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.
| Country | Lines | Value | Share |
|---|---|---|---|
| US | 455 | 1B $ | 61.61 % |
| JP | 107 | 201.8M $ | 12.41 % |
| FR | 21 | 57.5M $ | 3.54 % |
| DE | 21 | 45.9M $ | 2.82 % |
| GB | 41 | 43.5M $ | 2.68 % |
| CA | 36 | 39.5M $ | 2.43 % |
| NL | 14 | 33.1M $ | 2.03 % |
| CH | 15 | 28.9M $ | 1.78 % |
| SE | 13 | 26.4M $ | 1.62 % |
| AU | 22 | 25.2M $ | 1.55 % |
| IT | 17 | 24.7M $ | 1.52 % |
| ES | 13 | 16.5M $ | 1.01 % |
Positions
| Company | Shares | Value | Weight |
|---|---|---|---|
| Capital One Financial Corp | 14,965 | 2.7M $ | 0.22 % |
| Kinden Corp | 60,600 | 2.7M $ | 0.22 % |
| KKR & Co Inc | 29,440 | 2.7M $ | 0.22 % |
| Renault SA | 79,418 | 2.7M $ | 0.22 % |
| ISS A/S | 74,421 | 2.7M $ | 0.22 % |
| Leonardo SpA | 39,782 | 2.7M $ | 0.22 % |
| Akamai Technologies Inc | 23,530 | 2.7M $ | 0.22 % |
| Knight-Swift Transportation Holdings Inc | 46,874 | 2.7M $ | 0.22 % |
| Gap Inc/The | 110,615 | 2.7M $ | 0.21 % |
| Avnet Inc | 43,413 | 2.7M $ | 0.21 % |
| Prosperity Bancshares Inc | 39,771 | 2.7M $ | 0.21 % |
| Charter Communications, Inc. | 12,355 | 2.7M $ | 0.21 % |
| Kyndryl Holdings Inc | 203,127 | 2.7M $ | 0.21 % |
| FANUC Corp | 76,200 | 2.7M $ | 0.21 % |
| AP Moller - Maersk A/S | 1,063 | 2.7M $ | 0.21 % |
| Kinross Gold Corp | 86,675 | 2.6M $ | 0.21 % |
| AptarGroup Inc | 20,974 | 2.6M $ | 0.21 % |
| Chevron Corp | 12,717 | 2.6M $ | 0.21 % |
| Orange SA | 128,153 | 2.6M $ | 0.21 % |
| Illinois Tool Works Inc | 10,061 | 2.6M $ | 0.21 % |
| Burlington Stores Inc | 8,019 | 2.6M $ | 0.21 % |
| Sarepta Therapeutics Inc | 118,342 | 2.6M $ | 0.21 % |
| Daimler Truck Holding AG | 52,266 | 2.6M $ | 0.21 % |
| Asahi Intecc Co Ltd | 120,400 | 2.6M $ | 0.21 % |
| Pandora A/S | 35,656 | 2.5M $ | 0.20 % |
| ATI Inc | 17,510 | 2.5M $ | 0.20 % |
| Liberty Global Ltd. | 210,667 | 2.5M $ | 0.20 % |
| Amazon.com Inc | 12,162 | 2.5M $ | 0.20 % |
| TD SYNNEX Corp | 15,006 | 2.5M $ | 0.20 % |
| Carpenter Technology Corp | 6,419 | 2.5M $ | 0.20 % |
| Evercore Inc | 8,464 | 2.5M $ | 0.20 % |
| Yangzijiang Shipbuilding Holdings Ltd | 850,300 | 2.5M $ | 0.20 % |
| Repsol SA | 89,661 | 2.5M $ | 0.20 % |
| ORIX Corp | 85,000 | 2.5M $ | 0.20 % |
| Intel Corp | 56,832 | 2.5M $ | 0.20 % |
| HUGO BOSS AG | 57,765 | 2.5M $ | 0.20 % |
| Warner Music Group Corp | 97,185 | 2.5M $ | 0.20 % |
| Zoom Communications Inc | 30,549 | 2.5M $ | 0.20 % |
| VeriSign Inc | 9,862 | 2.4M $ | 0.20 % |
| Sumitomo Electric Industries Ltd. | 43,100 | 2.4M $ | 0.20 % |
| Toll Brothers Inc | 17,919 | 2.4M $ | 0.20 % |
| Phillips 66 | 13,418 | 2.4M $ | 0.20 % |
| Koninklijke Ahold Delhaize NV | 52,377 | 2.4M $ | 0.20 % |
| Exelixis Inc | 56,797 | 2.4M $ | 0.20 % |
| DaVita Inc | 15,805 | 2.4M $ | 0.19 % |
| Snap-on Inc | 6,679 | 2.4M $ | 0.19 % |
| Dassault Aviation SA | 6,504 | 2.4M $ | 0.19 % |
| Cenovus Energy Inc | 91,101 | 2.4M $ | 0.19 % |
| Deutsche Lufthansa AG | 283,844 | 2.4M $ | 0.19 % |
| Concentrix Corp | 88,301 | 2.4M $ | 0.19 % |
| Heidelberg Materials AG | 11,438 | 2.4M $ | 0.19 % |
| Versant Media Group Inc | 65,143 | 2.4M $ | 0.19 % |
| Evolution Mining Ltd | 267,622 | 2.4M $ | 0.19 % |
| DraftKings Inc | 111,227 | 2.4M $ | 0.19 % |
| Mohawk Industries Inc | 24,409 | 2.4M $ | 0.19 % |
| Linde PLC | 4,838 | 2.4M $ | 0.19 % |
| Brunswick Corp/DE | 32,913 | 2.4M $ | 0.19 % |
| GLOBALFOUNDRIES Inc | 53,740 | 2.4M $ | 0.19 % |
| ManpowerGroup Inc | 81,070 | 2.4M $ | 0.19 % |
| Allison Transmission Holdings Inc | 20,367 | 2.4M $ | 0.19 % |
| Lamar Advertising Co | 18,702 | 2.4M $ | 0.19 % |
| Japan Post Bank Co Ltd | 144,000 | 2.3M $ | 0.19 % |
| Nippon Yusen KK | 63,900 | 2.3M $ | 0.19 % |
| Deckers Outdoor Corp | 23,400 | 2.3M $ | 0.19 % |
| American Tower Corp | 13,562 | 2.3M $ | 0.19 % |
| Ally Financial Inc | 59,441 | 2.3M $ | 0.19 % |
| QBE Insurance Group Ltd. | 157,520 | 2.3M $ | 0.19 % |
| Jones Lang LaSalle Inc | 7,606 | 2.3M $ | 0.19 % |
| West Pharmaceutical Services Inc | 9,226 | 2.3M $ | 0.19 % |
| United Parcel Service Inc | 23,494 | 2.3M $ | 0.19 % |
| Incyte Corp | 24,551 | 2.3M $ | 0.19 % |
| Bandai Namco Holdings Inc | 93,400 | 2.3M $ | 0.18 % |
| Centrica PLC | 812,445 | 2.3M $ | 0.18 % |
| Flughafen Zurich AG | 7,336 | 2.3M $ | 0.18 % |
| Best Buy Co Inc | 35,542 | 2.3M $ | 0.18 % |
| Palantir Technologies Inc | 15,520 | 2.3M $ | 0.18 % |
| Lennar Corp | 26,124 | 2.3M $ | 0.18 % |
| Ralph Lauren Corp | 6,538 | 2.2M $ | 0.18 % |
| Suncor Energy Inc | 33,971 | 2.2M $ | 0.18 % |
| nVent Electric PLC | 18,978 | 2.2M $ | 0.18 % |
| CubeSmart | 61,180 | 2.2M $ | 0.18 % |
| Iron Mountain Inc | 21,832 | 2.2M $ | 0.18 % |
| Japan Post Holdings Co Ltd | 191,000 | 2.2M $ | 0.18 % |
| Cigna Group/The | 8,249 | 2.2M $ | 0.18 % |
| Eiffage SA | 14,344 | 2.2M $ | 0.18 % |
| Huntsman Corp | 164,900 | 2.2M $ | 0.18 % |
| Kawasaki Heavy Industries Ltd | 116,500 | 2.2M $ | 0.18 % |
| LivaNova PLC | 34,356 | 2.2M $ | 0.18 % |
| Alexandria Real Estate Equities, Inc. | 46,763 | 2.2M $ | 0.17 % |
| Poste Italiane SpA | 91,787 | 2.2M $ | 0.17 % |
| DXC Technology Co | 170,243 | 2.1M $ | 0.17 % |
| Principal Financial Group Inc | 23,737 | 2.1M $ | 0.17 % |
| Hanover Insurance Group Inc/The | 12,294 | 2.1M $ | 0.17 % |
| Equinix Inc | 2,174 | 2.1M $ | 0.17 % |
| Essity AB | 82,567 | 2.1M $ | 0.17 % |
| Eli Lilly & Co | 2,299 | 2.1M $ | 0.17 % |
| American Electric Power Co Inc | 16,060 | 2.1M $ | 0.17 % |
| Virtu Financial Inc | 47,576 | 2.1M $ | 0.17 % |
| T-Mobile US Inc | 9,886 | 2.1M $ | 0.17 % |
| Fidelity National Financial Inc | 44,653 | 2.1M $ | 0.17 % |