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 |
|---|---|---|---|---|
| 101 | Arrow Electronics Inc | 27,099 | 3.9M $ | 0.31 % |
| 102 | Macy's Inc | 214,061 | 3.9M $ | 0.31 % |
| 103 | Otsuka Holdings Co Ltd | 54,500 | 3.9M $ | 0.31 % |
| 104 | Goodyear Tire & Rubber Co/The | 576,746 | 3.8M $ | 0.31 % |
| 105 | Vornado Realty Trust | 146,909 | 3.8M $ | 0.31 % |
| 106 | NN Group NV | 48,839 | 3.8M $ | 0.31 % |
| 107 | Coca-Cola Consolidated Inc | 19,858 | 3.8M $ | 0.31 % |
| 108 | Autoliv Inc | 36,078 | 3.8M $ | 0.30 % |
| 109 | Delta Air Lines Inc | 56,898 | 3.8M $ | 0.30 % |
| 110 | Merck & Co Inc | 31,407 | 3.8M $ | 0.30 % |
| 111 | Enel SpA | 344,956 | 3.8M $ | 0.30 % |
| 112 | Comfort Systems USA Inc | 2,734 | 3.8M $ | 0.30 % |
| 113 | South32 Ltd | 1,232,873 | 3.7M $ | 0.30 % |
| 114 | Amkor Technology Inc | 82,554 | 3.7M $ | 0.30 % |
| 115 | Axis Capital Holdings Ltd | 36,605 | 3.7M $ | 0.30 % |
| 116 | Resona Holdings Inc | 324,800 | 3.7M $ | 0.30 % |
| 117 | Cooper Cos Inc/The | 51,681 | 3.7M $ | 0.30 % |
| 118 | General Mills, Inc. | 99,103 | 3.7M $ | 0.30 % |
| 119 | International Consolidated Airlines Group SA | 776,602 | 3.7M $ | 0.30 % |
| 120 | Vertiv Holdings Co | 14,673 | 3.7M $ | 0.29 % |
| 121 | Vodafone Group PLC | 2,430,604 | 3.7M $ | 0.29 % |
| 122 | TechnipFMC PLC | 52,952 | 3.7M $ | 0.29 % |
| 123 | Ball Corp | 61,795 | 3.7M $ | 0.29 % |
| 124 | Owens Corning | 33,749 | 3.7M $ | 0.29 % |
| 125 | Banco Bilbao Vizcaya Argentaria SA | 168,192 | 3.6M $ | 0.29 % |
| 126 | Boliden AB | 69,126 | 3.6M $ | 0.29 % |
| 127 | Seagate Technology Holdings PLC | 9,225 | 3.6M $ | 0.29 % |
| 128 | Genuine Parts Co | 33,969 | 3.6M $ | 0.29 % |
| 129 | Garmin Ltd | 15,400 | 3.6M $ | 0.29 % |
| 130 | Saab AB | 54,590 | 3.6M $ | 0.29 % |
| 131 | New York Times Co/The | 42,586 | 3.6M $ | 0.29 % |
| 132 | ASM International NV | 4,699 | 3.6M $ | 0.29 % |
| 133 | Agilent Technologies Inc | 31,104 | 3.5M $ | 0.28 % |
| 134 | Lam Research Corp | 16,574 | 3.5M $ | 0.28 % |
| 135 | BHP Group Ltd | 97,731 | 3.5M $ | 0.28 % |
| 136 | Smurfit Westrock PLC | 88,480 | 3.5M $ | 0.28 % |
| 137 | Viking Holdings Ltd | 47,954 | 3.5M $ | 0.28 % |
| 138 | Lloyds Banking Group PLC | 2,832,696 | 3.5M $ | 0.28 % |
| 139 | Swedbank AB | 102,973 | 3.5M $ | 0.28 % |
| 140 | Royal Caribbean Cruises Ltd | 12,731 | 3.5M $ | 0.28 % |
| 141 | Shizuoka Financial Group Inc | 210,900 | 3.5M $ | 0.28 % |
| 142 | Reinsurance Group of America Inc | 17,139 | 3.5M $ | 0.28 % |
| 143 | Kinder Morgan, Inc. | 104,146 | 3.5M $ | 0.28 % |
| 144 | Mitsui & Co Ltd | 90,300 | 3.5M $ | 0.28 % |
| 145 | Mizuho Financial Group Inc | 86,200 | 3.5M $ | 0.28 % |
| 146 | Applied Industrial Technologies Inc | 12,985 | 3.4M $ | 0.28 % |
| 147 | Iridium Communications Inc | 122,566 | 3.4M $ | 0.27 % |
| 148 | Sumitomo Corp | 89,800 | 3.4M $ | 0.27 % |
| 149 | Carnival Corp | 128,528 | 3.3M $ | 0.27 % |
| 150 | Honeywell International Inc | 14,684 | 3.3M $ | 0.27 % |
| 151 | Kajima Corp | 86,400 | 3.3M $ | 0.26 % |
| 152 | Genpact Ltd | 88,433 | 3.3M $ | 0.26 % |
| 153 | Equinor ASA | 77,281 | 3.3M $ | 0.26 % |
| 154 | Freeport-McMoRan Inc | 55,696 | 3.3M $ | 0.26 % |
| 155 | Rheinmetall AG | 1,938 | 3.3M $ | 0.26 % |
| 156 | Lineage Inc | 99,771 | 3.3M $ | 0.26 % |
| 157 | Fair Isaac Corp | 3,054 | 3.3M $ | 0.26 % |
| 158 | American Water Works Co Inc | 23,923 | 3.3M $ | 0.26 % |
| 159 | Comcast Corp | 113,147 | 3.2M $ | 0.26 % |
| 160 | Danaher Corp | 17,098 | 3.2M $ | 0.26 % |
| 161 | Bath & Body Works Inc | 173,531 | 3.2M $ | 0.26 % |
| 162 | Amdocs Ltd | 49,635 | 3.2M $ | 0.26 % |
| 163 | Texas Capital Bancshares Inc | 34,089 | 3.2M $ | 0.26 % |
| 164 | Westinghouse Air Brake Technologies Corp | 12,884 | 3.2M $ | 0.26 % |
| 165 | Selective Insurance Group Inc | 42,634 | 3.2M $ | 0.26 % |
| 166 | Onto Innovation Inc | 15,469 | 3.2M $ | 0.25 % |
| 167 | PNC Financial Services Group Inc/The | 15,239 | 3.2M $ | 0.25 % |
| 168 | First Solar Inc | 16,072 | 3.2M $ | 0.25 % |
| 169 | CarMax Inc | 76,233 | 3.2M $ | 0.25 % |
| 170 | Copart Inc | 94,939 | 3.2M $ | 0.25 % |
| 171 | Broadcom Inc | 10,040 | 3.1M $ | 0.25 % |
| 172 | Kyushu Electric Power Co Inc | 266,400 | 3.1M $ | 0.25 % |
| 173 | Curtiss-Wright Corp | 4,530 | 3.1M $ | 0.25 % |
| 174 | Fukuoka Financial Group Inc | 80,500 | 3.1M $ | 0.25 % |
| 175 | PepsiCo Inc | 19,831 | 3.1M $ | 0.25 % |
| 176 | Disco Corp | 7,500 | 3.1M $ | 0.25 % |
| 177 | Pfizer Inc | 108,270 | 3M $ | 0.24 % |
| 178 | Mosaic Co/The | 118,878 | 3M $ | 0.24 % |
| 179 | Royal Bank of Canada | 18,540 | 3M $ | 0.24 % |
| 180 | Corteva Inc | 35,632 | 3M $ | 0.24 % |
| 181 | Ingredion Inc | 26,469 | 3M $ | 0.24 % |
| 182 | Kansai Electric Power Co Inc/The | 179,000 | 3M $ | 0.24 % |
| 183 | Commerzbank AG | 81,367 | 3M $ | 0.24 % |
| 184 | Ryder System Inc | 14,475 | 3M $ | 0.24 % |
| 185 | Toro Co/The | 31,540 | 2.9M $ | 0.24 % |
| 186 | Kongsberg Gruppen ASA | 69,070 | 2.9M $ | 0.24 % |
| 187 | Endeavour Mining PLC | 48,840 | 2.9M $ | 0.24 % |
| 188 | BioMarin Pharmaceutical Inc | 51,830 | 2.9M $ | 0.23 % |
| 189 | Constellation Energy Corp. | 10,358 | 2.9M $ | 0.23 % |
| 190 | Saipem SpA | 629,545 | 2.9M $ | 0.23 % |
| 191 | CaixaBank SA | 239,982 | 2.9M $ | 0.23 % |
| 192 | Nutanix Inc | 75,418 | 2.9M $ | 0.23 % |
| 193 | Jazz Pharmaceuticals PLC | 15,152 | 2.9M $ | 0.23 % |
| 194 | Neurocrine Biosciences Inc | 21,454 | 2.8M $ | 0.23 % |
| 195 | Popular Inc | 21,046 | 2.8M $ | 0.23 % |
| 196 | United Therapeutics Corp | 4,729 | 2.8M $ | 0.22 % |
| 197 | RingCentral Inc | 75,187 | 2.8M $ | 0.22 % |
| 198 | Pan Pacific International Holdings Corp. | 455,200 | 2.8M $ | 0.22 % |
| 199 | Allstate Corp/The | 13,227 | 2.7M $ | 0.22 % |
| 200 | Mitsui Kinzoku Co Ltd | 14,400 | 2.7M $ | 0.22 % |