# AQR Managed Futures Strategy Fund

AQR Managed Futures Strategy Fund is a registered fund series of AQR Funds (series S000027214). Net assets $3.0B as of 2026-03-31.

## Profile

- Series ID: S000027214
- Registrant: AQR Funds
- LEI: 07BUS8UTTPW0D72K9M62
- Net assets: $3.0B
- Total assets: $6.1B
- As of: 2026-03-31

## Advisers

- [AQR Capital Management, LLC (Advisor)](https://search.stillhousedata.com/firm/111883)

## Top holdings (200 reported)

_Showing 15 of 200 holdings by value._

| Holding | Ticker | Value | % of fund |
| --- | --- | --- | --- |
| [Limited Purpose Cash Investment Fund](https://search.stillhousedata.com/security/90262Y729) | — | $670.9M | 2240.22% |
| [United States of America](https://search.stillhousedata.com/security/912797UH8) | — | $241.2M | 805.46% |
| [United States of America](https://search.stillhousedata.com/security/912797SX6) | — | $168.9M | 564.04% |
| [United States of America](https://search.stillhousedata.com/security/912797TD9) | — | $148.8M | 497.00% |
| [United States of America](https://search.stillhousedata.com/security/912797UG0) | — | $132.7M | 443.21% |
| [United States of America](https://search.stillhousedata.com/security/912797TN7) | — | $128.2M | 428.18% |
| [United States of America](https://search.stillhousedata.com/security/912797SV0) | — | $125.0M | 417.39% |
| [United States of America](https://search.stillhousedata.com/security/912797RG4) | — | $102.5M | 342.38% |
| [United States of America](https://search.stillhousedata.com/security/912797SA6) | — | $99.2M | 331.14% |
| [United States of America](https://search.stillhousedata.com/security/912797TP2) | — | $75.1M | 250.93% |
| [United States of America](https://search.stillhousedata.com/security/912797UF2) | — | $72.4M | 241.72% |
| [United States of America](https://search.stillhousedata.com/security/912797TW7) | — | $61.1M | 204.02% |
| [United States of America](https://search.stillhousedata.com/security/912797RS8) | — | $51.0M | 170.15% |
| [United States of America](https://search.stillhousedata.com/security/912797SN8) | — | $41.4M | 138.20% |
| [United States of America](https://search.stillhousedata.com/security/912797SM0) | — | $39.7M | 132.45% |

## Net asset history

| Report date | Net assets |
| --- | --- |
| 2026-03-31 | $3.0B |
| 2025-12-31 | $2.4B |
| 2025-09-30 | $2.3B |
| 2025-06-30 | $1.9B |
| 2025-03-31 | $1.7B |
| 2024-12-31 | $1.5B |
| 2024-09-30 | $1.5B |
| 2024-06-30 | $1.6B |

## More

- [Registrant: AQR Funds](https://search.stillhousedata.com/registrant/1444822)
- [This page as markdown (for LLM agents)](https://search.stillhousedata.com/fund/S000027214.md)
- [Search all SEC filings, advisers and people on Adviser Search](https://search.stillhousedata.com/)

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Source: public SEC filing data via Adviser Search (https://search.stillhousedata.com).
Agents: this data is also queryable via MCP tools and read-only SQL — see https://search.stillhousedata.com/llms.txt.