AQR Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

AQMIX, AQMNX, AQMRX

Fund manager

AQR Funds

Total assets

$2.65 bn

Liabilities

$1.10 bn

Net assets

$1.55 bn

Number of holdings

3.34 k

Top 200 of 3343 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	353.69 mm	353.76 mm shares	22.89	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	134.13 mm	136.00 mm principal	8.68	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	127.77 mm	129.65 mm principal	8.27	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	112.58 mm	114.06 mm principal	7.29	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	79.03 mm	80.00 mm principal	5.11	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	72.22 mm	73.04 mm principal	4.67	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	64.26 mm	64.84 mm principal	4.16	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	56.13 mm	57.00 mm principal	3.63	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.12 mm	50.00 mm principal	3.18	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.00 mm	50.00 mm principal	3.17	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	48.96 mm	49.48 mm principal	3.17	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	39.16 mm	39.55 mm principal	2.53	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	35.18 mm	35.32 mm principal	2.28	Short-term investment vehicle	Long	USA
Cocoa	18.72 mm	385.00 contracts	1.21	Commodity derivative	N/A	UK
U.S. Treasury Bills	15.87 mm	16.00 mm principal	1.03	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	14.08 mm	14.08 mm shares	0.91	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	10.41 mm	10.49 mm principal	0.67	Short-term investment vehicle	Long	USA
Novartis AG (Registered)	8.82 mm	90.61 k shares	0.57	Common equity	Long	Switzerland
AAPL Apple Inc.	8.63 mm	34.47 k shares	0.56	Common equity	Long	USA
U.S. Treasury Bills	8.49 mm	8.51 mm principal	0.55	Short-term investment vehicle	Long	USA
Zurich Insurance Group AG	8.24 mm	13.85 k shares	0.53	Common equity	Long	Switzerland
Sumitomo Mitsui Financial Group, Inc.	7.59 mm	316.10 k shares	0.49	Common equity	Long	Japan
Broadcom Pte. Ltd.	6.87 mm	29.63 k shares	0.44	Common equity	Long	USA
SAP SE	6.37 mm	25.91 k shares	0.41	Common equity	Long	Germany
EIX Edison International	6.01 mm	75.25 k shares	0.39	Common equity	Long	USA
DTE DTE Energy Company	5.92 mm	49.04 k shares	0.38	Common equity	Long	USA
WMT Walmart Inc.	5.19 mm	57.41 k shares	0.34	Common equity	Long	USA
RELX plc	5.18 mm	114.43 k shares	0.34	Common equity	Long	UK
U.S. Treasury Bills	5.14 mm	5.17 mm principal	0.33	Short-term investment vehicle	Long	USA
KDDI Corp.	4.90 mm	154.00 k shares	0.32	Common equity	Long	Japan
WAB Westinghouse Air Brake Technologies Corporation	4.87 mm	25.68 k shares	0.32	Common equity	Long	USA
AMZN Amazon.com, Inc.	4.75 mm	21.67 k shares	0.31	Common equity	Long	USA
ANET Arista Networks, Inc.	4.66 mm	42.20 k shares	0.30	Common equity	Long	USA
Hermes International SCA	4.66 mm	1.94 k shares	0.30	Common equity	Long	France
ITW Illinois Tool Works Inc.	4.65 mm	18.34 k shares	0.30	Common equity	Long	USA
CME CME Group Inc.	4.59 mm	19.78 k shares	0.30	Common equity	Long	USA
XEL Xcel Energy Inc.	4.59 mm	67.92 k shares	0.30	Common equity	Long	USA
GE General Electric Company	4.42 mm	26.52 k shares	0.29	Common equity	Long	USA
SHW The Sherwin-Williams Company	4.33 mm	12.75 k shares	0.28	Common equity	Long	USA
Schneider Electric SE	4.31 mm	17.32 k shares	0.28	Common equity	Long	France
PM Philip Morris International Inc.	4.27 mm	35.50 k shares	0.28	Common equity	Long	USA
Hitachi Ltd.	4.26 mm	173.80 k shares	0.28	Common equity	Long	Japan
ABB Ltd. (Registered)	4.24 mm	78.48 k shares	0.27	Common equity	Long	Switzerland
Tokio Marine Holdings, Inc.	4.23 mm	118.00 k shares	0.27	Common equity	Long	Japan
FICO Fair Isaac Corporation	4.11 mm	2.07 k shares	0.27	Common equity	Long	USA
DAL Delta Air Lines, Inc.	4.07 mm	67.32 k shares	0.26	Common equity	Long	USA
UniCredit SpA	4.04 mm	100.86 k shares	0.26	Common equity	Long	Italy
NVDA NVIDIA Corporation	3.98 mm	29.62 k shares	0.26	Common equity	Long	USA
VRSN VeriSign, Inc.	3.98 mm	19.22 k shares	0.26	Common equity	Long	USA
Industria de Diseno Textil SA	3.88 mm	75.69 k shares	0.25	Common equity	Long	Spain
Takeda Pharmaceutical Co. Ltd.	3.87 mm	146.30 k shares	0.25	Common equity	Long	Japan
Zalando SE	3.80 mm	113.73 k shares	0.25	Common equity	Long	Germany
HLT Hilton Worldwide Holdings Inc.	3.78 mm	15.31 k shares	0.24	Common equity	Long	USA
Pro Medicus Ltd.	3.77 mm	24.41 k shares	0.24	Common equity	Long	Australia
PKG Packaging Corporation of America	3.71 mm	16.47 k shares	0.24	Common equity	Long	USA
FTNT Fortinet, Inc.	3.71 mm	39.25 k shares	0.24	Common equity	Long	USA
APP AppLovin Corporation	3.69 mm	11.38 k shares	0.24	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	3.60 mm	6.76 k shares	0.23	Common equity	Long	USA
Kongsberg Gruppen ASA	3.57 mm	31.77 k shares	0.23	Common equity	Long	Norway
MANH Manhattan Associates, Inc.	3.55 mm	13.13 k shares	0.23	Common equity	Long	USA
NOW ServiceNow, Inc.	3.54 mm	3.34 k shares	0.23	Common equity	Long	USA
TCPTF Thompson Creek Metals Company Inc	3.51 mm	38.01 k shares	0.23	Common equity	Long	Canada
ADP Automatic Data Processing, Inc.	3.49 mm	11.93 k shares	0.23	Common equity	Long	USA
Asics Corp.	3.46 mm	177.20 k shares	0.22	Common equity	Long	Japan
SYK Stryker Corporation	3.39 mm	9.40 k shares	0.22	Common equity	Long	USA
MMM 3M Company	3.38 mm	26.16 k shares	0.22	Common equity	Long	USA
NatWest Group plc	3.35 mm	669.26 k shares	0.22	Common equity	Long	UK
Eaton Corp. plc	3.35 mm	10.08 k shares	0.22	Common equity	Long	Ireland
Nippon Yusen KK	3.33 mm	99.90 k shares	0.22	Common equity	Long	Japan
CMCSA Comcast Corporation	3.29 mm	87.78 k shares	0.21	Common equity	Long	USA
Wolters Kluwer NV	3.29 mm	19.78 k shares	0.21	Common equity	Long	Netherlands
CTAS Cintas Corporation	3.28 mm	17.93 k shares	0.21	Common equity	Long	USA
Trane Technologies plc	3.26 mm	8.84 k shares	0.21	Common equity	Long	Ireland
MS&AD Insurance Group Holdings, Inc.	3.26 mm	151.00 k shares	0.21	Common equity	Long	Japan
NGLS TRI Resources Inc.	3.26 mm	18.25 k shares	0.21	Common equity	Long	USA
InterContinental Hotels Group plc	3.21 mm	25.76 k shares	0.21	Common equity	Long	UK
KMI Kinder Morgan, Inc.	3.20 mm	116.81 k shares	0.21	Common equity	Long	USA
Mercedes-Benz Group AG	3.20 mm	57.32 k shares	0.21	Common equity	Long	Germany
FIX Comfort Systems USA, Inc.	3.16 mm	7.46 k shares	0.20	Common equity	Long	USA
PH Parker-Hannifin Corporation	3.15 mm	4.96 k shares	0.20	Common equity	Long	USA
TRV The Travelers Companies, Inc.	3.08 mm	12.78 k shares	0.20	Common equity	Long	USA
ABT Abbott Laboratories	3.06 mm	27.06 k shares	0.20	Common equity	Long	USA
Hoya Corp.	3.05 mm	24.60 k shares	0.20	Common equity	Long	Japan
Rolls-Royce Holdings plc	3.02 mm	425.95 k shares	0.20	Common equity	Long	UK
GWRE Guidewire Software, Inc.	3.02 mm	17.91 k shares	0.20	Common equity	Long	USA
Aristocrat Leisure Ltd.	2.98 mm	70.61 k shares	0.19	Common equity	Long	Australia
MSI Motorola Solutions, Inc.	2.95 mm	6.37 k shares	0.19	Common equity	Long	USA
Cocoa	2.94 mm	58.00 contracts	0.19	Commodity derivative	N/A	USA
BKNG Booking Holdings Inc.	2.93 mm	589.00 shares	0.19	Common equity	Long	USA
APH Amphenol Corporation	2.91 mm	41.87 k shares	0.19	Common equity	Long	USA
Mitsubishi UFJ Financial Group, Inc.	2.87 mm	246.10 k shares	0.19	Common equity	Long	Japan
MAS Masco Corporation	2.84 mm	39.11 k shares	0.18	Common equity	Long	USA
FLS Flowserve Corporation	2.83 mm	49.15 k shares	0.18	Common equity	Long	USA
Canon, Inc.	2.81 mm	86.60 k shares	0.18	Common equity	Long	Japan
CFG Citizens Financial Group, Inc.	2.80 mm	63.99 k shares	0.18	Common equity	Long	USA
CCK Crown Holdings, Inc.	2.78 mm	33.59 k shares	0.18	Common equity	Long	USA
Pentair plc	2.76 mm	27.40 k shares	0.18	Common equity	Long	Ireland
NFLX Netflix, Inc.	2.73 mm	3.07 k shares	0.18	Common equity	Long	USA
Deutsche Telekom AG (Registered)	2.73 mm	90.99 k shares	0.18	Common equity	Long	Germany
Marks & Spencer Group plc	2.71 mm	577.67 k shares	0.18	Common equity	Long	UK
JB Hi-Fi Ltd.	2.68 mm	46.86 k shares	0.17	Common equity	Long	Australia
TRU TransUnion	2.68 mm	28.91 k shares	0.17	Common equity	Long	USA
IT Gartner, Inc.	2.68 mm	5.53 k shares	0.17	Common equity	Long	USA
BRBR BellRing Brands, Inc.	2.66 mm	35.30 k shares	0.17	Common equity	Long	USA
United Airlines Holdings, Inc.	2.62 mm	26.94 k shares	0.17	Common equity	Long	USA
GWW W.W. Grainger, Inc.	2.60 mm	2.46 k shares	0.17	Common equity	Long	USA
CL Colgate-Palmolive Company	2.59 mm	28.54 k shares	0.17	Common equity	Long	USA
ITOCHU Corp.	2.59 mm	52.70 k shares	0.17	Common equity	Long	Japan
PPL PPL Corporation	2.58 mm	79.51 k shares	0.17	Common equity	Long	USA
Inpex Corp.	2.57 mm	204.60 k shares	0.17	Common equity	Long	Japan
Holcim AG	2.56 mm	26.55 k shares	0.17	Common equity	Long	Switzerland
COKE Coca-Cola Consolidated, Inc.	2.54 mm	2.02 k shares	0.16	Common equity	Long	USA
Allianz SE (Registered)	2.54 mm	8.27 k shares	0.16	Common equity	Long	Germany
IHI Corp.	2.52 mm	43.10 k shares	0.16	Common equity	Long	Japan
Tesco plc	2.49 mm	542.06 k shares	0.16	Common equity	Long	UK
GDDY GoDaddy Inc.	2.48 mm	12.56 k shares	0.16	Common equity	Long	USA
BR Broadridge Financial Solutions, Inc.	2.47 mm	10.94 k shares	0.16	Common equity	Long	USA
TWLO Twilio Inc.	2.47 mm	22.87 k shares	0.16	Common equity	Long	USA
COST Costco Wholesale Corporation	2.46 mm	2.69 k shares	0.16	Common equity	Long	USA
LII Lennox International Inc.	2.46 mm	4.03 k shares	0.16	Common equity	Long	USA
ORCL Oracle Corporation	2.46 mm	14.73 k shares	0.16	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	2.45 mm	22.71 k shares	0.16	Common equity	Long	USA
NOC Northrop Grumman Corporation	2.45 mm	5.22 k shares	0.16	Common equity	Long	USA
Telefonaktiebolaget LM Ericsson, Class B	2.45 mm	302.66 k shares	0.16	Common equity	Long	Sweden
TJX The TJX Companies, Inc.	2.43 mm	20.13 k shares	0.16	Common equity	Long	USA
Tokyo Electron Ltd.	2.42 mm	16.10 k shares	0.16	Common equity	Long	Japan
BSX Boston Scientific Corporation	2.40 mm	26.85 k shares	0.16	Common equity	Long	USA
Fast Retailing Co. Ltd.	2.40 mm	7.10 k shares	0.15	Common equity	Long	Japan
PGR The Progressive Corporation	2.39 mm	9.96 k shares	0.15	Common equity	Long	USA
CMG Chipotle Mexican Grill, Inc.	2.38 mm	39.46 k shares	0.15	Common equity	Long	USA
Unipol Gruppo SpA	2.36 mm	188.98 k shares	0.15	Common equity	Long	Italy
NTRA Natera, Inc.	2.35 mm	14.87 k shares	0.15	Common equity	Long	USA
HWM Howmet Aerospace Inc.	2.34 mm	21.40 k shares	0.15	Common equity	Long	USA
Sony Group Corp.	2.33 mm	110.50 k shares	0.15	Common equity	Long	Japan
RGLD Royal Gold, Inc.	2.31 mm	17.52 k shares	0.15	Common equity	Long	USA
Sanwa Holdings Corp.	2.31 mm	83.50 k shares	0.15	Common equity	Long	Japan
Grab Holdings Ltd., Class A	2.29 mm	485.45 k shares	0.15	Common equity	Long	Cayman Islands
Fujikura Ltd.	2.29 mm	56.00 k shares	0.15	Common equity	Long	Japan
ZM Zoom Video Communications, Inc.	2.28 mm	27.89 k shares	0.15	Common equity	Long	USA
T AT&T Inc.	2.27 mm	99.63 k shares	0.15	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	2.25 mm	29.71 k shares	0.15	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	2.24 mm	39.65 k shares	0.15	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	2.24 mm	98.40 k shares	0.14	Common equity	Long	Japan
ORIX Corp.	2.24 mm	104.10 k shares	0.14	Common equity	Long	Japan
Niterra Co. Ltd.	2.23 mm	70.00 k shares	0.14	Common equity	Long	Japan
HAL Halliburton Company	2.21 mm	81.41 k shares	0.14	Common equity	Long	USA
Intermediate Capital Group plc	2.21 mm	85.84 k shares	0.14	Common equity	Long	UK
Logitech International SA (Registered)	2.20 mm	26.68 k shares	0.14	Common equity	Long	Switzerland
EME EMCOR Group, Inc.	2.20 mm	4.85 k shares	0.14	Common equity	Long	USA
EVR Evercore Inc.	2.19 mm	7.91 k shares	0.14	Common equity	Long	USA
PNC The PNC Financial Services Group, Inc.	2.19 mm	11.36 k shares	0.14	Common equity	Long	USA
WTI Crude Oil	2.19 mm	799.00 contracts	0.14	Commodity derivative	N/A	USA
NI NiSource Inc.	2.19 mm	59.51 k shares	0.14	Common equity	Long	USA
MA Mastercard Incorporated	2.18 mm	4.15 k shares	0.14	Common equity	Long	USA
NTNX Nutanix, Inc.	2.18 mm	35.59 k shares	0.14	Common equity	Long	USA
MRVL Marvell Technology, Inc.	2.17 mm	19.67 k shares	0.14	Common equity	Long	USA
Toyo Suisan Kaisha Ltd.	2.17 mm	32.00 k shares	0.14	Common equity	Long	Japan
Essential Utilities, Inc.	2.16 mm	59.48 k shares	0.14	Common equity	Long	USA
ALK Alaska Air Group, Inc.	2.14 mm	33.10 k shares	0.14	Common equity	Long	USA
ZTS Zoetis Inc.	2.13 mm	13.06 k shares	0.14	Common equity	Long	USA
Fortum OYJ	2.12 mm	151.62 k shares	0.14	Common equity	Long	Finland
MTZ MasTec, Inc.	2.12 mm	15.57 k shares	0.14	Common equity	Long	USA
Disco Corp.	2.10 mm	7.90 k shares	0.14	Common equity	Long	Japan
Santen Pharmaceutical Co. Ltd.	2.08 mm	203.40 k shares	0.13	Common equity	Long	Japan
HBAN Huntington Bancshares Incorporated	2.05 mm	126.21 k shares	0.13	Common equity	Long	USA
FHI Federated Hermes, Inc.	2.04 mm	49.60 k shares	0.13	Common equity	Long	USA
PLTR Palantir Technologies Inc.	2.04 mm	26.92 k shares	0.13	Common equity	Long	USA
Wartsila OYJ Abp	2.04 mm	114.83 k shares	0.13	Common equity	Long	Finland
Oracle Corp. Japan	2.02 mm	21.10 k shares	0.13	Common equity	Long	Japan
EHC Encompass Health Corporation	2.02 mm	21.83 k shares	0.13	Common equity	Long	USA
PYPL PayPal Holdings, Inc.	2.02 mm	23.61 k shares	0.13	Common equity	Long	USA
Prosus NV	2.00 mm	50.44 k shares	0.13	Common equity	Long	Netherlands
CNO CNO Financial Group, Inc. 5.125	2.00 mm	53.71 k shares	0.13	Common equity	Long	USA
HUBS HubSpot, Inc.	1.99 mm	2.85 k shares	0.13	Common equity	Long	USA
VEEV Veeva Systems Inc.	1.98 mm	9.43 k shares	0.13	Common equity	Long	USA
Chubb Ltd.	1.96 mm	7.10 k shares	0.13	Common equity	Long	Switzerland
ALL The Allstate Corporation	1.96 mm	10.15 k shares	0.13	Common equity	Long	USA
HWC Hancock Whitney Corporation - 6	1.95 mm	35.63 k shares	0.13	Common equity	Long	USA
AZO AutoZone, Inc.	1.94 mm	605.00 shares	0.13	Common equity	Long	USA
Kuraray Co. Ltd.	1.94 mm	135.10 k shares	0.13	Common equity	Long	Japan
TEAM Atlassian Corporation	1.93 mm	7.94 k shares	0.12	Common equity	Long	USA
Recruit Holdings Co. Ltd.	1.91 mm	27.50 k shares	0.12	Common equity	Long	Japan
USFD US Foods Holding Corp.	1.91 mm	28.28 k shares	0.12	Common equity	Long	USA
COF Capital One Financial Corporation	1.91 mm	10.69 k shares	0.12	Common equity	Long	USA
EVRG Evergy, Inc.	1.90 mm	30.88 k shares	0.12	Common equity	Long	USA
TFC Truist Financial Corporation	1.90 mm	43.79 k shares	0.12	Common equity	Long	USA
Garmin Ltd.	1.89 mm	9.17 k shares	0.12	Common equity	Long	Switzerland
ACM AECOM	1.89 mm	17.68 k shares	0.12	Common equity	Long	USA
Barclays plc	1.89 mm	564.24 k shares	0.12	Common equity	Long	UK
Experian plc	1.89 mm	43.91 k shares	0.12	Common equity	Long	Jersey
TFCF Twenty-First Century Fox Inc	1.88 mm	68.38 k shares	0.12	Common equity	Long	USA
AFRM Affirm Holdings, Inc.	1.88 mm	30.81 k shares	0.12	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	1.87 mm	3.71 k shares	0.12	Common equity	Long	Germany
Yangzijiang Shipbuilding Holdings Ltd.	1.87 mm	853.50 k shares	0.12	Common equity	Long	Singapore
Zensho Holdings Co. Ltd.	1.86 mm	32.90 k shares	0.12	Common equity	Long	Japan
Yokohama Rubber Co. Ltd. (The)	1.86 mm	86.90 k shares	0.12	Common equity	Long	Japan
PAG Penske Automotive Group, Inc.	1.86 mm	12.19 k shares	0.12	Common equity	Long	USA
Axis Capital Holdings Ltd.	1.84 mm	20.79 k shares	0.12	Common equity	Long	Bermuda
D Dominion Energy, Inc.	1.82 mm	33.79 k shares	0.12	Common equity	Long	USA
HD The Home Depot, Inc.	1.81 mm	4.65 k shares	0.12	Common equity	Long	USA