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 |
|---|---|---|---|---|
| 601 | Sabra Health Care REIT Inc | 40,061 | 770.4K $ | 0.06 % |
| 602 | Reynolds Consumer Products Inc | 36,324 | 769.3K $ | 0.06 % |
| 603 | Hitachi Construction Machinery Co Ltd | 22,300 | 765.7K $ | 0.06 % |
| 604 | Simon Property Group Inc | 4,102 | 765.1K $ | 0.06 % |
| 605 | Altria Group, Inc. | 11,581 | 764.2K $ | 0.06 % |
| 606 | Cousins Properties Inc | 33,830 | 763.5K $ | 0.06 % |
| 607 | Toronto-Dominion Bank/The | 8,147 | 760.9K $ | 0.06 % |
| 608 | Sumitomo Metal Mining Co Ltd | 13,000 | 756.6K $ | 0.06 % |
| 609 | Makita Corp | 22,800 | 749.4K $ | 0.06 % |
| 610 | DR Horton Inc | 5,409 | 742.2K $ | 0.06 % |
| 611 | Universal Health Services Inc | 4,082 | 730.6K $ | 0.06 % |
| 612 | USS Co Ltd | 68,600 | 721.6K $ | 0.06 % |
| 613 | Elastic NV | 14,287 | 714.2K $ | 0.06 % |
| 614 | ANZ Group Holdings Ltd | 28,076 | 706K $ | 0.06 % |
| 615 | LVMH Moet Hennessy Louis Vuitton SE | 1,290 | 705.2K $ | 0.06 % |
| 616 | FirstCash Holdings Inc | 3,746 | 704.2K $ | 0.06 % |
| 617 | First Horizon Corp | 30,785 | 700.7K $ | 0.06 % |
| 618 | SBM Offshore NV | 17,448 | 695.8K $ | 0.06 % |
| 619 | Tokyo Century Corp | 52,900 | 684.8K $ | 0.05 % |
| 620 | KB Home | 13,228 | 684.5K $ | 0.05 % |
| 621 | Rio Tinto PLC | 7,340 | 681K $ | 0.05 % |
| 622 | Imperial Brands PLC | 16,739 | 678.7K $ | 0.05 % |
| 623 | Schneider National Inc | 25,535 | 673.1K $ | 0.05 % |
| 624 | Oversea-Chinese Banking Corp Ltd | 39,100 | 669.7K $ | 0.05 % |
| 625 | MGM Resorts International | 18,081 | 669.2K $ | 0.05 % |
| 626 | Talanx AG | 5,347 | 663.5K $ | 0.05 % |
| 627 | Taisei Corp | 6,400 | 663.1K $ | 0.05 % |
| 628 | Fairfax Financial Holdings Ltd | 388 | 661.1K $ | 0.05 % |
| 629 | Roivant Sciences Ltd | 23,682 | 656K $ | 0.05 % |
| 630 | Aurora Innovation Inc | 158,975 | 655K $ | 0.05 % |
| 631 | OceanaGold Corp | 20,750 | 654.2K $ | 0.05 % |
| 632 | AutoZone Inc | 193 | 651.9K $ | 0.05 % |
| 633 | Nitori Holdings Co Ltd | 40,800 | 648.2K $ | 0.05 % |
| 634 | Universal Display Corp | 7,061 | 647.2K $ | 0.05 % |
| 635 | Banco Comercial Portugues SA | 653,318 | 636.3K $ | 0.05 % |
| 636 | Prysmian SpA | 5,353 | 632.1K $ | 0.05 % |
| 637 | Allegion plc | 4,310 | 626.2K $ | 0.05 % |
| 638 | Simpson Manufacturing Co Inc | 3,632 | 623.3K $ | 0.05 % |
| 639 | TTM Technologies Inc | 6,386 | 622.1K $ | 0.05 % |
| 640 | Singapore Telecommunications Ltd | 161,800 | 621.7K $ | 0.05 % |
| 641 | Azimut Holding SpA | 16,360 | 621.6K $ | 0.05 % |
| 642 | Wells Fargo & Co | 7,779 | 619.3K $ | 0.05 % |
| 643 | Halliburton Co | 15,791 | 615.7K $ | 0.05 % |
| 644 | Colgate-Palmolive Co | 7,210 | 614.5K $ | 0.05 % |
| 645 | Roku Inc | 6,457 | 611K $ | 0.05 % |
| 646 | Five Below Inc | 2,659 | 607.5K $ | 0.05 % |
| 647 | Lowe's Cos Inc | 2,551 | 602.8K $ | 0.05 % |
| 648 | Metro Inc/CN | 8,783 | 600.9K $ | 0.05 % |
| 649 | Koninklijke Vopak NV | 10,868 | 588.2K $ | 0.05 % |
| 650 | Toyo Suisan Kaisha Ltd | 8,300 | 583.7K $ | 0.05 % |
| 651 | Booking Holdings Inc | 138 | 581K $ | 0.05 % |
| 652 | ALS Ltd | 38,764 | 569K $ | 0.05 % |
| 653 | Schindler Holding AG | 1,710 | 563.3K $ | 0.05 % |
| 654 | Toray Industries Inc | 78,800 | 561.3K $ | 0.05 % |
| 655 | Acuity Inc | 1,987 | 556.8K $ | 0.04 % |
| 656 | Antero Resources Corp | 12,967 | 550.3K $ | 0.04 % |
| 657 | Rakuten Group Inc | 117,300 | 548.3K $ | 0.04 % |
| 658 | Lear Corp | 4,506 | 545.6K $ | 0.04 % |
| 659 | Iyogin Holdings Inc | 29,300 | 541.3K $ | 0.04 % |
| 660 | Flowserve Corp | 7,339 | 539.5K $ | 0.04 % |
| 661 | Vestas Wind Systems A/S | 17,757 | 535.7K $ | 0.04 % |
| 662 | Huntington Ingalls Industries, Inc. | 1,387 | 526.9K $ | 0.04 % |
| 663 | Enagas SA | 26,531 | 525.6K $ | 0.04 % |
| 664 | CK Hutchison Holdings Ltd | 68,000 | 522K $ | 0.04 % |
| 665 | Everest Group Ltd | 1,580 | 516.4K $ | 0.04 % |
| 666 | Duolingo Inc | 5,223 | 514.8K $ | 0.04 % |
| 667 | elf Beauty Inc | 8,491 | 514.6K $ | 0.04 % |
| 668 | Open House Group Co Ltd | 8,000 | 512.7K $ | 0.04 % |
| 669 | Etsy Inc | 10,241 | 511.8K $ | 0.04 % |
| 670 | YETI Holdings Inc | 13,938 | 510K $ | 0.04 % |
| 671 | Jyske Bank A/S | 3,709 | 509K $ | 0.04 % |
| 672 | Scotts Miracle-Gro Co/The | 8,253 | 501.9K $ | 0.04 % |
| 673 | Otsuka Corp | 26,000 | 497.8K $ | 0.04 % |
| 674 | Primerica Inc | 1,932 | 483.9K $ | 0.04 % |
| 675 | Quebecor Inc | 11,344 | 481.7K $ | 0.04 % |
| 676 | Under Armour Inc | 79,961 | 472.6K $ | 0.04 % |
| 677 | Shimamura Co Ltd | 22,100 | 462.7K $ | 0.04 % |
| 678 | Canon Inc | 16,600 | 460.6K $ | 0.04 % |
| 679 | Masco Corp | 7,629 | 460.6K $ | 0.04 % |
| 680 | Kioxia Holdings Corp. | 3,500 | 457.1K $ | 0.04 % |
| 681 | Technology One Ltd | 23,795 | 451.7K $ | 0.04 % |
| 682 | Omega Healthcare Investors Inc | 10,275 | 450.3K $ | 0.04 % |
| 683 | Matador Resources Co | 7,122 | 450K $ | 0.04 % |
| 684 | Hexagon AB | 46,056 | 448.2K $ | 0.04 % |
| 685 | Aisin Corp | 31,800 | 448K $ | 0.04 % |
| 686 | Square Enix Holdings Co Ltd | 28,100 | 447.8K $ | 0.04 % |
| 687 | Worley Ltd | 56,629 | 444.8K $ | 0.04 % |
| 688 | Kyocera Corp | 28,800 | 441.6K $ | 0.04 % |
| 689 | Associated Banc-Corp | 17,009 | 439.9K $ | 0.04 % |
| 690 | Harbour Energy PLC | 110,341 | 438.8K $ | 0.04 % |
| 691 | ResMed Inc | 1,935 | 434.4K $ | 0.03 % |
| 692 | Hirose Electric Co Ltd | 3,300 | 432K $ | 0.03 % |
| 693 | Hartford Insurance Group Inc/The | 3,181 | 430.2K $ | 0.03 % |
| 694 | Daiichi Life Group, Inc. | 46,600 | 429.7K $ | 0.03 % |
| 695 | McKesson Corp | 475 | 411K $ | 0.03 % |
| 696 | Franco-Nevada Corp | 1,622 | 401.6K $ | 0.03 % |
| 697 | IMI PLC | 11,803 | 401.5K $ | 0.03 % |
| 698 | Fuji Electric Co Ltd | 5,700 | 399.3K $ | 0.03 % |
| 699 | Envista Holdings Corp | 15,483 | 392.8K $ | 0.03 % |
| 700 | Kingfisher PLC | 101,154 | 384.6K $ | 0.03 % |