AQR Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

AQMIX, AQMNX, AQMRX

Fund manager

AQR Funds

Total assets

$2.53 bn

Liabilities

$1.05 bn

Net assets

$1.48 bn

Number of holdings

3.26 k

Top 200 of 3258 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	390.14 mm	390.26 mm shares	26.27	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	179.30 mm	180.00 mm principal	12.07	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	142.57 mm	143.00 mm principal	9.60	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	133.40 mm	133.68 mm principal	8.98	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	94.89 mm	95.00 mm principal	6.39	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	63.86 mm	64.23 mm principal	4.30	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	63.53 mm	64.84 mm principal	4.28	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	59.87 mm	60.17 mm principal	4.03	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	38.72 mm	39.55 mm principal	2.61	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	34.77 mm	35.32 mm principal	2.34	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.69 mm	16.00 mm principal	1.06	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	13.12 mm	13.22 mm principal	0.88	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	10.29 mm	10.49 mm principal	0.69	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	9.05 mm	9.05 mm shares	0.61	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.40 mm	8.46 mm principal	0.57	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.39 mm	8.51 mm principal	0.57	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.09 mm	8.16 mm principal	0.54	Short-term investment vehicle	Long	USA
RELX plc	5.45 mm	115.52 k shares	0.37	Common equity	Long	UK
Broadcom Pte. Ltd.	5.43 mm	31.51 k shares	0.37	Common equity	Long	USA
U.S. Treasury Bills	5.08 mm	5.17 mm principal	0.34	Short-term investment vehicle	Long	USA
SHW The Sherwin-Williams Company	4.87 mm	12.75 k shares	0.33	Common equity	Long	USA
Hermes International SCA	4.78 mm	1.94 k shares	0.32	Common equity	Long	France
NVDA NVIDIA Corporation	4.72 mm	38.91 k shares	0.32	Common equity	Long	USA
Novartis AG (Registered)	4.65 mm	40.40 k shares	0.31	Common equity	Long	Switzerland
Schneider Electric SE	4.57 mm	17.32 k shares	0.31	Common equity	Long	France
XEL Xcel Energy Inc.	4.49 mm	68.73 k shares	0.30	Common equity	Long	USA
Industria de Diseno Textil SA	4.48 mm	75.69 k shares	0.30	Common equity	Long	Spain
Hitachi Ltd.	4.44 mm	167.30 k shares	0.30	Common equity	Long	Japan
WMT Walmart Inc.	4.03 mm	49.90 k shares	0.27	Common equity	Long	USA
LLY Eli Lilly and Company	3.95 mm	4.46 k shares	0.27	Common equity	Long	USA
FICO Fair Isaac Corporation	3.82 mm	1.96 k shares	0.26	Common equity	Long	USA
CL Colgate-Palmolive Company	3.81 mm	36.69 k shares	0.26	Common equity	Long	USA
MMM 3M Company	3.79 mm	27.76 k shares	0.26	Common equity	Long	USA
Asics Corp.	3.78 mm	180.10 k shares	0.25	Common equity	Long	Japan
MANH Manhattan Associates, Inc.	3.69 mm	13.13 k shares	0.25	Common equity	Long	USA
CTAS Cintas Corporation	3.69 mm	17.93 k shares	0.25	Common equity	Long	USA
100 oz Gold	3.65 mm	190.00 contracts	0.25	Commodity derivative	N/A	USA
SAP SE	3.65 mm	15.95 k shares	0.25	Common equity	Long	Germany
EIX Edison International	3.64 mm	41.84 k shares	0.25	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	3.63 mm	19.94 k shares	0.24	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	3.60 mm	196.10 k shares	0.24	Common equity	Long	Japan
DAL Delta Air Lines, Inc.	3.51 mm	69.14 k shares	0.24	Common equity	Long	USA
Givaudan SA (Registered)	3.51 mm	639.00 shares	0.24	Common equity	Long	Switzerland
Hoya Corp.	3.46 mm	25.00 k shares	0.23	Common equity	Long	Japan
SYK Stryker Corporation	3.45 mm	9.55 k shares	0.23	Common equity	Long	USA
HCA HCA Healthcare, Inc.	3.44 mm	8.45 k shares	0.23	Common equity	Long	USA
Trane Technologies plc	3.44 mm	8.84 k shares	0.23	Common equity	Long	Ireland
CMCSA Comcast Corporation	3.43 mm	82.16 k shares	0.23	Common equity	Long	USA
TRU TransUnion	3.43 mm	32.75 k shares	0.23	Common equity	Long	USA
PKG Packaging Corporation of America	3.38 mm	15.69 k shares	0.23	Common equity	Long	USA
MAS Masco Corporation	3.28 mm	39.11 k shares	0.22	Common equity	Long	USA
INSP Inspire Medical Systems, Inc.	3.28 mm	15.55 k shares	0.22	Common equity	Long	USA
ABB Ltd. (Registered)	3.26 mm	56.28 k shares	0.22	Common equity	Long	Switzerland
Zalando SE	3.26 mm	98.49 k shares	0.22	Common equity	Long	Germany
SMG The Scotts Miracle-Gro Company	3.20 mm	36.96 k shares	0.22	Common equity	Long	USA
PH Parker-Hannifin Corporation	3.18 mm	5.04 k shares	0.21	Common equity	Long	USA
CCK Crown Holdings, Inc.	3.14 mm	32.80 k shares	0.21	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	3.09 mm	2.34 k shares	0.21	Common equity	Long	USA
GE General Electric Company	3.08 mm	16.36 k shares	0.21	Common equity	Long	USA
Rolls-Royce Holdings plc	3.08 mm	435.48 k shares	0.21	Common equity	Long	UK
ORIX Corp.	3.06 mm	130.60 k shares	0.21	Common equity	Long	Japan
Sumitomo Mitsui Financial Group, Inc.	3.05 mm	142.80 k shares	0.21	Common equity	Long	Japan
FTNT Fortinet, Inc.	3.04 mm	39.25 k shares	0.20	Common equity	Long	USA
GSK plc	3.04 mm	149.48 k shares	0.20	Common equity	Long	UK
NOW ServiceNow, Inc.	3.03 mm	3.39 k shares	0.20	Common equity	Long	USA
Pro Medicus Ltd.	3.00 mm	24.41 k shares	0.20	Common equity	Long	Australia
AAPL Apple Inc.	3.00 mm	12.86 k shares	0.20	Common equity	Long	USA
DSM-Firmenich AG	3.00 mm	21.70 k shares	0.20	Common equity	Long	Switzerland
Deutsche Telekom AG (Registered)	2.99 mm	101.83 k shares	0.20	Common equity	Long	Germany
T AT&T Inc.	2.99 mm	135.91 k shares	0.20	Common equity	Long	USA
ES Eversource Energy	2.95 mm	43.38 k shares	0.20	Common equity	Long	USA
MSI Motorola Solutions, Inc.	2.91 mm	6.48 k shares	0.20	Common equity	Long	USA
HAS Hasbro, Inc.	2.91 mm	40.24 k shares	0.20	Common equity	Long	USA
PPL PPL Corporation	2.89 mm	87.28 k shares	0.19	Common equity	Long	USA
Marks & Spencer Group plc	2.88 mm	577.67 k shares	0.19	Common equity	Long	UK
Sika AG (Registered)	2.87 mm	8.66 k shares	0.19	Common equity	Long	Switzerland
Aristocrat Leisure Ltd.	2.85 mm	70.61 k shares	0.19	Common equity	Long	Australia
TRV The Travelers Companies, Inc.	2.84 mm	12.12 k shares	0.19	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	2.82 mm	7.24 k shares	0.19	Common equity	Long	USA
adidas AG	2.81 mm	10.59 k shares	0.19	Common equity	Long	Germany
InterContinental Hotels Group plc	2.81 mm	25.76 k shares	0.19	Common equity	Long	UK
Prysmian SpA	2.80 mm	38.49 k shares	0.19	Common equity	Long	Italy
ANET Arista Networks, Inc.	2.78 mm	7.24 k shares	0.19	Common equity	Long	USA
Kongsberg Gruppen ASA	2.76 mm	28.25 k shares	0.19	Common equity	Long	Norway
APH Amphenol Corporation	2.73 mm	41.87 k shares	0.18	Common equity	Long	USA
Adyen NV	2.71 mm	1.73 k shares	0.18	Common equity	Long	Netherlands
LEN Lennar Corporation	2.71 mm	14.44 k shares	0.18	Common equity	Long	USA
IT Gartner, Inc.	2.67 mm	5.28 k shares	0.18	Common equity	Long	USA
Wolters Kluwer NV	2.64 mm	15.68 k shares	0.18	Common equity	Long	Netherlands
ALL The Allstate Corporation	2.64 mm	13.91 k shares	0.18	Common equity	Long	USA
IQV IQVIA Holdings Inc.	2.64 mm	11.13 k shares	0.18	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	2.63 mm	63.99 k shares	0.18	Common equity	Long	USA
Tesco plc	2.60 mm	542.06 k shares	0.18	Common equity	Long	UK
PGR The Progressive Corporation	2.58 mm	10.16 k shares	0.17	Common equity	Long	USA
Intermediate Capital Group plc	2.56 mm	85.84 k shares	0.17	Common equity	Long	UK
GWW W.W. Grainger, Inc.	2.56 mm	2.46 k shares	0.17	Common equity	Long	USA
ORCL Oracle Corporation	2.56 mm	15.01 k shares	0.17	Common equity	Long	USA
Eaton Corp. plc	2.55 mm	7.70 k shares	0.17	Common equity	Long	Ireland
ABT Abbott Laboratories	2.55 mm	22.40 k shares	0.17	Common equity	Long	USA
FLS Flowserve Corporation	2.54 mm	49.15 k shares	0.17	Common equity	Long	USA
Santen Pharmaceutical Co. Ltd.	2.53 mm	208.10 k shares	0.17	Common equity	Long	Japan
JB Hi-Fi Ltd.	2.52 mm	45.87 k shares	0.17	Common equity	Long	Australia
Toyo Suisan Kaisha Ltd.	2.52 mm	38.40 k shares	0.17	Common equity	Long	Japan
COST Costco Wholesale Corporation	2.52 mm	2.84 k shares	0.17	Common equity	Long	USA
THC Tenet Healthcare Corporation	2.51 mm	15.10 k shares	0.17	Common equity	Long	USA
Enel SpA	2.47 mm	308.92 k shares	0.17	Common equity	Long	Italy
TMO Thermo Fisher Scientific Inc.	2.46 mm	3.97 k shares	0.17	Common equity	Long	USA
D Dominion Energy, Inc.	2.46 mm	42.52 k shares	0.17	Common equity	Long	USA
CME CME Group Inc.	2.45 mm	11.09 k shares	0.16	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	2.44 mm	5.20 k shares	0.16	Common equity	Long	USA
Fortum OYJ	2.44 mm	148.22 k shares	0.16	Common equity	Long	Finland
SSNC SS&C Technologies Holdings, Inc.	2.44 mm	32.84 k shares	0.16	Common equity	Long	USA
LII Lennox International Inc.	2.44 mm	4.03 k shares	0.16	Common equity	Long	USA
Cigna Holding Co	2.43 mm	7.00 k shares	0.16	Common equity	Long	USA
Air Liquide SA	2.42 mm	12.55 k shares	0.16	Common equity	Long	France
AIA Group Ltd.	2.39 mm	273.40 k shares	0.16	Common equity	Long	Hong Kong
W Wayfair Inc.	2.39 mm	42.47 k shares	0.16	Common equity	Long	USA
BKNG Booking Holdings Inc.	2.38 mm	564.00 shares	0.16	Common equity	Long	USA
RGLD Royal Gold, Inc.	2.36 mm	16.84 k shares	0.16	Common equity	Long	USA
Copper	2.36 mm	308.00 contracts	0.16	Commodity derivative	N/A	USA
Lonza Group AG (Registered)	2.35 mm	3.70 k shares	0.16	Common equity	Long	Switzerland
ALNY Alnylam Pharmaceuticals, Inc.	2.35 mm	8.54 k shares	0.16	Common equity	Long	USA
MDLZ Mondelez International, Inc.	2.32 mm	31.44 k shares	0.16	Common equity	Long	USA
CVLT Commvault Systems, Inc.	2.29 mm	14.86 k shares	0.15	Common equity	Long	USA
HWM Howmet Aerospace Inc.	2.29 mm	22.80 k shares	0.15	Common equity	Long	USA
Trelleborg AB, Class B	2.23 mm	58.03 k shares	0.15	Common equity	Long	Sweden
IHI Corp.	2.22 mm	42.40 k shares	0.15	Common equity	Long	Japan
BR Broadridge Financial Solutions, Inc.	2.21 mm	10.28 k shares	0.15	Common equity	Long	USA
Prosus NV	2.20 mm	50.44 k shares	0.15	Common equity	Long	Netherlands
IRSIMM	2.20 mm	579.40 mm principal	0.15	Interest rate derivative	N/A	UK
KO The Coca-Cola Company	2.20 mm	30.61 k shares	0.15	Common equity	Long	USA
Kyushu Railway Co.	2.19 mm	76.10 k shares	0.15	Common equity	Long	Japan
ALSN Allison Transmission Holdings, Inc.	2.18 mm	22.71 k shares	0.15	Common equity	Long	USA
GWRE Guidewire Software, Inc.	2.18 mm	11.92 k shares	0.15	Common equity	Long	USA
Hang Seng Index	2.17 mm	162.00 contracts	0.15	Equity derivative	N/A	Hong Kong
TDK Corp.	2.17 mm	169.50 k shares	0.15	Common equity	Long	Japan
Wartsila OYJ Abp	2.17 mm	96.75 k shares	0.15	Common equity	Long	Finland
Total Return Swap Goldman Sachs International	2.16 mm	192.65 mm principal	0.15	Equity derivative	N/A	UK
Experian plc	2.15 mm	40.88 k shares	0.15	Common equity	Long	Jersey
H & M Hennes & Mauritz AB, Class B	2.15 mm	126.07 k shares	0.14	Common equity	Long	Sweden
Sony Group Corp.	2.15 mm	110.50 k shares	0.14	Common equity	Long	Japan
ZTS Zoetis Inc.	2.14 mm	10.97 k shares	0.14	Common equity	Long	USA
AZO AutoZone, Inc.	2.14 mm	679.00 shares	0.14	Common equity	Long	USA
ITW Illinois Tool Works Inc.	2.13 mm	8.14 k shares	0.14	Common equity	Long	USA
Pentair plc	2.12 mm	21.64 k shares	0.14	Common equity	Long	Ireland
NTNX Nutanix, Inc.	2.11 mm	35.59 k shares	0.14	Common equity	Long	USA
Keyence Corp.	2.11 mm	4.40 k shares	0.14	Common equity	Long	Japan
PNC The PNC Financial Services Group, Inc.	2.10 mm	11.36 k shares	0.14	Common equity	Long	USA
UHS Universal Health Services, Inc.	2.09 mm	9.11 k shares	0.14	Common equity	Long	USA
COP ConocoPhillips	2.07 mm	19.70 k shares	0.14	Common equity	Long	USA
TRGP Targa Resources Corp.	2.06 mm	13.95 k shares	0.14	Common equity	Long	USA
NI NiSource Inc.	2.06 mm	59.51 k shares	0.14	Common equity	Long	USA
BAE Systems plc	2.05 mm	123.76 k shares	0.14	Common equity	Long	UK
KLAC KLA Corporation	2.05 mm	2.65 k shares	0.14	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	2.05 mm	39.65 k shares	0.14	Common equity	Long	USA
MA Mastercard Incorporated	2.05 mm	4.15 k shares	0.14	Common equity	Long	USA
MHK Mohawk Industries, Inc.	2.05 mm	12.74 k shares	0.14	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	2.05 mm	3.71 k shares	0.14	Common equity	Long	Germany
MS&AD Insurance Group Holdings, Inc.	2.04 mm	86.80 k shares	0.14	Common equity	Long	Japan
IFF International Flavors & Fragrances Inc.	2.03 mm	19.39 k shares	0.14	Common equity	Long	USA
VEEV Veeva Systems Inc.	2.03 mm	9.69 k shares	0.14	Common equity	Long	USA
BERY Berry Global Group, Inc.	2.03 mm	29.87 k shares	0.14	Common equity	Long	USA
Kuraray Co. Ltd.	2.01 mm	135.10 k shares	0.14	Common equity	Long	Japan
Danske Bank A/S	2.00 mm	66.44 k shares	0.13	Common equity	Long	Denmark
VTR Ventas, Inc.	1.99 mm	31.11 k shares	0.13	Common equity	Long	USA
Axalta Coating Systems Ltd.	1.99 mm	55.12 k shares	0.13	Common equity	Long	Bermuda
SoftBank Group Corp.	1.98 mm	33.40 k shares	0.13	Common equity	Long	Japan
Niterra Co. Ltd.	1.97 mm	70.00 k shares	0.13	Common equity	Long	Japan
TFC Truist Financial Corporation	1.97 mm	46.04 k shares	0.13	Common equity	Long	USA
Orange SA	1.96 mm	170.78 k shares	0.13	Common equity	Long	France
Electrolux AB, Class B	1.94 mm	199.45 k shares	0.13	Common equity	Long	Sweden
Tokio Marine Holdings, Inc.	1.94 mm	52.50 k shares	0.13	Common equity	Long	Japan
HD The Home Depot, Inc.	1.93 mm	4.78 k shares	0.13	Common equity	Long	USA
PAG Penske Automotive Group, Inc.	1.93 mm	11.87 k shares	0.13	Common equity	Long	USA
MTZ MasTec, Inc.	1.92 mm	15.57 k shares	0.13	Common equity	Long	USA
BDX Becton, Dickinson and Company	1.91 mm	7.93 k shares	0.13	Common equity	Long	USA
HBAN Huntington Bancshares Incorporated	1.91 mm	129.69 k shares	0.13	Common equity	Long	USA
DUK Duke Energy Corporation	1.90 mm	16.52 k shares	0.13	Common equity	Long	USA
Capcom Co. Ltd.	1.89 mm	81.20 k shares	0.13	Common equity	Long	Japan
ONTO Onto Innovation Inc.	1.89 mm	9.11 k shares	0.13	Common equity	Long	USA
CNO CNO Financial Group, Inc.	1.89 mm	53.71 k shares	0.13	Common equity	Long	USA
Shimano, Inc.	1.88 mm	9.90 k shares	0.13	Common equity	Long	Japan
Atlas Copco AB, Class A	1.88 mm	97.24 k shares	0.13	Common equity	Long	Sweden
TotalEnergies SE	1.87 mm	28.85 k shares	0.13	Common equity	Long	France
Ferrari NV	1.86 mm	3.97 k shares	0.13	Common equity	Long	Netherlands
MRVL Marvell Technology, Inc.	1.86 mm	25.79 k shares	0.13	Common equity	Long	USA
PM Philip Morris International Inc.	1.86 mm	15.32 k shares	0.13	Common equity	Long	USA
CaixaBank SA	1.86 mm	310.94 k shares	0.12	Common equity	Long	Spain
Shell plc	1.84 mm	56.84 k shares	0.12	Common equity	Long	UK
PYPL PayPal Holdings, Inc.	1.84 mm	23.61 k shares	0.12	Common equity	Long	USA
BLDR Builders FirstSource, Inc.	1.84 mm	9.50 k shares	0.12	Common equity	Long	USA
BSX Boston Scientific Corporation	1.83 mm	21.89 k shares	0.12	Common equity	Long	USA
ACM AECOM	1.83 mm	17.68 k shares	0.12	Common equity	Long	USA
XOM Exxon Mobil Corporation	1.82 mm	15.57 k shares	0.12	Common equity	Long	USA
Chubb Ltd.	1.82 mm	6.33 k shares	0.12	Common equity	Long	Switzerland
FHI Federated Hermes, Inc.	1.82 mm	49.60 k shares	0.12	Common equity	Long	USA
WELL Welltower Inc.	1.82 mm	14.24 k shares	0.12	Common equity	Long	USA
TFCF Twenty-First Century Fox Inc	1.82 mm	68.38 k shares	0.12	Common equity	Long	USA
BRBR BellRing Brands, Inc.	1.81 mm	29.84 k shares	0.12	Common equity	Long	USA
Fujitsu Ltd.	1.81 mm	87.80 k shares	0.12	Common equity	Long	Japan