Holdings of AQR Managed Futures Strategy HV Fund
AQR Funds · Original filing · Compare with another fund · Report an error
- Net assets
- 1.6B $ including 1.9B $ in equities, 118.8 %
- Positions
- 806 in 22 countries
- Top ten
- 7.3 % of net assets
- Filed on
- Jun 30, 2026
Portfolio shape
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 1 | INTERNATIONAL BUSINESS MACHINES CORP | 51,933 | 14.6M $ | 0.90 % |
| 2 | Fortinet Inc | 93,123 | 14.3M $ | 0.88 % |
| 3 | Deutsche Bank AG | 384,828 | 13M $ | 0.80 % |
| 4 | VeriSign Inc | 51,033 | 12.8M $ | 0.79 % |
| 5 | Centene Corp | 198,255 | 12.7M $ | 0.78 % |
| 6 | BNP Paribas SA | 91,294 | 10.7M $ | 0.66 % |
| 7 | Costco Wholesale Corp | 11,323 | 10.6M $ | 0.65 % |
| 8 | ABB Ltd | 92,706 | 10.1M $ | 0.62 % |
| 9 | Nutanix Inc | 196,187 | 10M $ | 0.61 % |
| 10 | Sanofi SA | 113,767 | 9.7M $ | 0.60 % |
| 11 | Intel Corp | 69,574 | 9.7M $ | 0.60 % |
| 12 | Owens Corning | 60,720 | 9.7M $ | 0.59 % |
| 13 | TEXAS ROADHOUSE INC | 49,402 | 9.5M $ | 0.59 % |
| 14 | Bristol-Myers Squibb Co | 165,492 | 9.5M $ | 0.59 % |
| 15 | Cummins Inc | 12,680 | 9M $ | 0.56 % |
| 16 | SEAGATE TECHNOLOGY HOLDINGS PLC | 9,225 | 8.9M $ | 0.55 % |
| 17 | General Electric Co | 23,785 | 8.9M $ | 0.55 % |
| 18 | Colgate-Palmolive Co | 96,163 | 8.8M $ | 0.54 % |
| 19 | Alexandria Real Estate Equities Inc | 163,875 | 8.7M $ | 0.53 % |
| 20 | ROBLOX Corp | 151,391 | 8.2M $ | 0.51 % |
| 21 | CATERPILLAR INC | 7,670 | 8.2M $ | 0.50 % |
| 22 | Wells Fargo & Co | 97,210 | 8M $ | 0.49 % |
| 23 | ASML Holding NV | 3,936 | 7.8M $ | 0.48 % |
| 24 | Hewlett Packard Enterprise Co | 170,424 | 7.7M $ | 0.47 % |
| 25 | Micron Technology Inc | 6,616 | 7.6M $ | 0.47 % |
| 26 | Booz Allen Hamilton Holding Corp | 123,616 | 7.5M $ | 0.46 % |
| 27 | International Paper Co | 196,517 | 7.5M $ | 0.46 % |
| 28 | 3M Co | 45,572 | 7.4M $ | 0.45 % |
| 29 | ZOOM COMMUNICATIONS INC | 84,214 | 7.3M $ | 0.45 % |
| 30 | General Dynamics Corp | 20,380 | 7.2M $ | 0.44 % |
| 31 | TJX Cos Inc/The | 47,590 | 7.2M $ | 0.44 % |
| 32 | Wartsila OYJ Abp | 186,501 | 7.1M $ | 0.44 % |
| 33 | Target Corp | 54,293 | 7.1M $ | 0.44 % |
| 34 | Teradyne Inc | 14,512 | 7M $ | 0.43 % |
| 35 | Landstar System Inc | 33,950 | 7M $ | 0.43 % |
| 36 | FedEx Corp | 22,402 | 7M $ | 0.43 % |
| 37 | Roche Holding AG | 17,007 | 7M $ | 0.43 % |
| 38 | Sumitomo Mitsui Trust Group Inc | 185,200 | 6.9M $ | 0.43 % |
| 39 | Iridium Communications Inc | 123,748 | 6.8M $ | 0.42 % |
| 40 | JB Hunt Transport Services Inc | 23,378 | 6.8M $ | 0.42 % |
| 41 | TotalEnergies SE | 86,758 | 6.7M $ | 0.41 % |
| 42 | Oracle Corp | 45,754 | 6.7M $ | 0.41 % |
| 43 | Rubrik Inc | 83,237 | 6.7M $ | 0.41 % |
| 44 | Altria Group Inc | 92,325 | 6.6M $ | 0.41 % |
| 45 | Ross Stores Inc | 30,752 | 6.5M $ | 0.40 % |
| 46 | Vornado Realty Trust | 166,501 | 6.5M $ | 0.40 % |
| 47 | Siemens Energy AG | 34,248 | 6.5M $ | 0.40 % |
| 48 | Dell Technologies Inc | 14,745 | 6.4M $ | 0.39 % |
| 49 | Freeport-McMoRan Inc | 101,097 | 6.4M $ | 0.39 % |
| 50 | RTX Corp | 33,474 | 6.4M $ | 0.39 % |
| 51 | Science Applications International Corp | 57,362 | 6.3M $ | 0.39 % |
| 52 | Amkor Technology Inc | 72,920 | 6.3M $ | 0.39 % |
| 53 | Fidelity National Financial Inc | 132,958 | 6.3M $ | 0.39 % |
| 54 | STMicroelectronics NV | 83,442 | 6.2M $ | 0.38 % |
| 55 | Chubb Ltd | 18,041 | 6.1M $ | 0.38 % |
| 56 | Bath & Body Works Inc | 260,798 | 6M $ | 0.37 % |
| 57 | Mosaic Co/The | 284,150 | 6M $ | 0.37 % |
| 58 | Carrefour SA | 322,129 | 6M $ | 0.37 % |
| 59 | Novartis AG | 37,773 | 5.9M $ | 0.36 % |
| 60 | Svenska Handelsbanken AB | 398,516 | 5.9M $ | 0.36 % |
| 61 | Travelers Cos Inc/The | 17,686 | 5.8M $ | 0.36 % |
| 62 | Edison International | 78,257 | 5.8M $ | 0.36 % |
| 63 | Whirlpool Corp | 147,664 | 5.8M $ | 0.36 % |
| 64 | Arrow Electronics Inc | 27,099 | 5.8M $ | 0.36 % |
| 65 | Stifel Financial Corp | 82,688 | 5.8M $ | 0.35 % |
| 66 | Hilton Worldwide Holdings Inc | 17,350 | 5.7M $ | 0.35 % |
| 67 | Macy's Inc | 241,084 | 5.7M $ | 0.35 % |
| 68 | Lockheed Martin Corp | 11,096 | 5.7M $ | 0.35 % |
| 69 | Everest Group Ltd | 15,817 | 5.7M $ | 0.35 % |
| 70 | Vodafone Group PLC | 4,249,523 | 5.6M $ | 0.35 % |
| 71 | CISCO SYSTEMS INC | 47,173 | 5.5M $ | 0.34 % |
| 72 | Avnet Inc | 61,799 | 5.5M $ | 0.34 % |
| 73 | Dover Corp | 24,327 | 5.5M $ | 0.34 % |
| 74 | Murata Manufacturing Co Ltd | 75,400 | 5.4M $ | 0.33 % |
| 75 | Commvault Systems Inc | 37,904 | 5.4M $ | 0.33 % |
| 76 | Lam Research Corp | 11,786 | 5.1M $ | 0.31 % |
| 77 | Japan Post Holdings Co Ltd | 377,600 | 5.1M $ | 0.31 % |
| 78 | Nippon Yusen KK | 156,900 | 5.1M $ | 0.31 % |
| 79 | Saipem SpA | 1,006,455 | 5.1M $ | 0.31 % |
| 80 | American International Group Inc | 67,596 | 5M $ | 0.31 % |
| 81 | Texas Instruments Inc | 16,802 | 5M $ | 0.31 % |
| 82 | Credit Agricole SA | 248,509 | 5M $ | 0.31 % |
| 83 | Capital One Financial Corp | 24,876 | 5M $ | 0.31 % |
| 84 | Societe Generale SA | 55,957 | 5M $ | 0.30 % |
| 85 | Gartner Inc | 38,073 | 4.9M $ | 0.30 % |
| 86 | W R Berkley Corp | 69,889 | 4.9M $ | 0.30 % |
| 87 | Pandora A/S | 42,547 | 4.9M $ | 0.30 % |
| 88 | Republic Services Inc | 22,847 | 4.9M $ | 0.30 % |
| 89 | Chubu Electric Power Co Inc | 257,100 | 4.9M $ | 0.30 % |
| 90 | EMCOR Group Inc | 5,792 | 4.8M $ | 0.30 % |
| 91 | DraftKings Inc | 189,700 | 4.8M $ | 0.29 % |
| 92 | UBS Group AG | 96,650 | 4.8M $ | 0.29 % |
| 93 | International Consolidated Airlines Group SA | 752,084 | 4.8M $ | 0.29 % |
| 94 | SS&C Technologies Holdings Inc | 76,575 | 4.8M $ | 0.29 % |
| 95 | Abercrombie & Fitch Co | 52,621 | 4.7M $ | 0.29 % |
| 96 | BARCLAYS PLC | 703,956 | 4.7M $ | 0.29 % |
| 97 | Essity AB | 166,594 | 4.7M $ | 0.29 % |
| 98 | Amgen Inc | 13,006 | 4.7M $ | 0.29 % |
| 99 | Kioxia Holdings Corp | 8,100 | 4.7M $ | 0.29 % |
| 100 | nVent Electric PLC | 27,407 | 4.6M $ | 0.29 % |
Sector breakdown
- Technology 8.3 %
- Industrials 7.6 %
- Financials 6.9 %
- Health care 3.8 %
- Consumer discretionary 3.7 %
- Materials 2.7 %
- Consumer staples 2.1 %
- Utilities 1.8 %
- Energy 1.6 %
- Real estate 0.9 %
- Communication 0.9 %
- Unattributed 59.7 %
Titelia assigns each company to a sector, one by one. The unassigned share stays visible, under "Unattributed".
Currency breakdown
- USD 66.4 %
- EUR 11.7 %
- JPY 10.2 %
- CHF 2.3 %
- CAD 2.2 %
- GBP 2.1 %
- AUD 1.5 %
- SEK 1.5 %
- DKK 1.0 %
- NOK 0.7 %
- SGD 0.3 %
- HKD 0.2 %
Each line is counted in its quoted currency, as the fund declares it.
Country breakdown
- United States 65.1 %
- Japan 10.2 %
- France 3.2 %
- Germany 2.8 %
- Switzerland 2.4 %
- United Kingdom 2.4 %
- Canada 2.0 %
- Italy 1.9 %
- Australia 1.5 %
- Sweden 1.5 %
- Netherlands 1.5 %
- Spain 1.0 %
- Other countries 4.3 %
Shares are computed on the fund's equities only.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | United States | 453 | 1.3B $ | 65.13 % |
| 2 | Japan | 101 | 197.1M $ | 10.20 % |
| 3 | France | 23 | 61.8M $ | 3.20 % |
| 4 | Germany | 25 | 54.8M $ | 2.84 % |
| 5 | Switzerland | 16 | 47M $ | 2.43 % |
| 6 | United Kingdom | 31 | 45.9M $ | 2.38 % |
| 7 | Canada | 29 | 39.3M $ | 2.03 % |
| 8 | Italy | 16 | 37M $ | 1.92 % |
| 9 | Australia | 22 | 29.6M $ | 1.53 % |
| 10 | Sweden | 15 | 29.4M $ | 1.52 % |
| 11 | Netherlands | 15 | 28.3M $ | 1.47 % |
| 12 | Spain | 13 | 20.1M $ | 1.04 % |
Cite this page
Titelia. "Holdings of AQR Managed Futures Strategy HV Fund". https://titelia.com/en/funds/S000041117