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 |
|---|---|---|---|---|
| 501 | American Airlines Group Inc | 108,009 | 1.2M $ | 0.09 % |
| 502 | DoubleVerify Holdings Inc | 121,749 | 1.2M $ | 0.09 % |
| 503 | Nippon Steel Corp. | 312,500 | 1.2M $ | 0.09 % |
| 504 | First Majestic Silver Corp | 53,546 | 1.1M $ | 0.09 % |
| 505 | ENEOS Holdings Inc | 126,900 | 1.1M $ | 0.09 % |
| 506 | Pinnacle Financial Partners Inc | 13,269 | 1.1M $ | 0.09 % |
| 507 | NVIDIA Corp | 6,550 | 1.1M $ | 0.09 % |
| 508 | Chemed Corp | 3,020 | 1.1M $ | 0.09 % |
| 509 | Exxon Mobil Corp | 6,676 | 1.1M $ | 0.09 % |
| 510 | Columbia Sportswear Co | 20,592 | 1.1M $ | 0.09 % |
| 511 | Orica Ltd | 80,265 | 1.1M $ | 0.09 % |
| 512 | Darden Restaurants Inc | 5,723 | 1.1M $ | 0.09 % |
| 513 | MGIC Investment Corp | 42,255 | 1.1M $ | 0.09 % |
| 514 | Toyota Tsusho Corp | 28,500 | 1.1M $ | 0.09 % |
| 515 | TE Connectivity PLC | 5,255 | 1.1M $ | 0.09 % |
| 516 | Essex Property Trust Inc | 4,532 | 1.1M $ | 0.09 % |
| 517 | Ricoh Co Ltd | 129,500 | 1.1M $ | 0.09 % |
| 518 | Aurizon Holdings Ltd | 395,433 | 1.1M $ | 0.09 % |
| 519 | Acerinox SA | 78,045 | 1.1M $ | 0.09 % |
| 520 | Brambles Ltd | 69,418 | 1.1M $ | 0.09 % |
| 521 | Yamazaki Baking Co Ltd | 48,600 | 1.1M $ | 0.09 % |
| 522 | Air France-KLM | 106,438 | 1.1M $ | 0.09 % |
| 523 | Kuehne + Nagel International AG | 4,687 | 1.1M $ | 0.09 % |
| 524 | JB Hi-Fi Ltd | 21,180 | 1.1M $ | 0.09 % |
| 525 | Pan American Silver Corp | 19,492 | 1.1M $ | 0.09 % |
| 526 | Trex Co Inc | 29,027 | 1.1M $ | 0.08 % |
| 527 | British American Tobacco PLC | 18,122 | 1.1M $ | 0.08 % |
| 528 | ArcelorMittal SA | 20,250 | 1.1M $ | 0.08 % |
| 529 | Unicaja Banco SA | 352,636 | 1M $ | 0.08 % |
| 530 | Ono Pharmaceutical Co Ltd | 65,100 | 1M $ | 0.08 % |
| 531 | IAMGOLD Corp | 55,336 | 1M $ | 0.08 % |
| 532 | Shell PLC | 22,422 | 1M $ | 0.08 % |
| 533 | Konecranes Oyj | 31,581 | 1M $ | 0.08 % |
| 534 | APA Corp | 24,377 | 1M $ | 0.08 % |
| 535 | FTI Consulting Inc | 5,785 | 1M $ | 0.08 % |
| 536 | Murphy USA Inc | 2,070 | 1M $ | 0.08 % |
| 537 | IAC Inc | 25,446 | 1M $ | 0.08 % |
| 538 | Toromont Industries Ltd | 7,249 | 1M $ | 0.08 % |
| 539 | SCOR SE | 28,200 | 1M $ | 0.08 % |
| 540 | Park Hotels & Resorts Inc | 95,491 | 1M $ | 0.08 % |
| 541 | Alfa Laval AB | 18,349 | 1M $ | 0.08 % |
| 542 | Leonardo DRS Inc | 22,497 | 1M $ | 0.08 % |
| 543 | Canadian Imperial Bank of Commerce | 10,329 | 978.9K $ | 0.08 % |
| 544 | Ryohin Keikaku Co Ltd | 45,600 | 973.1K $ | 0.08 % |
| 545 | InterContinental Hotels Group PLC | 7,376 | 972.7K $ | 0.08 % |
| 546 | Pentair PLC | 11,134 | 969.9K $ | 0.08 % |
| 547 | TOPPAN Holdings Inc | 36,600 | 965.3K $ | 0.08 % |
| 548 | Okta Inc | 12,264 | 965.3K $ | 0.08 % |
| 549 | EnerSys | 5,547 | 963.6K $ | 0.08 % |
| 550 | Euronet Worldwide Inc | 14,473 | 960.6K $ | 0.08 % |
| 551 | Bank of Montreal | 7,086 | 959.8K $ | 0.08 % |
| 552 | Signify NV | 45,053 | 959.6K $ | 0.08 % |
| 553 | Graco Inc | 11,329 | 959K $ | 0.08 % |
| 554 | George Weston Ltd | 13,569 | 958.6K $ | 0.08 % |
| 555 | NNN REIT Inc | 22,793 | 958K $ | 0.08 % |
| 556 | Tesco PLC | 151,913 | 954.8K $ | 0.08 % |
| 557 | DTE Energy Co | 6,507 | 951.5K $ | 0.08 % |
| 558 | RTX Corp | 4,871 | 939.6K $ | 0.08 % |
| 559 | Permian Resources Corp | 43,475 | 926.9K $ | 0.07 % |
| 560 | VICI Properties Inc | 33,618 | 918.4K $ | 0.07 % |
| 561 | Swissquote Group Holding SA | 1,839 | 913.5K $ | 0.07 % |
| 562 | Edwards Lifesciences Corp | 11,407 | 913.5K $ | 0.07 % |
| 563 | Janus Henderson Group PLC | 17,687 | 908.6K $ | 0.07 % |
| 564 | Tourmaline Oil Corp | 18,797 | 899.7K $ | 0.07 % |
| 565 | Insulet Corp | 4,284 | 899K $ | 0.07 % |
| 566 | KBR Inc | 24,344 | 897.3K $ | 0.07 % |
| 567 | Japan Post Insurance Co Ltd | 88,500 | 892.6K $ | 0.07 % |
| 568 | CNO Financial Group Inc | 21,637 | 888.4K $ | 0.07 % |
| 569 | Industria de Diseno Textil SA | 15,240 | 887.1K $ | 0.07 % |
| 570 | Pegasystems Inc | 20,762 | 883.6K $ | 0.07 % |
| 571 | Fresnillo PLC | 19,788 | 877.1K $ | 0.07 % |
| 572 | Westlake Corp | 7,486 | 874.5K $ | 0.07 % |
| 573 | Darling Ingredients Inc | 14,137 | 874.4K $ | 0.07 % |
| 574 | IGO Ltd | 156,034 | 871.1K $ | 0.07 % |
| 575 | ACS Actividades de Construccion y Servicios SA | 7,124 | 868.8K $ | 0.07 % |
| 576 | Lucid Group Inc | 90,403 | 861.5K $ | 0.07 % |
| 577 | Wynn Resorts Ltd | 8,470 | 860.1K $ | 0.07 % |
| 578 | TDK Corp | 66,200 | 860K $ | 0.07 % |
| 579 | WESCO International Inc | 3,138 | 858.6K $ | 0.07 % |
| 580 | Dexcom Inc | 13,670 | 858.5K $ | 0.07 % |
| 581 | Atmos Energy Corp | 4,633 | 855.8K $ | 0.07 % |
| 582 | Viatris Inc | 63,235 | 854.3K $ | 0.07 % |
| 583 | Avantor Inc | 108,273 | 848.9K $ | 0.07 % |
| 584 | Omron Corp | 29,500 | 848.7K $ | 0.07 % |
| 585 | Camden Property Trust | 8,569 | 836.8K $ | 0.07 % |
| 586 | Koninklijke KPN NV | 149,351 | 832.4K $ | 0.07 % |
| 587 | Airtel Africa PLC | 180,498 | 832.3K $ | 0.07 % |
| 588 | Lundin Gold Inc | 10,872 | 830.9K $ | 0.07 % |
| 589 | Snam SpA | 108,486 | 821.8K $ | 0.07 % |
| 590 | Teradata Corp | 32,007 | 820.3K $ | 0.07 % |
| 591 | NGK Insulators Ltd | 31,700 | 817K $ | 0.07 % |
| 592 | Newell Brands Inc | 237,120 | 813.3K $ | 0.07 % |
| 593 | Nissan Chemical Corp | 20,900 | 812.7K $ | 0.07 % |
| 594 | Tradeweb Markets Inc | 6,901 | 812K $ | 0.07 % |
| 595 | RELX PLC | 24,754 | 811K $ | 0.07 % |
| 596 | Hilton Grand Vacations Inc | 20,637 | 807.3K $ | 0.06 % |
| 597 | American International Group Inc | 10,651 | 801.5K $ | 0.06 % |
| 598 | Kawasaki Kisen Kaisha Ltd | 47,300 | 798.9K $ | 0.06 % |
| 599 | Telefonica SA | 181,988 | 796.3K $ | 0.06 % |
| 600 | Kyoto Financial Group Inc | 29,300 | 772K $ | 0.06 % |