Holdings (Monthly)
Guide ↗
AQR Managed Futures Strategy Fund
· AQR Funds| # | Name | Ticker | Since | Shares | Shares Δ | Value | Val Δ% | % Port | Cat |
|---|---|---|---|---|---|---|---|---|---|
| ✕ | United States of America | 912797SX6 | — | 170,000,000 | SOLD | $168.9M | — | — | — |
| ✕ | United States of America | 912797TD9 | — | 150,000,000 | SOLD | $148.8M | — | — | — |
| ✕ | United States of America | 912797SV0 | — | 125,626,000 | SOLD | $125.0M | — | — | — |
| ✕ | United States of America | 912797SN8 | — | 41,508,000 | SOLD | $41.4M | — | — | — |
| ✕ | United States of America | 912797SM0 | — | 39,753,000 | SOLD | $39.7M | — | — | — |
| ✕ | United States of America | 912797SD0 | — | 32,953,000 | SOLD | $32.9M | — | — | — |
| ✕ | United States of America | 912797TQ0 | — | 30,000,000 | SOLD | $29.6M | — | — | — |
| ✕ | United States of America | 912797QN0 | — | 27,674,000 | SOLD | $27.6M | — | — | — |
| ✕ | Adobe, Inc. | 00724F101 | — | 74,565 | SOLD | $18.1M | — | — | — |
| ✕ | United States of America | 912797SP3 | — | 13,203,000 | SOLD | $13.2M | — | — | — |
| ✕ | United States of America | 912797TE7 | — | 9,994,000 | SOLD | $9.9M | — | — | — |
| ✕ | Honeywell International, Inc. | 438516106 | — | 41,793 | SOLD | $9.4M | — | — | — |
| ✕ | AT&T, Inc. | 00206R102 | — | 317,893 | SOLD | $9.2M | — | — | — |
| ✕ | Taylor Morrison Home Corp. | 87724P106 | — | 152,081 | SOLD | $8.9M | — | — | — |
| ✕ | PepsiCo, Inc. | 713448108 | — | 53,097 | SOLD | $8.2M | — | — | — |
| ✕ | Delta Air Lines, Inc. | 247361702 | — | 103,077 | SOLD | $6.9M | — | — | — |
| ✕ | Occidental Petroleum Corp. | 674599105 | — | 101,806 | SOLD | $6.6M | — | — | — |
| ✕ | Regeneron Pharmaceuticals, Inc. | 75886F107 | — | 7,995 | SOLD | $6.2M | — | — | — |
| ✕ | Trimble, Inc. | 896239100 | — | 94,328 | SOLD | $6.2M | — | — | — |
| ✕ | United States of America | 912797QD2 | — | 5,814,000 | SOLD | $5.8M | — | — | — |
| ✕ | Westinghouse Air Brake Technologies Corp. | 929740108 | — | 19,943 | SOLD | $5.0M | — | — | — |
| ✕ | Autodesk, Inc. | 052769106 | — | 19,820 | SOLD | $4.7M | — | — | — |
| ✕ | Bright Horizons Family Solutions, Inc. | 109194100 | — | 53,689 | SOLD | $4.4M | — | — | — |
| ✕ | Waste Connections, Inc. | 94106B101 | — | 24,920 | SOLD | $4.0M | — | — | — |
| ✕ | Verizon Communications, Inc. | 92343V104 | — | 71,337 | SOLD | $3.6M | — | — | — |
| ✕ | ZoomInfo Technologies, Inc. | 98980F104 | — | 591,354 | SOLD | $3.5M | — | — | — |
| ✕ | Constellation Energy Corp. | 21037T109 | — | 11,655 | SOLD | $3.3M | — | — | — |
| ✕ | US Bancorp | 902973304 | — | 57,520 | SOLD | $3.0M | — | — | — |
| ✕ | Omnicom Group, Inc. | 681919106 | — | 38,683 | SOLD | $2.9M | — | — | — |
| ✕ | Fair Isaac Corp. | 303250104 | — | 2,630 | SOLD | $2.8M | — | — | — |
| ✕ | Darling Ingredients, Inc. | 237266101 | — | 45,199 | SOLD | $2.8M | — | — | — |
| ✕ | American Express Co. | 025816109 | — | 9,166 | SOLD | $2.8M | — | — | — |
| ✕ | Burlington Stores, Inc. | 122017106 | — | 7,948 | SOLD | $2.6M | — | — | — |
| ✕ | ExlService Holdings, Inc. | 302081104 | — | 74,840 | SOLD | $2.3M | — | — | — |
| ✕ | Carnival Corp. | 143658300 | — | 86,468 | SOLD | $2.2M | — | — | — |
| ✕ | Armstrong World Industries, Inc. | 04247X102 | — | 13,513 | SOLD | $2.2M | — | — | — |
| ✕ | Envista Holdings Corp. | 29415F104 | — | 83,989 | SOLD | $2.1M | — | — | — |
| ✕ | Allstate Corp. (The) | 020002101 | — | 10,145 | SOLD | $2.1M | — | — | — |
| ✕ | Carlisle Cos., Inc. | 142339100 | — | 6,129 | SOLD | $2.0M | — | — | — |
| ✕ | Amphenol Corp. | 032095101 | — | 14,605 | SOLD | $1.8M | — | — | — |
| ✕ | Encompass Health Corp. | 29261A100 | — | 18,825 | SOLD | $1.8M | — | — | — |
| ✕ | Universal Health Services, Inc. | 913903100 | — | 10,042 | SOLD | $1.8M | — | — | — |
| ✕ | Nasdaq, Inc. | 631103108 | — | 19,791 | SOLD | $1.7M | — | — | — |
| ✕ | Veralto Corp. | 92338C103 | — | 18,995 | SOLD | $1.7M | — | — | — |
| ✕ | ARC Resources Ltd. | 00208D408 | — | 78,762 | SOLD | $1.6M | — | — | — |
| ✕ | MarketAxess Holdings, Inc. | 57060D108 | — | 9,599 | SOLD | $1.6M | — | — | — |
| ✕ | Caesars Entertainment, Inc. | 12769G100 | — | 59,059 | SOLD | $1.6M | — | — | — |
| ✕ | Roku, Inc. | 77543R102 | — | 16,321 | SOLD | $1.5M | — | — | — |
| ✕ | United States of America | 912797QX8 | — | 1,542,000 | SOLD | $1.5M | — | — | — |
| ✕ | CME Group, Inc. | 12572Q105 | — | 5,159 | SOLD | $1.5M | — | — | — |
| ✕ | WW Grainger, Inc. | 384802104 | — | 1,289 | SOLD | $1.4M | — | — | — |
| ✕ | Seaboard Corp. | 811543107 | — | 231 | SOLD | $1.3M | — | — | — |
| ✕ | MGM Resorts International | 552953101 | — | 31,892 | SOLD | $1.2M | — | — | — |
| ✕ | Halliburton Co. | 406216101 | — | 29,521 | SOLD | $1.2M | — | — | — |
| ✕ | YETI Holdings, Inc. | 98585X104 | — | 25,082 | SOLD | $0.9M | — | — | — |
| ✕ | DuPont de Nemours, Inc. | 26614N102 | — | 19,133 | SOLD | $0.9M | — | — | — |
| ✕ | Marzetti Co. (The) | 513847103 | — | 6,260 | SOLD | $0.9M | — | — | — |
| ✕ | Illinois Tool Works, Inc. | 452308109 | — | 2,917 | SOLD | $0.8M | — | — | — |
| ✕ | Dexcom, Inc. | 252131107 | — | 11,670 | SOLD | $0.7M | — | — | — |
| ✕ | Louisiana-Pacific Corp. | 546347105 | — | 8,670 | SOLD | $0.6M | — | — | — |
| ✕ | Datadog, Inc. | 23804L103 | — | 4,961 | SOLD | $0.6M | — | — | — |
| ✕ | Unity Software, Inc. | 91332U101 | — | 26,614 | SOLD | $0.6M | — | — | — |
| ✕ | AECOM | 00766T100 | — | 6,468 | SOLD | $0.5M | — | — | — |
| ✕ | GCI Liberty, Inc. | 36164V800 | — | 14,543 | SOLD | $0.5M | — | — | — |
| ✕ | United States of America | 912797SL2 | — | 473,000 | SOLD | $0.5M | — | — | — |
| ✕ | Air Lease Corp. | 00912X302 | — | 6,836 | SOLD | $0.4M | — | — | — |
| ✕ | UFP Industries, Inc. | 90278Q108 | — | 4,667 | SOLD | $0.4M | — | — | — |
| ✕ | Organon & Co. | 68622V106 | — | 66,893 | SOLD | $0.4M | — | — | — |
| ✕ | Teradata Corp. | 88076W103 | — | 15,000 | SOLD | $0.4M | — | — | — |
| ✕ | Stantec, Inc. | 85472N109 | — | 4,251 | SOLD | $0.4M | — | — | — |
| ✕ | Corebridge Financial, Inc. | 21871X109 | — | 12,375 | SOLD | $0.3M | — | — | — |
| ✕ | Cabot Corp. | 127055101 | — | 3,639 | SOLD | $0.3M | — | — | — |
| ✕ | Kirby Corp. | 497266106 | — | -2,155 | SOLD | $-0.3M | — | — | — |
| ✕ | Nutrien Ltd. | 67077M108 | — | -3,797 | SOLD | $-0.3M | — | — | — |
| ✕ | EastGroup Properties, Inc. | 277276101 | — | -1,579 | SOLD | $-0.3M | — | — | — |
| ✕ | EOG Resources, Inc. | 26875P101 | — | -2,032 | SOLD | $-0.3M | — | — | — |
| ✕ | Western Alliance Bancorp | 957638109 | — | -4,172 | SOLD | $-0.3M | — | — | — |
| ✕ | IDACORP, Inc. | 451107106 | — | -2,104 | SOLD | $-0.3M | — | — | — |
| ✕ | Canadian Pacific Kansas City Ltd. | 13646K108 | — | -3,847 | SOLD | $-0.3M | — | — | — |
| ✕ | Whitecap Resources, Inc. | 96467A200 | — | -27,233 | SOLD | $-0.3M | — | — | — |
| ✕ | H&R Block, Inc. | 093671105 | — | -10,741 | SOLD | $-0.3M | — | — | — |
| ✕ | CNA Financial Corp. | 126117100 | — | -7,767 | SOLD | $-0.4M | — | — | — |
| ✕ | U-Haul Holding Co. | 023586506 | — | -8,972 | SOLD | $-0.4M | — | — | — |
| ✕ | Brixmor Property Group, Inc. | 11120U105 | — | -16,817 | SOLD | $-0.5M | — | — | — |
| ✕ | TFS Financial Corp. | 87240R107 | — | -45,339 | SOLD | $-0.6M | — | — | — |
| ✕ | Americold Realty Trust, Inc. | 03064D108 | — | -57,365 | SOLD | $-0.7M | — | — | — |
| ✕ | Sunbelt Rentals Holdings, Inc. | 866966104 | — | -10,603 | SOLD | $-0.7M | — | — | — |
| ✕ | Associated Banc-Corp. | 045487105 | — | -26,169 | SOLD | $-0.7M | — | — | — |
| ✕ | Pinnacle West Capital Corp. | 723484101 | — | -6,898 | SOLD | $-0.7M | — | — | — |
| ✕ | MSCI, Inc. | 55354G100 | — | -1,358 | SOLD | $-0.7M | — | — | — |
| ✕ | Raymond James Financial, Inc. | 754730109 | — | -5,365 | SOLD | $-0.8M | — | — | — |
| ✕ | Westlake Corp. | 960413102 | — | -7,080 | SOLD | $-0.8M | — | — | — |
| ✕ | Telefonica SA | 879382109 | — | -206,116 | SOLD | $-0.9M | — | — | — |
| ✕ | Cullen/Frost Bankers, Inc. | 229899109 | — | -6,809 | SOLD | $-0.9M | — | — | — |
| ✕ | Crane Co. | 224408104 | — | -5,687 | SOLD | $-1.0M | — | — | — |
| ✕ | Home BancShares, Inc. | 436893200 | — | -36,951 | SOLD | $-1.0M | — | — | — |
| ✕ | Terex Corp. | 880779103 | — | -16,862 | SOLD | $-1.0M | — | — | — |
| ✕ | ASGN, Inc. | 00191U102 | — | -27,342 | SOLD | $-1.1M | — | — | — |
| ✕ | Hydro One Ltd. | 448811208 | — | -27,528 | SOLD | $-1.1M | — | — | — |
| ✕ | AES Corp. (The) | 00130H105 | — | -82,938 | SOLD | $-1.2M | — | — | — |
| ✕ | Emera, Inc. | 290876101 | — | -23,239 | SOLD | $-1.2M | — | — | — |
| ✕ | Agree Realty Corp. | 008492100 | — | -16,626 | SOLD | $-1.3M | — | — | — |
| ✕ | Equitable Holdings, Inc. | 29452E101 | — | -34,024 | SOLD | $-1.3M | — | — | — |
| ✕ | Loews Corp. | 540424108 | — | -12,114 | SOLD | $-1.3M | — | — | — |
| ✕ | Carrier Global Corp. | 14448C104 | — | -23,136 | SOLD | $-1.3M | — | — | — |
| ✕ | ON Semiconductor Corp. | 682189105 | — | -22,484 | SOLD | $-1.4M | — | — | — |
| ✕ | Campbell's Co. (The) | 134429109 | — | -70,636 | SOLD | $-1.6M | — | — | — |
| ✕ | Keysight Technologies, Inc. | 49338L103 | — | -5,935 | SOLD | $-1.7M | — | — | — |
| ✕ | Kimco Realty Corp. | 49446R109 | — | -78,186 | SOLD | $-1.8M | — | — | — |
| ✕ | AutoZone, Inc. | 053332102 | — | -530 | SOLD | $-1.8M | — | — | — |
| ✕ | Allegro MicroSystems, Inc. | 01749D105 | — | -58,006 | SOLD | $-1.8M | — | — | — |
| ✕ | Fortive Corp. | 34959J108 | — | -33,447 | SOLD | $-1.8M | — | — | — |
| ✕ | United Rentals, Inc. | 911363109 | — | -2,621 | SOLD | $-1.9M | — | — | — |
| ✕ | Sempra | 816851109 | — | -20,818 | SOLD | $-2.0M | — | — | — |
| ✕ | MDU Resources Group, Inc. | 552690109 | — | -101,274 | SOLD | $-2.1M | — | — | — |
| ✕ | Healthpeak Properties, Inc. | 42250P103 | — | -132,165 | SOLD | $-2.2M | — | — | — |
| ✕ | Ralliant Corp. | 750940108 | — | -54,060 | SOLD | $-2.2M | — | — | — |
| ✕ | Healthcare Realty Trust, Inc. | 42226K105 | — | -132,803 | SOLD | $-2.3M | — | — | — |
| ✕ | Southwest Airlines Co. | 844741108 | — | -63,848 | SOLD | $-2.4M | — | — | — |
| ✕ | Quest Diagnostics, Inc. | 74834L100 | — | -12,249 | SOLD | $-2.4M | — | — | — |
| ✕ | Hancock Whitney Corp. | 410120109 | — | -38,096 | SOLD | $-2.4M | — | — | — |
| ✕ | Zebra Technologies Corp. | 989207105 | — | -11,821 | SOLD | $-2.5M | — | — | — |
| ✕ | MSC Industrial Direct Co., Inc. | 553530106 | — | -27,130 | SOLD | $-2.5M | — | — | — |
| ✕ | Hexcel Corp. | 428291108 | — | -31,821 | SOLD | $-2.6M | — | — | — |
| ✕ | FNB Corp. | 302520101 | — | -156,444 | SOLD | $-2.6M | — | — | — |
| ✕ | Generac Holdings, Inc. | 368736104 | — | -13,945 | SOLD | $-2.7M | — | — | — |
| ✕ | Everpure, Inc. | 74624M102 | — | -50,287 | SOLD | $-3.0M | — | — | — |
| ✕ | Extra Space Storage, Inc. | 30225T102 | — | -23,028 | SOLD | $-3.0M | — | — | — |
| ✕ | IDEX Corp. | 45167R104 | — | -17,429 | SOLD | $-3.3M | — | — | — |
| ✕ | Cadence Design Systems, Inc. | 127387108 | — | -12,384 | SOLD | $-3.4M | — | — | — |
| ✕ | UL Solutions, Inc. | 903731107 | — | -43,491 | SOLD | $-3.7M | — | — | — |
| ✕ | Nucor Corp. | 670346105 | — | -22,953 | SOLD | $-3.9M | — | — | — |
| ✕ | Corcept Therapeutics, Inc. | 218352102 | — | -97,899 | SOLD | $-3.9M | — | — | — |
| ✕ | Consolidated Edison, Inc. | 209115104 | — | -35,481 | SOLD | $-4.0M | — | — | — |
| ✕ | KLA Corp. | 482480100 | — | -2,732 | SOLD | $-4.0M | — | — | — |
| ✕ | Equity Residential | 29476L107 | — | -72,529 | SOLD | $-4.3M | — | — | — |
| ✕ | eBay, Inc. | 278642103 | — | -50,160 | SOLD | $-4.6M | — | — | — |
| ✕ | Apple, Inc. | 037833100 | — | -18,061 | SOLD | $-4.6M | — | — | — |
| ✕ | PPG Industries, Inc. | 693506107 | — | -43,197 | SOLD | $-4.6M | — | — | — |
| ✕ | Thomson Reuters Corp. | 884903808 | — | -53,712 | SOLD | $-4.8M | — | — | — |
| ✕ | Hilton Worldwide Holdings, Inc. | 43300A203 | — | -16,030 | SOLD | $-4.9M | — | — | — |
| ✕ | Southern Co. (The) | 842587107 | — | -51,835 | SOLD | $-5.0M | — | — | — |
| ✕ | Rockwell Automation, Inc. | 773903109 | — | -14,445 | SOLD | $-5.2M | — | — | — |
| ✕ | AvalonBay Communities, Inc. | 053484101 | — | -31,771 | SOLD | $-5.2M | — | — | — |
| ✕ | Steel Dynamics, Inc. | 858119100 | — | -30,832 | SOLD | $-5.5M | — | — | — |
| ✕ | JPMorgan Chase & Co. | 46625H100 | — | -19,448 | SOLD | $-5.7M | — | — | — |
| ✕ | Alphabet, Inc. | 02079K305 | — | -20,801 | SOLD | $-6.0M | — | — | — |
| ✕ | TopBuild Corp. | 89055F103 | — | -17,028 | SOLD | $-6.0M | — | — | — |
| ✕ | Vulcan Materials Co. | 929160109 | — | -24,603 | SOLD | $-6.7M | — | — | — |
| ✕ | Arista Networks, Inc. | 040413205 | — | -55,052 | SOLD | $-6.8M | — | — | — |
| ✕ | Aflac, Inc. | 001055102 | — | -65,679 | SOLD | $-7.2M | — | — | — |
| ✕ | Emerson Electric Co. | 291011104 | — | -55,576 | SOLD | $-7.3M | — | — | — |
| ✕ | Oklo, Inc. | 02156V109 | — | -150,929 | SOLD | $-7.5M | — | — | — |
| ✕ | Chevron Corp. | 166764100 | — | -40,667 | SOLD | $-8.4M | — | — | — |
| ✕ | F5, Inc. | 315616102 | — | -31,532 | SOLD | $-9.1M | — | — | — |
| ✕ | Alliant Energy Corp. | 018802108 | — | -137,482 | SOLD | $-9.9M | — | — | — |
| ✕ | Apellis Pharmaceuticals, Inc. | 03753U106 | — | -264,636 | SOLD | $-10.6M | — | — | — |
| ✕ | Dominion Energy, Inc. | 25746U109 | — | -179,076 | SOLD | $-11.1M | — | — | — |
| ✕ | Entergy Corp. | 29364G103 | — | -105,357 | SOLD | $-11.8M | — | — | — |
| ✕ | Palo Alto Networks, Inc. | 697435105 | — | -74,847 | SOLD | $-12.0M | — | — | — |
| ✕ | SLB Ltd. | 806857108 | — | -278,439 | SOLD | $-14.3M | — | — | — |