 113,322 | 8.2M $ | 0.27 % |
| 72 | Telefonaktiebolaget LM Ericsson | 716,587 | 8.2M $ | 0.27 % |
| 73 | Cummins Inc | 15,165 | 8.2M $ | 0.27 % |
| 74 | Merck & Co Inc | 67,664 | 8.1M $ | 0.27 % |
| 75 | Glencore PLC | 1,070,206 | 8.1M $ | 0.27 % |
| 76 | ConocoPhillips | 61,157 | 8.1M $ | 0.27 % |
| 77 | NN Group NV | 103,025 | 8M $ | 0.27 % |
| 78 | Ross Stores Inc | 37,121 | 8M $ | 0.27 % |
| 79 | Portland General Electric Co | 152,141 | 8M $ | 0.27 % |
| 80 | Amdocs Ltd | 122,924 | 8M $ | 0.27 % |
| 81 | JB Hunt Transport Services Inc | 37,758 | 8M $ | 0.27 % |
| 82 | Vodafone Group PLC | 5,267,870 | 7.9M $ | 0.27 % |
| 83 | Mosaic Co/The | 309,783 | 7.9M $ | 0.26 % |
| 84 | Sojitz Corp | 198,600 | 7.9M $ | 0.26 % |
| 85 | Las Vegas Sands Corp | 145,633 | 7.8M $ | 0.26 % |
| 86 | Williams-Sonoma Inc | 42,689 | 7.8M $ | 0.26 % |
| 87 | Rheinmetall AG | 4,614 | 7.8M $ | 0.26 % |
| 88 | Garmin Ltd | 33,537 | 7.8M $ | 0.26 % |
| 89 | Darden Restaurants Inc | 39,614 | 7.8M $ | 0.26 % |
| 90 | BioMarin Pharmaceutical Inc | 133,309 | 7.5M $ | 0.25 % |
| 91 | TechnipFMC PLC | 108,860 | 7.5M $ | 0.25 % |
| 92 | Celestica Inc | 26,627 | 7.5M $ | 0.25 % |
| 93 | Comcast Corp | 259,483 | 7.4M $ | 0.25 % |
| 94 | Tokyo Gas Co Ltd | 158,000 | 7.4M $ | 0.25 % |
| 95 | Mizuho Financial Group Inc | 183,500 | 7.4M $ | 0.25 % |
| 96 | Telia Company AB | 1,431,715 | 7.3M $ | 0.24 % |
| 97 | Goldman Sachs Group Inc/The | 8,601 | 7.3M $ | 0.24 % |
| 98 | Bank of New York Mellon Corp/The | 61,252 | 7.3M $ | 0.24 % |
| 99 | Aegon Ltd | 991,922 | 7.3M $ | 0.24 % |
| 100 | Nippon Yusen KK | 197,400 | 7.3M $ | 0.24 % |