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 |
|---|---|---|---|---|
| 301 | Docusign Inc | 43,460 | 2.1M $ | 0.17 % |
| 302 | NIPPON EXPRESS HOLDINGS INC | 91,100 | 2.1M $ | 0.17 % |
| 303 | ASGN Inc | 53,180 | 2.1M $ | 0.17 % |
| 304 | Yokogawa Electric Corp | 66,600 | 2.1M $ | 0.17 % |
| 305 | Eni SpA | 71,902 | 2M $ | 0.16 % |
| 306 | Safran SA | 6,236 | 2M $ | 0.16 % |
| 307 | Jacobs Solutions Inc | 15,960 | 2M $ | 0.16 % |
| 308 | Brother Industries Ltd | 109,000 | 2M $ | 0.16 % |
| 309 | Cognizant Technology Solutions Corp. | 32,857 | 2M $ | 0.16 % |
| 310 | Japan Airlines Co Ltd | 123,400 | 2M $ | 0.16 % |
| 311 | Ovintiv Inc | 33,794 | 2M $ | 0.16 % |
| 312 | Pinnacle West Capital Corp. | 19,888 | 2M $ | 0.16 % |
| 313 | Yokohama Financial Group Inc | 223,500 | 2M $ | 0.16 % |
| 314 | OneMain Holdings Inc | 37,238 | 2M $ | 0.16 % |
| 315 | Pro Medicus Ltd | 24,108 | 2M $ | 0.16 % |
| 316 | Avolta AG | 32,898 | 2M $ | 0.16 % |
| 317 | Sandvik AB | 50,859 | 2M $ | 0.16 % |
| 318 | Manulife Financial Corp | 56,752 | 2M $ | 0.16 % |
| 319 | New Jersey Resources Corp | 35,533 | 2M $ | 0.16 % |
| 320 | Nordea Bank Abp | 112,935 | 1.9M $ | 0.16 % |
| 321 | Clean Harbors Inc | 6,776 | 1.9M $ | 0.16 % |
| 322 | Teradyne Inc | 6,551 | 1.9M $ | 0.16 % |
| 323 | Dell Technologies Inc | 11,792 | 1.9M $ | 0.16 % |
| 324 | Olin Corp | 65,032 | 1.9M $ | 0.16 % |
| 325 | WEX Inc | 12,628 | 1.9M $ | 0.16 % |
| 326 | ZoomInfo Technologies Inc | 322,046 | 1.9M $ | 0.15 % |
| 327 | Biogen Inc | 10,473 | 1.9M $ | 0.15 % |
| 328 | Hecla Mining Co | 103,053 | 1.9M $ | 0.15 % |
| 329 | Norsk Hydro ASA | 179,294 | 1.9M $ | 0.15 % |
| 330 | Orsted AS | 77,041 | 1.9M $ | 0.15 % |
| 331 | Trimble Inc | 29,269 | 1.9M $ | 0.15 % |
| 332 | Churchill Downs Inc | 21,248 | 1.9M $ | 0.15 % |
| 333 | ITT Inc | 9,918 | 1.9M $ | 0.15 % |
| 334 | Republic Services Inc | 8,618 | 1.9M $ | 0.15 % |
| 335 | Alamos Gold Inc | 42,347 | 1.9M $ | 0.15 % |
| 336 | Watts Water Technologies Inc | 6,453 | 1.9M $ | 0.15 % |
| 337 | Lincoln Electric Holdings Inc | 7,470 | 1.9M $ | 0.15 % |
| 338 | Graham Holdings Co | 1,756 | 1.9M $ | 0.15 % |
| 339 | Valeo SE | 151,466 | 1.9M $ | 0.15 % |
| 340 | Bank of Nova Scotia/The | 26,734 | 1.9M $ | 0.15 % |
| 341 | American Financial Group Inc/OH | 14,504 | 1.9M $ | 0.15 % |
| 342 | EQT Corp | 29,038 | 1.8M $ | 0.15 % |
| 343 | Leidos Holdings Inc | 11,874 | 1.8M $ | 0.15 % |
| 344 | Polaris Inc | 33,809 | 1.8M $ | 0.15 % |
| 345 | Tenet Healthcare Corp | 9,756 | 1.8M $ | 0.15 % |
| 346 | Fiserv Inc | 32,926 | 1.8M $ | 0.15 % |
| 347 | Haemonetics Corp | 32,565 | 1.8M $ | 0.15 % |
| 348 | Rambus Inc | 21,246 | 1.8M $ | 0.15 % |
| 349 | ExlService Holdings Inc | 59,268 | 1.8M $ | 0.14 % |
| 350 | Corpay Inc | 6,175 | 1.8M $ | 0.14 % |
| 351 | Central Japan Railway Co | 68,400 | 1.8M $ | 0.14 % |
| 352 | Philip Morris International Inc. | 10,737 | 1.8M $ | 0.14 % |
| 353 | Yara International ASA | 30,191 | 1.8M $ | 0.14 % |
| 354 | East West Bancorp Inc | 16,425 | 1.8M $ | 0.14 % |
| 355 | AGC Inc. | 49,400 | 1.8M $ | 0.14 % |
| 356 | MarketAxess Holdings Inc | 10,579 | 1.7M $ | 0.14 % |
| 357 | Bank of New York Mellon Corp/The | 14,665 | 1.7M $ | 0.14 % |
| 358 | 3M Co | 11,968 | 1.7M $ | 0.14 % |
| 359 | Fortum Oyj | 67,818 | 1.7M $ | 0.14 % |
| 360 | Chord Energy Corp | 12,193 | 1.7M $ | 0.14 % |
| 361 | NatWest Group PLC | 232,790 | 1.7M $ | 0.14 % |
| 362 | Zurich Insurance Group AG | 2,427 | 1.7M $ | 0.14 % |
| 363 | RPM International Inc | 17,244 | 1.7M $ | 0.14 % |
| 364 | UniCredit SpA | 23,888 | 1.7M $ | 0.14 % |
| 365 | Autodesk Inc | 7,156 | 1.7M $ | 0.14 % |
| 366 | Bank of America Corp | 35,089 | 1.7M $ | 0.14 % |
| 367 | Sony Financial Group Inc | 1,864,600 | 1.7M $ | 0.14 % |
| 368 | Travel + Leisure Co | 24,668 | 1.7M $ | 0.14 % |
| 369 | Expedia Group Inc | 7,336 | 1.7M $ | 0.14 % |
| 370 | AutoNation Inc | 8,664 | 1.7M $ | 0.14 % |
| 371 | Southwest Gas Holdings Inc | 19,236 | 1.7M $ | 0.13 % |
| 372 | Johnson Controls International plc | 12,740 | 1.7M $ | 0.13 % |
| 373 | Sotera Health Co | 116,030 | 1.7M $ | 0.13 % |
| 374 | GSK PLC | 60,282 | 1.7M $ | 0.13 % |
| 375 | BWX Technologies Inc | 8,112 | 1.7M $ | 0.13 % |
| 376 | Furukawa Electric Co Ltd | 8,500 | 1.6M $ | 0.13 % |
| 377 | Western Digital Corp | 5,972 | 1.6M $ | 0.13 % |
| 378 | Conagra Brands Inc | 102,542 | 1.6M $ | 0.13 % |
| 379 | Clorox Co/The | 15,502 | 1.6M $ | 0.13 % |
| 380 | Northern Trust Corp | 11,509 | 1.6M $ | 0.13 % |
| 381 | US Bancorp | 30,834 | 1.6M $ | 0.13 % |
| 382 | Oshkosh Corp | 10,823 | 1.6M $ | 0.13 % |
| 383 | Barrick Mining Corp | 38,684 | 1.6M $ | 0.13 % |
| 384 | Frontline PLC | 44,957 | 1.6M $ | 0.13 % |
| 385 | Hasbro Inc | 16,824 | 1.6M $ | 0.13 % |
| 386 | Dollar General Corp | 13,246 | 1.6M $ | 0.13 % |
| 387 | Woodward Inc | 4,388 | 1.6M $ | 0.13 % |
| 388 | Freenet AG | 50,638 | 1.6M $ | 0.13 % |
| 389 | LKQ Corp | 53,047 | 1.6M $ | 0.12 % |
| 390 | ONE Gas Inc | 18,068 | 1.6M $ | 0.12 % |
| 391 | EPR Properties | 31,081 | 1.6M $ | 0.12 % |
| 392 | CNH Industrial NV | 140,748 | 1.5M $ | 0.12 % |
| 393 | BorgWarner Inc | 28,457 | 1.5M $ | 0.12 % |
| 394 | STERIS PLC | 6,971 | 1.5M $ | 0.12 % |
| 395 | IQVIA Holdings Inc | 9,035 | 1.5M $ | 0.12 % |
| 396 | Omnicom Group Inc | 20,421 | 1.5M $ | 0.12 % |
| 397 | Texas Roadhouse Inc | 9,306 | 1.5M $ | 0.12 % |
| 398 | Tokyo Electric Power Co Holdings Inc | 372,300 | 1.5M $ | 0.12 % |
| 399 | Arch Capital Group Ltd | 15,931 | 1.5M $ | 0.12 % |
| 400 | Banco Santander SA | 136,135 | 1.5M $ | 0.12 % |