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 |
|---|---|---|---|---|
| 801 | Adecco Group AG | 7,093 | 170.6K $ | 0.01 % |
| 802 | Continental AG | 2,431 | 169.7K $ | 0.01 % |
| 803 | Sonic Healthcare Ltd | 11,722 | 166.6K $ | 0.01 % |
| 804 | Givaudan SA | 49 | 165.7K $ | 0.01 % |
| 805 | Credo Technology Group Holding Ltd | 1,760 | 165.2K $ | 0.01 % |
| 806 | Norwegian Cruise Line Holdings Ltd | 8,787 | 164.3K $ | 0.01 % |
| 807 | OR Royalties Inc | 4,310 | 164.1K $ | 0.01 % |
| 808 | Inchcape PLC | 16,369 | 162.5K $ | 0.01 % |
| 809 | Royal Unibrew A/S | 1,942 | 157.5K $ | 0.01 % |
| 810 | Bloom Energy Corp | 1,148 | 155.5K $ | 0.01 % |
| 811 | Scout24 SE | 2,001 | 154.4K $ | 0.01 % |
| 812 | CNA Financial Corp | 3,339 | 153.3K $ | 0.01 % |
| 813 | First Industrial Realty Trust Inc | 2,641 | 152.8K $ | 0.01 % |
| 814 | Aurubis AG | 842 | 149.8K $ | 0.01 % |
| 815 | SiteOne Landscape Supply Inc | 1,106 | 147.2K $ | 0.01 % |
| 816 | Eagle Materials Inc | 738 | 139.8K $ | 0.01 % |
| 817 | Roche Holding AG | 340 | 135.7K $ | 0.01 % |
| 818 | Zealand Pharma A/S | 2,854 | 132.9K $ | 0.01 % |
| 819 | Compass Group PLC | 4,494 | 125.4K $ | 0.01 % |
| 820 | HKT Trust & HKT Ltd | 75,000 | 117.2K $ | 0.01 % |
| 821 | Intertek Group PLC | 2,171 | 105.6K $ | 0.01 % |
| 822 | Harvey Norman Holdings Ltd | 30,259 | 104K $ | 0.01 % |
| 823 | Endesa SA | 2,291 | 95.5K $ | 0.01 % |
| 824 | Greif Inc | 1,397 | 93.7K $ | 0.01 % |
| 825 | First American Financial Corp | 1,161 | 70K $ | 0.01 % |
| 826 | Hera SpA | 14,684 | 67.7K $ | 0.01 % |
| 827 | GCI Liberty Inc | 1,681 | 62.6K $ | 0.01 % |
| 828 | Donaldson Co Inc | 2 | 169.7 $ |