AQR Managed Futures Strategy HV Fund

Fund Profile

Fund profile

Tickers

QMHIX, QMHNX, QMHRX

Fund manager

AQR Funds

Total assets

$662.49 mm

Liabilities

$350.14 mm

Net assets

$312.36 mm

Number of holdings

3.31 k

Top 200 of 3309 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	70.67 mm	70.68 mm shares	22.62	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	37.63 mm	38.12 mm principal	12.05	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.23 mm	24.50 mm principal	7.76	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.13 mm	24.37 mm principal	7.73	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.92 mm	20.20 mm principal	6.38	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	10.48 mm	10.48 mm shares	3.36	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	9.00 mm	9.08 mm principal	2.88	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.74 mm	8.81 mm principal	2.80	Short-term investment vehicle	Long	USA
Cocoa	5.39 mm	112.00 contracts	1.73	Commodity derivative	N/A	UK
U.S. Treasury Bills	5.39 mm	5.43 mm principal	1.73	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.26 mm	3.28 mm principal	1.05	Short-term investment vehicle	Long	USA
Zurich Insurance Group AG	2.90 mm	4.88 k shares	0.93	Common equity	Long	Switzerland
PM Philip Morris International Inc.	2.87 mm	23.88 k shares	0.92	Common equity	Long	USA
U.S. Treasury Bills	2.77 mm	2.79 mm principal	0.89	Short-term investment vehicle	Long	USA
AAPL Apple Inc.	2.68 mm	10.72 k shares	0.86	Common equity	Long	USA
U.S. Treasury Bills	2.68 mm	2.69 mm principal	0.86	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.62 mm	2.65 mm principal	0.84	Short-term investment vehicle	Long	USA
Novartis AG (Registered)	2.59 mm	26.55 k shares	0.83	Common equity	Long	Switzerland
Honda Motor Co. Ltd.	2.43 mm	255.70 k shares	0.78	Common equity	Long	Japan
U.S. Treasury Bills	2.33 mm	2.33 mm principal	0.75	Short-term investment vehicle	Long	USA
DTE DTE Energy Company	2.25 mm	18.61 k shares	0.72	Common equity	Long	USA
U.S. Treasury Bills	2.23 mm	2.27 mm principal	0.71	Short-term investment vehicle	Long	USA
CME CME Group Inc.	2.05 mm	8.82 k shares	0.66	Common equity	Long	USA
U.S. Treasury Bills	2.03 mm	2.06 mm principal	0.65	Short-term investment vehicle	Long	USA
Takeda Pharmaceutical Co. Ltd.	1.99 mm	75.00 k shares	0.64	Common equity	Long	Japan
EIX Edison International	1.94 mm	24.31 k shares	0.62	Common equity	Long	USA
U.S. Treasury Bills	1.90 mm	1.93 mm principal	0.61	Short-term investment vehicle	Long	USA
SAP SE	1.83 mm	7.45 k shares	0.59	Common equity	Long	Germany
Sumitomo Mitsui Financial Group, Inc.	1.82 mm	76.00 k shares	0.58	Common equity	Long	Japan
CMCSA Comcast Corporation	1.75 mm	46.55 k shares	0.56	Common equity	Long	USA
LLY Eli Lilly and Company	1.69 mm	2.19 k shares	0.54	Common equity	Long	USA
WMT Walmart Inc.	1.60 mm	17.71 k shares	0.51	Common equity	Long	USA
AMZN Amazon.com, Inc.	1.58 mm	7.18 k shares	0.50	Common equity	Long	USA
NVDA NVIDIA Corporation	1.49 mm	11.13 k shares	0.48	Common equity	Long	USA
KDDI Corp.	1.48 mm	46.60 k shares	0.48	Common equity	Long	Japan
WAB Westinghouse Air Brake Technologies Corporation	1.46 mm	7.71 k shares	0.47	Common equity	Long	USA
ABB Ltd. (Registered)	1.45 mm	26.77 k shares	0.46	Common equity	Long	Switzerland
XEL Xcel Energy Inc.	1.43 mm	21.19 k shares	0.46	Common equity	Long	USA
SSNC SS&C Technologies Holdings, Inc.	1.36 mm	17.92 k shares	0.43	Common equity	Long	USA
Holcim AG	1.34 mm	13.89 k shares	0.43	Common equity	Long	Switzerland
U.S. Treasury Bills	1.34 mm	1.34 mm principal	0.43	Short-term investment vehicle	Long	USA
ITW Illinois Tool Works Inc.	1.30 mm	5.15 k shares	0.42	Common equity	Long	USA
VRSN VeriSign, Inc.	1.29 mm	6.24 k shares	0.41	Common equity	Long	USA
SHW The Sherwin-Williams Company	1.27 mm	3.75 k shares	0.41	Common equity	Long	USA
JNJ Johnson & Johnson	1.27 mm	8.80 k shares	0.41	Common equity	Long	USA
Broadcom Pte. Ltd.	1.26 mm	5.44 k shares	0.40	Common equity	Long	USA
ANET Arista Networks, Inc.	1.25 mm	11.32 k shares	0.40	Common equity	Long	USA
HLT Hilton Worldwide Holdings Inc.	1.25 mm	5.05 k shares	0.40	Common equity	Long	USA
PKG Packaging Corporation of America	1.23 mm	5.46 k shares	0.39	Common equity	Long	USA
Hitachi Ltd.	1.18 mm	48.20 k shares	0.38	Common equity	Long	Japan
RELX plc	1.16 mm	25.69 k shares	0.37	Common equity	Long	UK
Nippon Yusen KK	1.16 mm	34.90 k shares	0.37	Common equity	Long	Japan
MRK Merck & Co., Inc.	1.15 mm	11.54 k shares	0.37	Common equity	Long	USA
Zalando SE	1.14 mm	34.09 k shares	0.37	Common equity	Long	Germany
FTNT Fortinet, Inc.	1.13 mm	12.01 k shares	0.36	Common equity	Long	USA
AEP American Electric Power Company, Inc.	1.12 mm	12.15 k shares	0.36	Common equity	Long	USA
NFLX Netflix, Inc.	1.12 mm	1.25 k shares	0.36	Common equity	Long	USA
Hermes International SCA	1.11 mm	463.00 shares	0.36	Common equity	Long	France
TJX The TJX Companies, Inc.	1.11 mm	9.19 k shares	0.36	Common equity	Long	USA
EVRG Evergy, Inc.	1.09 mm	17.70 k shares	0.35	Common equity	Long	USA
CTAS Cintas Corporation	1.09 mm	5.96 k shares	0.35	Common equity	Long	USA
Rheinmetall AG	1.08 mm	1.70 k shares	0.35	Common equity	Long	Germany
ENB Enbridge Inc.	1.08 mm	25.42 k shares	0.35	Common equity	Long	Canada
TCPTF Thompson Creek Metals Company Inc	1.07 mm	11.57 k shares	0.34	Common equity	Long	Canada
Schneider Electric SE	1.05 mm	4.23 k shares	0.34	Common equity	Long	France
Deutsche Telekom AG (Registered)	1.05 mm	35.17 k shares	0.34	Common equity	Long	Germany
MA Mastercard Incorporated	1.04 mm	1.98 k shares	0.33	Common equity	Long	USA
Telefonaktiebolaget LM Ericsson, Class B	1.04 mm	128.56 k shares	0.33	Common equity	Long	Sweden
MMM 3M Company	1.02 mm	7.88 k shares	0.33	Common equity	Long	USA
MSFT Microsoft Corporation	998.53 k	2.37 k shares	0.32	Common equity	Long	USA
GE General Electric Company	996.40 k	5.97 k shares	0.32	Common equity	Long	USA
Intesa Sanpaolo SpA	987.37 k	246.18 k shares	0.32	Common equity	Long	Italy
CCK Crown Holdings, Inc.	979.05 k	11.84 k shares	0.31	Common equity	Long	USA
V Visa Inc.	970.87 k	3.07 k shares	0.31	Common equity	Long	USA
ABT Abbott Laboratories	969.01 k	8.57 k shares	0.31	Common equity	Long	USA
PNC The PNC Financial Services Group, Inc.	953.64 k	4.95 k shares	0.31	Common equity	Long	USA
PPL PPL Corporation	951.60 k	29.32 k shares	0.30	Common equity	Long	USA
FICO Fair Isaac Corporation	945.69 k	475.00 shares	0.30	Common equity	Long	USA
SBAC SBA Communications Corporation	925.66 k	4.54 k shares	0.30	Common equity	Long	USA
NOW ServiceNow, Inc.	924.42 k	872.00 shares	0.30	Common equity	Long	USA
NatWest Group plc	923.96 k	184.38 k shares	0.30	Common equity	Long	UK
Pro Medicus Ltd.	923.90 k	5.98 k shares	0.30	Common equity	Long	Australia
MMC Marsh & McLennan Companies, Inc.	923.56 k	4.35 k shares	0.30	Common equity	Long	USA
Sony Group Corp.	921.00 k	43.70 k shares	0.29	Common equity	Long	Japan
ADBE Adobe Inc.	917.37 k	2.06 k shares	0.29	Common equity	Long	USA
ITOCHU Corp.	914.64 k	18.60 k shares	0.29	Common equity	Long	Japan
Wolters Kluwer NV	910.80 k	5.48 k shares	0.29	Common equity	Long	Netherlands
TRV The Travelers Companies, Inc.	905.02 k	3.76 k shares	0.29	Common equity	Long	USA
UniCredit SpA	898.00 k	22.42 k shares	0.29	Common equity	Long	Italy
MANH Manhattan Associates, Inc.	897.47 k	3.32 k shares	0.29	Common equity	Long	USA
Allianz SE (Registered)	896.89 k	2.92 k shares	0.29	Common equity	Long	Germany
Tokio Marine Holdings, Inc.	882.85 k	24.60 k shares	0.28	Common equity	Long	Japan
A Agilent Technologies, Inc.	882.75 k	6.57 k shares	0.28	Common equity	Long	USA
Canon, Inc.	880.25 k	27.10 k shares	0.28	Common equity	Long	Japan
Sanwa Holdings Corp.	878.34 k	31.80 k shares	0.28	Common equity	Long	Japan
COKE Coca-Cola Consolidated, Inc.	874.43 k	694.00 shares	0.28	Common equity	Long	USA
Grab Holdings Ltd., Class A	873.29 k	185.02 k shares	0.28	Common equity	Long	Cayman Islands
Kongsberg Gruppen ASA	871.81 k	7.75 k shares	0.28	Common equity	Long	Norway
Prosus NV	870.37 k	21.91 k shares	0.28	Common equity	Long	Netherlands
Asics Corp.	864.19 k	44.30 k shares	0.28	Common equity	Long	Japan
BRBR BellRing Brands, Inc.	859.63 k	11.41 k shares	0.28	Common equity	Long	USA
SYK Stryker Corporation	858.72 k	2.38 k shares	0.27	Common equity	Long	USA
Renault SA	856.30 k	17.59 k shares	0.27	Common equity	Long	France
MSI Motorola Solutions, Inc.	842.18 k	1.82 k shares	0.27	Common equity	Long	USA
InterContinental Hotels Group plc	841.85 k	6.77 k shares	0.27	Common equity	Long	UK
BKNG Booking Holdings Inc.	839.66 k	169.00 shares	0.27	Common equity	Long	USA
Unipol Gruppo SpA	838.64 k	67.15 k shares	0.27	Common equity	Long	Italy
AMP Ameriprise Financial, Inc.	829.53 k	1.56 k shares	0.27	Common equity	Long	USA
KMI Kinder Morgan, Inc.	823.40 k	30.05 k shares	0.26	Common equity	Long	USA
MS&AD Insurance Group Holdings, Inc.	809.91 k	37.50 k shares	0.26	Common equity	Long	Japan
VTR Ventas, Inc.	806.85 k	13.70 k shares	0.26	Common equity	Long	USA
Industria de Diseno Textil SA	798.17 k	15.58 k shares	0.26	Common equity	Long	Spain
ALL The Allstate Corporation	793.91 k	4.12 k shares	0.25	Common equity	Long	USA
CFG Citizens Financial Group, Inc.	791.71 k	18.09 k shares	0.25	Common equity	Long	USA
TRU TransUnion	784.60 k	8.46 k shares	0.25	Common equity	Long	USA
AMT American Tower Corporation	779.13 k	4.25 k shares	0.25	Common equity	Long	USA
Logitech International SA (Registered)	776.92 k	9.41 k shares	0.25	Common equity	Long	Switzerland
EHC Encompass Health Corporation	775.19 k	8.39 k shares	0.25	Common equity	Long	USA
Pentair plc	763.96 k	7.59 k shares	0.24	Common equity	Long	Ireland
STZ Constellation Brands, Inc.	761.35 k	3.45 k shares	0.24	Common equity	Long	USA
Rolls-Royce Holdings plc	760.64 k	107.26 k shares	0.24	Common equity	Long	UK
FLS Flowserve Corporation	759.95 k	13.21 k shares	0.24	Common equity	Long	USA
U.S. Treasury Bills	759.02 k	774.00 k principal	0.24	Short-term investment vehicle	Long	USA
NOC Northrop Grumman Corporation	758.37 k	1.62 k shares	0.24	Common equity	Long	USA
Hoya Corp.	757.05 k	6.10 k shares	0.24	Common equity	Long	Japan
WEC WEC Energy Group, Inc.	755.14 k	8.03 k shares	0.24	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	753.31 k	1.49 k shares	0.24	Common equity	Long	Germany
CMG Chipotle Mexican Grill, Inc.	752.18 k	12.47 k shares	0.24	Common equity	Long	USA
Accenture plc, Class A	747.91 k	2.13 k shares	0.24	Common equity	Long	Ireland
Aristocrat Leisure Ltd.	747.82 k	17.71 k shares	0.24	Common equity	Long	Australia
BSX Boston Scientific Corporation	743.86 k	8.33 k shares	0.24	Common equity	Long	USA
TechnipFMC plc	738.81 k	25.53 k shares	0.24	Common equity	Long	UK
Societe Generale SA	733.32 k	26.13 k shares	0.23	Common equity	Long	France
AZO AutoZone, Inc.	733.26 k	229.00 shares	0.23	Common equity	Long	USA
GDDY GoDaddy Inc.	732.83 k	3.71 k shares	0.23	Common equity	Long	USA
IHI Corp.	730.76 k	12.50 k shares	0.23	Common equity	Long	Japan
WELL Welltower Inc.	724.29 k	5.75 k shares	0.23	Common equity	Long	USA
adidas AG	723.87 k	2.94 k shares	0.23	Common equity	Long	Germany
WRB W. R. Berkley Corporation	719.50 k	12.30 k shares	0.23	Common equity	Long	USA
EVR Evercore Inc.	709.88 k	2.56 k shares	0.23	Common equity	Long	USA
Mitsubishi UFJ Financial Group, Inc.	709.82 k	60.80 k shares	0.23	Common equity	Long	Japan
BMY Bristol-Myers Squibb Company	706.94 k	12.50 k shares	0.23	Common equity	Long	USA
Cocoa	706.04 k	16.00 contracts	0.23	Commodity derivative	N/A	USA
HWM Howmet Aerospace Inc.	705.98 k	6.46 k shares	0.23	Common equity	Long	USA
Tesco plc	702.49 k	152.74 k shares	0.22	Common equity	Long	UK
COF Capital One Financial Corporation	698.30 k	3.92 k shares	0.22	Common equity	Long	USA
Westpac Banking Corp.	697.96 k	34.97 k shares	0.22	Common equity	Long	Australia
INCY Incyte Corporation	681.31 k	9.86 k shares	0.22	Common equity	Long	USA
DASH DoorDash, Inc.	678.38 k	4.04 k shares	0.22	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	677.19 k	6.19 k shares	0.22	Common equity	Long	USA
JB Hi-Fi Ltd.	676.58 k	11.83 k shares	0.22	Common equity	Long	Australia
MSCI MSCI Inc.	673.21 k	1.12 k shares	0.22	Common equity	Long	USA
COST Costco Wholesale Corporation	667.04 k	728.00 shares	0.21	Common equity	Long	USA
Disco Corp.	663.19 k	2.50 k shares	0.21	Common equity	Long	Japan
EXPE Expedia Group, Inc.	661.84 k	3.55 k shares	0.21	Common equity	Long	USA
TWLO Twilio Inc.	661.67 k	6.12 k shares	0.21	Common equity	Long	USA
Fujikura Ltd.	661.38 k	16.20 k shares	0.21	Common equity	Long	Japan
MEDP Medpace Holdings, Inc.	659.14 k	1.98 k shares	0.21	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	656.55 k	8.05 k shares	0.21	Common equity	Long	USA
Bandai Namco Holdings, Inc.	653.36 k	27.40 k shares	0.21	Common equity	Long	Japan
MFC Manulife Financial Corporation	648.58 k	21.11 k shares	0.21	Common equity	Long	Canada
CNC Centene Corporation	645.96 k	10.66 k shares	0.21	Common equity	Long	USA
WTI Crude Oil	643.18 k	247.00 contracts	0.21	Commodity derivative	N/A	USA
Eaton Corp. plc	642.17 k	1.94 k shares	0.21	Common equity	Long	Ireland
JBL Jabil Inc.	640.93 k	4.45 k shares	0.21	Common equity	Long	USA
Trane Technologies plc	637.13 k	1.73 k shares	0.20	Common equity	Long	Ireland
Barclays plc	635.37 k	189.94 k shares	0.20	Common equity	Long	UK
APH Amphenol Corporation	632.27 k	9.10 k shares	0.20	Common equity	Long	USA
TOL Toll Brothers, Inc.	628.24 k	4.99 k shares	0.20	Common equity	Long	USA
APP AppLovin Corporation	627.26 k	1.94 k shares	0.20	Common equity	Long	USA
Wartsila OYJ Abp	624.64 k	35.24 k shares	0.20	Common equity	Long	Finland
Carlsberg A/S, Class B	623.99 k	6.50 k shares	0.20	Common equity	Long	Denmark
FHI Federated Hermes, Inc.	614.64 k	14.95 k shares	0.20	Common equity	Long	USA
Saab AB, Class B	614.04 k	29.06 k shares	0.20	Common equity	Long	Sweden
Yangzijiang Shipbuilding Holdings Ltd.	613.35 k	280.60 k shares	0.20	Common equity	Long	Singapore
GWRE Guidewire Software, Inc.	612.11 k	3.63 k shares	0.20	Common equity	Long	USA
SNV Synovus Financial Corp.	608.31 k	11.87 k shares	0.19	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	607.68 k	1.43 k shares	0.19	Common equity	Long	USA
BASF SE	607.29 k	13.85 k shares	0.19	Common equity	Long	Germany
Fast Retailing Co. Ltd.	607.22 k	1.80 k shares	0.19	Common equity	Long	Japan
NVR NVR, Inc.	605.24 k	74.00 shares	0.19	Common equity	Long	USA
Flutter Entertainment plc	605.03 k	2.34 k shares	0.19	Common equity	Long	Ireland
BR Broadridge Financial Solutions, Inc.	603.43 k	2.67 k shares	0.19	Common equity	Long	USA
ADP Automatic Data Processing, Inc.	601.56 k	2.06 k shares	0.19	Common equity	Long	USA
Medtronic plc	598.86 k	7.50 k shares	0.19	Common equity	Long	Ireland
Brambles Ltd.	598.25 k	50.30 k shares	0.19	Common equity	Long	Australia
TXRH Texas Roadhouse, Inc.	596.86 k	3.31 k shares	0.19	Common equity	Long	USA
ZTS Zoetis Inc.	596.65 k	3.66 k shares	0.19	Common equity	Long	USA
PGR The Progressive Corporation	595.67 k	2.49 k shares	0.19	Common equity	Long	USA
Pirelli & C SpA	594.77 k	104.86 k shares	0.19	Common equity	Long	Italy
DOV Dover Corporation	584.56 k	3.12 k shares	0.19	Common equity	Long	USA
PCG PG&E Corporation	584.27 k	28.95 k shares	0.19	Common equity	Long	USA
Commerzbank AG	583.24 k	35.52 k shares	0.19	Common equity	Long	Germany
SMAR Smartsheet Inc	579.35 k	10.34 k shares	0.19	Common equity	Long	USA
HOOD Robinhood Markets, Inc.	577.23 k	15.49 k shares	0.18	Common equity	Long	USA
PEG Public Service Enterprise Group Incorporated	574.95 k	6.81 k shares	0.18	Common equity	Long	USA
ROST Ross Stores, Inc.	574.52 k	3.80 k shares	0.18	Common equity	Long	USA
Fortum OYJ	574.16 k	41.01 k shares	0.18	Common equity	Long	Finland
CMI Cummins Inc.	574.14 k	1.65 k shares	0.18	Common equity	Long	USA
WDAY Workday, Inc.	572.83 k	2.22 k shares	0.18	Common equity	Long	USA