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 |
|---|---|---|---|---|
| 401 | ADT Inc | 231,655 | 1.5M $ | 0.12 % |
| 402 | Crane Co | 8,889 | 1.5M $ | 0.12 % |
| 403 | Albemarle Corp | 8,431 | 1.5M $ | 0.12 % |
| 404 | Veralto Corp | 17,077 | 1.5M $ | 0.12 % |
| 405 | Roper Technologies Inc | 4,263 | 1.5M $ | 0.12 % |
| 406 | Seiko Epson Corp | 122,000 | 1.5M $ | 0.12 % |
| 407 | Niterra Co Ltd | 31,900 | 1.5M $ | 0.12 % |
| 408 | TransUnion | 21,640 | 1.5M $ | 0.12 % |
| 409 | Dai Nippon Printing Co Ltd | 82,100 | 1.5M $ | 0.12 % |
| 410 | Boston Beer Co Inc/The | 6,469 | 1.5M $ | 0.12 % |
| 411 | Intesa Sanpaolo SpA | 246,176 | 1.5M $ | 0.12 % |
| 412 | Glencore PLC | 194,022 | 1.5M $ | 0.12 % |
| 413 | Ipsen SA | 7,846 | 1.5M $ | 0.12 % |
| 414 | Ultragenyx Pharmaceutical Inc | 69,901 | 1.5M $ | 0.12 % |
| 415 | MetLife Inc | 20,648 | 1.5M $ | 0.12 % |
| 416 | AGL Energy Ltd. | 213,215 | 1.5M $ | 0.12 % |
| 417 | Magna International Inc | 26,127 | 1.5M $ | 0.12 % |
| 418 | Vinci SA | 9,692 | 1.5M $ | 0.12 % |
| 419 | Zions Bancorp NA | 25,233 | 1.5M $ | 0.12 % |
| 420 | Fresenius Medical Care AG | 32,003 | 1.5M $ | 0.12 % |
| 421 | Bunge Global SA | 11,310 | 1.4M $ | 0.12 % |
| 422 | Regeneron Pharmaceuticals, Inc. | 1,858 | 1.4M $ | 0.12 % |
| 423 | Oji Holdings Corp | 264,800 | 1.4M $ | 0.11 % |
| 424 | Doximity Inc | 61,276 | 1.4M $ | 0.11 % |
| 425 | Packaging Corp of America | 6,685 | 1.4M $ | 0.11 % |
| 426 | easyJet PLC | 302,658 | 1.4M $ | 0.11 % |
| 427 | CCC Intelligent Solutions Holdings Inc | 233,759 | 1.4M $ | 0.11 % |
| 428 | Everus Construction Group Inc | 11,871 | 1.4M $ | 0.11 % |
| 429 | Ashland Inc | 25,197 | 1.4M $ | 0.11 % |
| 430 | Unipol Assicurazioni SpA | 60,298 | 1.4M $ | 0.11 % |
| 431 | Murata Manufacturing Co Ltd | 62,400 | 1.4M $ | 0.11 % |
| 432 | MKS Inc | 6,081 | 1.4M $ | 0.11 % |
| 433 | Broadridge Financial Solutions Inc | 8,585 | 1.4M $ | 0.11 % |
| 434 | Empire Co Ltd | 38,847 | 1.4M $ | 0.11 % |
| 435 | Take-Two Interactive Software Inc | 7,032 | 1.4M $ | 0.11 % |
| 436 | Anheuser-Busch InBev SA/NV | 19,993 | 1.4M $ | 0.11 % |
| 437 | Mitsui Chemicals Inc | 114,500 | 1.4M $ | 0.11 % |
| 438 | AppLovin Corp | 3,475 | 1.4M $ | 0.11 % |
| 439 | Marzetti Company/The | 9,994 | 1.4M $ | 0.11 % |
| 440 | Casey's General Stores Inc | 1,898 | 1.4M $ | 0.11 % |
| 441 | CSX Corp | 33,546 | 1.4M $ | 0.11 % |
| 442 | Amphenol Corp | 10,854 | 1.4M $ | 0.11 % |
| 443 | Celestica Inc | 4,843 | 1.4M $ | 0.11 % |
| 444 | Gaming and Leisure Properties Inc | 30,629 | 1.4M $ | 0.11 % |
| 445 | CMS Energy Corp | 17,470 | 1.4M $ | 0.11 % |
| 446 | TBS Holdings Inc | 37,500 | 1.4M $ | 0.11 % |
| 447 | Union Pacific Corp | 5,560 | 1.3M $ | 0.11 % |
| 448 | Shiseido Co Ltd | 65,500 | 1.3M $ | 0.11 % |
| 449 | OGE Energy Corp | 27,897 | 1.3M $ | 0.11 % |
| 450 | ARC Resources Ltd | 64,052 | 1.3M $ | 0.11 % |
| 451 | Tyson Foods Inc | 20,734 | 1.3M $ | 0.11 % |
| 452 | Bayer AG | 28,579 | 1.3M $ | 0.11 % |
| 453 | CACI International Inc | 2,413 | 1.3M $ | 0.11 % |
| 454 | Halozyme Therapeutics Inc | 20,292 | 1.3M $ | 0.11 % |
| 455 | Public Service Enterprise Group Inc | 16,144 | 1.3M $ | 0.10 % |
| 456 | Kandenko Co Ltd | 34,300 | 1.3M $ | 0.10 % |
| 457 | Fincantieri SpA | 83,993 | 1.3M $ | 0.10 % |
| 458 | RenaissanceRe Holdings Ltd | 4,336 | 1.3M $ | 0.10 % |
| 459 | ABN AMRO Bank NV | 40,627 | 1.3M $ | 0.10 % |
| 460 | Barclays PLC | 245,958 | 1.3M $ | 0.10 % |
| 461 | RWE AG | 18,981 | 1.3M $ | 0.10 % |
| 462 | Whitehaven Coal Ltd | 197,800 | 1.3M $ | 0.10 % |
| 463 | Equitable Holdings Inc | 34,302 | 1.3M $ | 0.10 % |
| 464 | Assured Guaranty Ltd | 15,614 | 1.3M $ | 0.10 % |
| 465 | Invesco Ltd | 52,350 | 1.3M $ | 0.10 % |
| 466 | Archer-Daniels-Midland Co | 17,480 | 1.3M $ | 0.10 % |
| 467 | VF Corp | 74,710 | 1.3M $ | 0.10 % |
| 468 | Storebrand ASA | 69,987 | 1.3M $ | 0.10 % |
| 469 | State Street Corp | 9,977 | 1.3M $ | 0.10 % |
| 470 | Organon & Co | 209,311 | 1.3M $ | 0.10 % |
| 471 | DENTSPLY SIRONA Inc | 108,067 | 1.3M $ | 0.10 % |
| 472 | Booz Allen Hamilton Holding Corp | 16,014 | 1.2M $ | 0.10 % |
| 473 | Temenos AG | 14,094 | 1.2M $ | 0.10 % |
| 474 | Service Corp International/US | 14,938 | 1.2M $ | 0.10 % |
| 475 | Sun Hung Kai Properties Ltd | 74,000 | 1.2M $ | 0.10 % |
| 476 | Valmont Industries Inc | 3,081 | 1.2M $ | 0.10 % |
| 477 | Burberry Group PLC | 84,024 | 1.2M $ | 0.10 % |
| 478 | Lantheus Holdings Inc | 16,143 | 1.2M $ | 0.10 % |
| 479 | Elisa Oyj | 24,976 | 1.2M $ | 0.10 % |
| 480 | Wintrust Financial Corp | 8,751 | 1.2M $ | 0.10 % |
| 481 | Evonik Industries AG | 61,945 | 1.2M $ | 0.10 % |
| 482 | Federated Hermes Inc | 21,394 | 1.2M $ | 0.10 % |
| 483 | Aritzia Inc | 14,796 | 1.2M $ | 0.10 % |
| 484 | Ameren Corp | 10,927 | 1.2M $ | 0.10 % |
| 485 | Cie Financiere Richemont SA | 6,786 | 1.2M $ | 0.10 % |
| 486 | Molson Coors Beverage Co | 27,763 | 1.2M $ | 0.10 % |
| 487 | H & M Hennes & Mauritz AB | 63,887 | 1.2M $ | 0.10 % |
| 488 | COPT Defense Properties | 39,050 | 1.2M $ | 0.10 % |
| 489 | Pirelli & C SpA | 172,623 | 1.2M $ | 0.10 % |
| 490 | Western Union Co/The | 136,658 | 1.2M $ | 0.10 % |
| 491 | RH INC | 8,520 | 1.2M $ | 0.10 % |
| 492 | Fabrinet | 2,267 | 1.2M $ | 0.09 % |
| 493 | Eversource Energy | 17,045 | 1.2M $ | 0.09 % |
| 494 | Aramark | 29,048 | 1.2M $ | 0.09 % |
| 495 | Sandisk Corp/DE | 1,844 | 1.2M $ | 0.09 % |
| 496 | Italgas SpA | 100,293 | 1.2M $ | 0.09 % |
| 497 | Canadian Natural Resources Ltd | 23,883 | 1.2M $ | 0.09 % |
| 498 | Singapore Technologies Engineering Ltd | 137,100 | 1.2M $ | 0.09 % |
| 499 | Komatsu Ltd | 29,200 | 1.2M $ | 0.09 % |
| 500 | Finning International Inc | 18,751 | 1.2M $ | 0.09 % |