Holdings of AQR Managed Futures Strategy HV Fund
AQR Funds ·828 declared positions · as of Mar 31, 2026
Original filing · Net assets 1.2B $ · Ten largest lines: 5.5 % of the equity sleeve
Sector breakdown
- Industrials 7.9 %
- Technology 7.2 %
- Financials 6.9 %
- Consumer discretionary 4.4 %
- Health care 4.0 %
- Materials 3.3 %
- Energy 2.7 %
- Communication 2.3 %
- Consumer staples 2.2 %
- Utilities 2.2 %
- Real estate 0.5 %
- Unattributed 56.2 %
Titelia classification, company by company. The unattributed share stays visible.
Currency breakdown
- USD 63.8 %
- JPY 12.4 %
- EUR 12.1 %
- CAD 2.5 %
- GBP 2.0 %
- CHF 1.8 %
- SEK 1.6 %
- AUD 1.6 %
- DKK 1.0 %
- NOK 0.8 %
- SGD 0.3 %
- HKD 0.2 %
The quoted currency of each line, as declared.
Country breakdown
- US 61.6 %
- JP 12.4 %
- FR 3.5 %
- DE 2.8 %
- GB 2.7 %
- CA 2.4 %
- NL 2.0 %
- CH 1.8 %
- SE 1.6 %
- AU 1.6 %
- IT 1.5 %
- ES 1.0 %
- Other countries 5.0 %
Shares computed on the equity sleeve.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | US | 455 | 1B $ | 61.61 % |
| 2 | JP | 107 | 201.8M $ | 12.41 % |
| 3 | FR | 21 | 57.5M $ | 3.54 % |
| 4 | DE | 21 | 45.9M $ | 2.82 % |
| 5 | GB | 41 | 43.5M $ | 2.68 % |
| 6 | CA | 36 | 39.5M $ | 2.43 % |
| 7 | NL | 14 | 33.1M $ | 2.03 % |
| 8 | CH | 15 | 28.9M $ | 1.78 % |
| 9 | SE | 13 | 26.4M $ | 1.62 % |
| 10 | AU | 22 | 25.2M $ | 1.55 % |
| 11 | IT | 17 | 24.7M $ | 1.52 % |
| 12 | ES | 13 | 16.5M $ | 1.01 % |
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 1 | Bristol-Myers Squibb Co | 181,272 | 11M $ | 0.88 % |
| 2 | Microsoft Corp | 28,643 | 10.6M $ | 0.85 % |
| 3 | Adobe Inc | 41,831 | 10.2M $ | 0.82 % |
| 4 | BNP Paribas SA | 98,110 | 9.3M $ | 0.75 % |
| 5 | Stifel Financial Corp | 118,443 | 8.8M $ | 0.70 % |
| 6 | Edison International | 115,588 | 8.5M $ | 0.68 % |
| 7 | ASML Holding NV | 6,275 | 8.3M $ | 0.67 % |
| 8 | FedEx Corp | 22,402 | 8M $ | 0.64 % |
| 9 | PG&E Corp | 452,307 | 7.9M $ | 0.64 % |
| 10 | TJX Cos Inc/The | 47,590 | 7.6M $ | 0.61 % |
| 11 | Lockheed Martin Corp | 12,524 | 7.6M $ | 0.61 % |
| 12 | TotalEnergies SE | 80,424 | 7.4M $ | 0.59 % |
| 13 | Costco Wholesale Corp | 7,391 | 7.4M $ | 0.59 % |
| 14 | International Business Machines Corp. | 29,489 | 7.1M $ | 0.57 % |
| 15 | Novartis AG | 45,807 | 7M $ | 0.56 % |
| 16 | Micron Technology Inc | 20,682 | 7M $ | 0.56 % |
| 17 | Deutsche Bank AG | 233,197 | 6.9M $ | 0.56 % |
| 18 | Travelers Cos Inc/The | 23,459 | 6.8M $ | 0.55 % |
| 19 | Cummins Inc | 12,680 | 6.8M $ | 0.55 % |
| 20 | Astellas Pharma Inc | 416,800 | 6.8M $ | 0.54 % |
| 21 | Netflix Inc | 70,390 | 6.8M $ | 0.54 % |
| 22 | Sumitomo Mitsui Trust Group Inc | 208,800 | 6.7M $ | 0.53 % |
| 23 | McDonald's Corp. | 21,395 | 6.6M $ | 0.53 % |
| 24 | Wartsila OYJ Abp | 175,928 | 6.6M $ | 0.53 % |
| 25 | Gartner Inc | 40,438 | 6.4M $ | 0.51 % |
| 26 | Mueller Industries Inc | 57,479 | 6.4M $ | 0.51 % |
| 27 | Dow Inc | 147,884 | 6.2M $ | 0.49 % |
| 28 | EMCOR Group Inc | 8,246 | 6.1M $ | 0.49 % |
| 29 | Mitsui OSK Lines Ltd | 145,100 | 6M $ | 0.48 % |
| 30 | Hewlett Packard Enterprise Co | 249,676 | 5.9M $ | 0.48 % |
| 31 | United Airlines Holdings Inc | 64,563 | 5.9M $ | 0.48 % |
| 32 | Occidental Petroleum Corp | 90,792 | 5.9M $ | 0.47 % |
| 33 | Carrefour SA | 316,190 | 5.9M $ | 0.47 % |
| 34 | Williams-Sonoma Inc | 31,970 | 5.8M $ | 0.47 % |
| 35 | Abercrombie & Fitch Co | 63,501 | 5.8M $ | 0.47 % |
| 36 | JB Hunt Transport Services Inc | 27,094 | 5.7M $ | 0.46 % |
| 37 | ABB Ltd | 68,808 | 5.6M $ | 0.45 % |
| 38 | Medpace Holdings Inc | 11,365 | 5.5M $ | 0.44 % |
| 39 | Science Applications International Corp | 57,362 | 5.4M $ | 0.44 % |
| 40 | Domino's Pizza Inc | 15,092 | 5.4M $ | 0.43 % |
| 41 | adidas AG | 32,772 | 5.3M $ | 0.43 % |
| 42 | Chubb Ltd | 16,193 | 5.3M $ | 0.42 % |
| 43 | Dover Corp | 25,218 | 5.3M $ | 0.42 % |
| 44 | Target Corp | 42,876 | 5.2M $ | 0.42 % |
| 45 | Chubu Electric Power Co Inc | 311,100 | 5.1M $ | 0.41 % |
| 46 | KBC Group NV | 41,549 | 5.1M $ | 0.41 % |
| 47 | Advantest Corp | 36,600 | 5.1M $ | 0.41 % |
| 48 | Illumina Inc | 40,978 | 5.1M $ | 0.41 % |
| 49 | Textron Inc | 57,398 | 5M $ | 0.40 % |
| 50 | CF Industries Holdings Inc | 38,665 | 5M $ | 0.40 % |
| 51 | Centene Corp | 153,048 | 5M $ | 0.40 % |
| 52 | Kirin Holdings Co Ltd | 315,000 | 5M $ | 0.40 % |
| 53 | Societe Generale SA | 68,469 | 5M $ | 0.40 % |
| 54 | AT&T Inc | 172,240 | 5M $ | 0.40 % |
| 55 | Newmont Corp | 45,417 | 4.9M $ | 0.39 % |
| 56 | Caterpillar Inc | 6,921 | 4.9M $ | 0.39 % |
| 57 | Siemens Energy AG | 28,085 | 4.8M $ | 0.39 % |
| 58 | General Motors Co | 64,802 | 4.8M $ | 0.39 % |
| 59 | SS&C Technologies Holdings Inc | 71,079 | 4.8M $ | 0.39 % |
| 60 | Procter & Gamble Co/The | 32,942 | 4.8M $ | 0.38 % |
| 61 | Kobe Steel Ltd | 391,300 | 4.7M $ | 0.38 % |
| 62 | Isetan Mitsukoshi Holdings Ltd. | 256,000 | 4.7M $ | 0.38 % |
| 63 | Taylor Morrison Home Corp | 79,679 | 4.6M $ | 0.37 % |
| 64 | Credit Agricole SA | 248,509 | 4.6M $ | 0.37 % |
| 65 | Obayashi Corp. | 191,200 | 4.6M $ | 0.37 % |
| 66 | Thales SA | 15,683 | 4.6M $ | 0.37 % |
| 67 | Alcoa Corp | 68,267 | 4.5M $ | 0.36 % |
| 68 | Waste Connections Inc | 27,823 | 4.5M $ | 0.36 % |
| 69 | UBS Group AG | 114,614 | 4.5M $ | 0.36 % |
| 70 | Meta Platforms Inc | 7,797 | 4.5M $ | 0.36 % |
| 71 | Las Vegas Sands Corp | 82,783 | 4.5M $ | 0.36 % |
| 72 | Fidelity National Information Services Inc | 94,313 | 4.4M $ | 0.35 % |
| 73 | Saia Inc | 12,497 | 4.4M $ | 0.35 % |
| 74 | Danske Bank A/S | 88,978 | 4.4M $ | 0.35 % |
| 75 | Portland General Electric Co | 83,081 | 4.4M $ | 0.35 % |
| 76 | Landstar System Inc | 27,283 | 4.4M $ | 0.35 % |
| 77 | Veeva Systems Inc | 24,857 | 4.4M $ | 0.35 % |
| 78 | LyondellBasell Industries NV | 52,893 | 4.3M $ | 0.34 % |
| 79 | Crown Holdings Inc | 42,330 | 4.2M $ | 0.34 % |
| 80 | Kroger Co/The | 58,510 | 4.2M $ | 0.34 % |
| 81 | Citigroup Inc | 37,261 | 4.2M $ | 0.34 % |
| 82 | General Dynamics Corp | 12,296 | 4.2M $ | 0.34 % |
| 83 | Stryker Corp | 12,816 | 4.2M $ | 0.34 % |
| 84 | Goldman Sachs Group Inc/The | 4,969 | 4.2M $ | 0.34 % |
| 85 | Ameriprise Financial Inc | 9,459 | 4.2M $ | 0.34 % |
| 86 | Fortinet Inc | 51,376 | 4.2M $ | 0.34 % |
| 87 | Tokyo Gas Co Ltd | 88,400 | 4.2M $ | 0.33 % |
| 88 | Aegon Ltd | 569,207 | 4.2M $ | 0.33 % |
| 89 | Telefonaktiebolaget LM Ericsson | 363,374 | 4.1M $ | 0.33 % |
| 90 | Mercedes-Benz Group AG | 67,353 | 4.1M $ | 0.33 % |
| 91 | ConocoPhillips | 31,019 | 4.1M $ | 0.33 % |
| 92 | JFE Holdings, Inc. | 347,200 | 4.1M $ | 0.33 % |
| 93 | Telia Company AB | 792,053 | 4.1M $ | 0.33 % |
| 94 | Citizens Financial Group Inc | 67,637 | 4.1M $ | 0.33 % |
| 95 | Sojitz Corp | 101,760 | 4M $ | 0.32 % |
| 96 | ANA Holdings Inc | 223,400 | 4M $ | 0.32 % |
| 97 | Shimizu Corp. | 222,200 | 4M $ | 0.32 % |
| 98 | Ross Stores Inc | 18,399 | 4M $ | 0.32 % |
| 99 | Nomura Holdings Inc | 505,500 | 4M $ | 0.32 % |
| 100 | Tapestry Inc | 28,097 | 4M $ | 0.32 % |