AQR Managed Futures Strategy HV Fund

Fund Profile

Fund profile

Tickers

QMHIX, QMHNX, QMHRX

Fund manager

AQR Funds

Total assets

$536.21 mm

Liabilities

$272.79 mm

Net assets

$263.42 mm

Number of holdings

3.25 k

Top 200 of 3247 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	84.45 mm	84.48 mm shares	32.06	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	23.86 mm	24.37 mm principal	9.06	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	20.92 mm	21.00 mm principal	7.94	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	16.77 mm	16.81 mm principal	6.37	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	14.95 mm	15.00 mm principal	5.68	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.90 mm	9.08 mm principal	3.38	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	8.64 mm	8.81 mm principal	3.28	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	7.13 mm	7.13 mm shares	2.71	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	5.33 mm	5.43 mm principal	2.02	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.37 mm	3.40 mm principal	1.28	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.23 mm	3.28 mm principal	1.22	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.73 mm	2.79 mm principal	1.04	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.65 mm	2.69 mm principal	1.01	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.30 mm	2.33 mm principal	0.87	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.89 mm	1.90 mm principal	0.72	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.84 mm	1.85 mm principal	0.70	Short-term investment vehicle	Long	USA
SHW The Sherwin-Williams Company	1.46 mm	3.83 k shares	0.56	Common equity	Long	USA
XEL Xcel Energy Inc.	1.38 mm	21.19 k shares	0.53	Common equity	Long	USA
NVDA NVIDIA Corporation	1.36 mm	11.22 k shares	0.52	Common equity	Long	USA
LLY Eli Lilly and Company	1.32 mm	1.49 k shares	0.50	Common equity	Long	USA
U.S. Treasury Bills	1.32 mm	1.34 mm principal	0.50	Short-term investment vehicle	Long	USA
CTAS Cintas Corporation	1.24 mm	6.04 k shares	0.47	Common equity	Long	USA
RELX plc	1.21 mm	25.69 k shares	0.46	Common equity	Long	UK
GE General Electric Company	1.15 mm	6.10 k shares	0.44	Common equity	Long	USA
Hermes International SCA	1.14 mm	463.00 shares	0.43	Common equity	Long	France
Schneider Electric SE	1.12 mm	4.23 k shares	0.42	Common equity	Long	France
Hitachi Ltd.	1.11 mm	41.80 k shares	0.42	Common equity	Long	Japan
Novartis AG (Registered)	1.07 mm	9.31 k shares	0.41	Common equity	Long	Switzerland
Intesa Sanpaolo SpA	1.05 mm	246.18 k shares	0.40	Common equity	Long	Italy
KO The Coca-Cola Company	1.04 mm	14.53 k shares	0.40	Common equity	Long	USA
Deutsche Telekom AG (Registered)	1.03 mm	35.17 k shares	0.39	Common equity	Long	Germany
Broadcom Pte. Ltd.	1.02 mm	5.93 k shares	0.39	Common equity	Long	USA
PKG Packaging Corporation of America	1.02 mm	4.72 k shares	0.39	Common equity	Long	USA
MMM 3M Company	1.02 mm	7.43 k shares	0.39	Common equity	Long	USA
Givaudan SA (Registered)	976.61 k	178.00 shares	0.37	Common equity	Long	Switzerland
100 oz Gold	975.50 k	51.00 contracts	0.37	Commodity derivative	N/A	USA
PPL PPL Corporation	969.77 k	29.32 k shares	0.37	Common equity	Long	USA
MANH Manhattan Associates, Inc.	934.46 k	3.32 k shares	0.35	Common equity	Long	USA
Asics Corp.	930.66 k	44.30 k shares	0.35	Common equity	Long	Japan
TMO Thermo Fisher Scientific Inc.	927.24 k	1.50 k shares	0.35	Common equity	Long	USA
Sika AG (Registered)	927.11 k	2.80 k shares	0.35	Common equity	Long	Switzerland
FICO Fair Isaac Corporation	923.17 k	475.00 shares	0.35	Common equity	Long	USA
Industria de Diseno Textil SA	922.87 k	15.58 k shares	0.35	Common equity	Long	Spain
SAP SE	919.96 k	4.02 k shares	0.35	Common equity	Long	Germany
PM Philip Morris International Inc.	905.77 k	7.46 k shares	0.34	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	899.22 k	4.95 k shares	0.34	Common equity	Long	USA
Ryohin Keikaku Co. Ltd.	888.76 k	48.40 k shares	0.34	Common equity	Long	Japan
ABT Abbott Laboratories	886.43 k	7.78 k shares	0.34	Common equity	Long	USA
Hoya Corp.	886.42 k	6.40 k shares	0.34	Common equity	Long	Japan
TRU TransUnion	886.08 k	8.46 k shares	0.34	Common equity	Long	USA
DSM-Firmenich AG	877.59 k	6.36 k shares	0.33	Common equity	Long	Switzerland
ES Eversource Energy	866.07 k	12.73 k shares	0.33	Common equity	Long	USA
SYK Stryker Corporation	861.61 k	2.38 k shares	0.33	Common equity	Long	USA
ORIX Corp.	844.70 k	36.10 k shares	0.32	Common equity	Long	Japan
EIX Edison International	841.64 k	9.66 k shares	0.32	Common equity	Long	USA
CL Colgate-Palmolive Company	838.16 k	8.07 k shares	0.32	Common equity	Long	USA
SMG The Scotts Miracle-Gro Company	828.85 k	9.56 k shares	0.31	Common equity	Long	USA
CCK Crown Holdings, Inc.	825.62 k	8.61 k shares	0.31	Common equity	Long	USA
MSI Motorola Solutions, Inc.	819.23 k	1.82 k shares	0.31	Common equity	Long	USA
Sumitomo Mitsui Financial Group, Inc.	807.66 k	37.80 k shares	0.31	Common equity	Long	Japan
NOW ServiceNow, Inc.	806.74 k	902.00 shares	0.31	Common equity	Long	USA
Zalando SE	783.46 k	23.70 k shares	0.30	Common equity	Long	Germany
FTNT Fortinet, Inc.	781.63 k	10.08 k shares	0.30	Common equity	Long	USA
ALL The Allstate Corporation	780.98 k	4.12 k shares	0.30	Common equity	Long	USA
COKE Coca-Cola Consolidated, Inc.	775.36 k	589.00 shares	0.29	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	774.70 k	6.59 k shares	0.29	Common equity	Long	USA
adidas AG	768.73 k	2.90 k shares	0.29	Common equity	Long	Germany
Rolls-Royce Holdings plc	759.15 k	107.26 k shares	0.29	Common equity	Long	UK
WMT Walmart Inc.	753.48 k	9.33 k shares	0.29	Common equity	Long	USA
Zurich Insurance Group AG	749.76 k	1.24 k shares	0.28	Common equity	Long	Switzerland
WELL Welltower Inc.	749.62 k	5.86 k shares	0.28	Common equity	Long	USA
KLAC KLA Corporation	747.31 k	965.00 shares	0.28	Common equity	Long	USA
GSK plc	745.23 k	36.60 k shares	0.28	Common equity	Long	UK
AAPL Apple Inc.	742.11 k	3.19 k shares	0.28	Common equity	Long	USA
InterContinental Hotels Group plc	736.82 k	6.77 k shares	0.28	Common equity	Long	UK
Pro Medicus Ltd.	736.17 k	5.98 k shares	0.28	Common equity	Long	Australia
Adyen NV	735.84 k	470.00 shares	0.28	Common equity	Long	Netherlands
TRV The Travelers Companies, Inc.	721.79 k	3.08 k shares	0.27	Common equity	Long	USA
CME CME Group Inc.	718.00 k	3.25 k shares	0.27	Common equity	Long	USA
HCA HCA Healthcare, Inc.	717.76 k	1.77 k shares	0.27	Common equity	Long	USA
Aristocrat Leisure Ltd.	714.95 k	17.71 k shares	0.27	Common equity	Long	Australia
Holcim AG	707.96 k	7.23 k shares	0.27	Common equity	Long	Switzerland
D Dominion Energy, Inc.	692.61 k	11.99 k shares	0.26	Common equity	Long	USA
Tesco plc	686.88 k	143.06 k shares	0.26	Common equity	Long	UK
Kongsberg Gruppen ASA	681.70 k	6.98 k shares	0.26	Common equity	Long	Norway
Lonza Group AG (Registered)	670.75 k	1.06 k shares	0.25	Common equity	Long	Switzerland
VZ Verizon Communications Inc.	670.69 k	14.93 k shares	0.25	Common equity	Long	USA
Trane Technologies plc	670.56 k	1.73 k shares	0.25	Common equity	Long	Ireland
SSNC SS&C Technologies Holdings, Inc.	669.37 k	9.02 k shares	0.25	Common equity	Long	USA
Intermediate Capital Group plc	650.04 k	21.77 k shares	0.25	Common equity	Long	UK
Trelleborg AB, Class B	650.00 k	16.89 k shares	0.25	Common equity	Long	Sweden
HWM Howmet Aerospace Inc.	647.11 k	6.46 k shares	0.25	Common equity	Long	USA
COP ConocoPhillips	646.52 k	6.14 k shares	0.25	Common equity	Long	USA
Eaton Corp. plc	641.34 k	1.94 k shares	0.24	Common equity	Long	Ireland
FLS Flowserve Corporation	640.03 k	12.38 k shares	0.24	Common equity	Long	USA
PGR The Progressive Corporation	630.85 k	2.49 k shares	0.24	Common equity	Long	USA
James Hardie Industries plc	627.22 k	15.78 k shares	0.24	Common equity	Long	Ireland
MDLZ Mondelez International, Inc.	625.31 k	8.49 k shares	0.24	Common equity	Long	USA
AZO AutoZone, Inc.	620.56 k	197.00 shares	0.24	Common equity	Long	USA
Copper	619.09 k	82.00 contracts	0.24	Commodity derivative	N/A	USA
JB Hi-Fi Ltd.	616.74 k	11.21 k shares	0.23	Common equity	Long	Australia
Santen Pharmaceutical Co. Ltd.	616.68 k	50.80 k shares	0.23	Common equity	Long	Japan
Atlas Copco AB, Class A	615.68 k	31.77 k shares	0.23	Common equity	Long	Sweden
DHI D.R. Horton, Inc.	615.23 k	3.23 k shares	0.23	Common equity	Long	USA
VTR Ventas, Inc.	612.18 k	9.55 k shares	0.23	Common equity	Long	USA
THC Tenet Healthcare Corporation	605.97 k	3.65 k shares	0.23	Common equity	Long	USA
Cigna Holding Co	605.23 k	1.75 k shares	0.23	Common equity	Long	USA
Societe Generale SA	605.14 k	24.28 k shares	0.23	Common equity	Long	France
INSP Inspire Medical Systems, Inc.	605.08 k	2.87 k shares	0.23	Common equity	Long	USA
Medtronic plc	600.95 k	6.68 k shares	0.23	Common equity	Long	Ireland
Wolters Kluwer NV	595.92 k	3.53 k shares	0.23	Common equity	Long	Netherlands
IHI Corp.	592.62 k	11.30 k shares	0.22	Common equity	Long	Japan
TOL Toll Brothers, Inc.	587.99 k	3.81 k shares	0.22	Common equity	Long	USA
Iberdrola SA	586.55 k	37.94 k shares	0.22	Common equity	Long	Spain
TXRH Texas Roadhouse, Inc.	584.19 k	3.31 k shares	0.22	Common equity	Long	USA
Marks & Spencer Group plc	581.79 k	116.58 k shares	0.22	Common equity	Long	UK
BKNG Booking Holdings Inc.	581.27 k	138.00 shares	0.22	Common equity	Long	USA
CVLT Commvault Systems, Inc.	581.09 k	3.78 k shares	0.22	Common equity	Long	USA
Otsuka Holdings Co. Ltd.	579.35 k	10.20 k shares	0.22	Common equity	Long	Japan
COST Costco Wholesale Corporation	578.90 k	653.00 shares	0.22	Common equity	Long	USA
Toyo Suisan Kaisha Ltd.	577.76 k	8.80 k shares	0.22	Common equity	Long	Japan
Keyence Corp.	575.11 k	1.20 k shares	0.22	Common equity	Long	Japan
Prosus NV	573.46 k	13.12 k shares	0.22	Common equity	Long	Netherlands
ILMN Illumina, Inc.	573.28 k	4.40 k shares	0.22	Common equity	Long	USA
ZTS Zoetis Inc.	573.24 k	2.93 k shares	0.22	Common equity	Long	USA
Prysmian SpA	570.06 k	7.84 k shares	0.22	Common equity	Long	Italy
Total Return Swap Goldman Sachs International	569.90 k	51.00 mm principal	0.22	Equity derivative	N/A	UK
ANET Arista Networks, Inc.	569.59 k	1.48 k shares	0.22	Common equity	Long	USA
Wartsila OYJ Abp	568.77 k	25.42 k shares	0.22	Common equity	Long	Finland
Fortum OYJ	568.05 k	34.52 k shares	0.22	Common equity	Long	Finland
Hang Seng Index	567.33 k	43.00 contracts	0.22	Equity derivative	N/A	Hong Kong
Chubb Ltd.	563.80 k	1.96 k shares	0.21	Common equity	Long	Switzerland
Sony Group Corp.	563.40 k	29.00 k shares	0.21	Common equity	Long	Japan
TDK Corp.	562.07 k	44.00 k shares	0.21	Common equity	Long	Japan
AMP Ameriprise Financial, Inc.	560.95 k	1.19 k shares	0.21	Common equity	Long	USA
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)	560.41 k	1.02 k shares	0.21	Common equity	Long	Germany
HAS Hasbro, Inc.	558.38 k	7.72 k shares	0.21	Common equity	Long	USA
NTAP NetApp, Inc.	556.66 k	4.51 k shares	0.21	Common equity	Long	USA
APH Amphenol Corporation	555.68 k	8.53 k shares	0.21	Common equity	Long	USA
W Wayfair Inc.	554.22 k	9.87 k shares	0.21	Common equity	Long	USA
Kyushu Railway Co.	552.37 k	19.20 k shares	0.21	Common equity	Long	Japan
T AT&T Inc.	547.25 k	24.88 k shares	0.21	Common equity	Long	USA
Pandora A/S	546.21 k	3.31 k shares	0.21	Common equity	Long	Denmark
Enel SpA	541.18 k	67.75 k shares	0.21	Common equity	Long	Italy
ATO Atmos Energy Corporation	539.17 k	3.89 k shares	0.20	Common equity	Long	USA
VRSN VeriSign, Inc.	536.45 k	2.82 k shares	0.20	Common equity	Long	USA
MAS Masco Corporation	535.62 k	6.38 k shares	0.20	Common equity	Long	USA
CMI Cummins Inc.	533.28 k	1.65 k shares	0.20	Common equity	Long	USA
EVRG Evergy, Inc.	531.24 k	8.57 k shares	0.20	Common equity	Long	USA
MEDP Medpace Holdings, Inc.	527.74 k	1.58 k shares	0.20	Common equity	Long	USA
WCC WESCO International, Inc.	527.12 k	3.14 k shares	0.20	Common equity	Long	USA
MS&AD Insurance Group Holdings, Inc.	524.14 k	22.30 k shares	0.20	Common equity	Long	Japan
BASF SE	520.01 k	9.81 k shares	0.20	Common equity	Long	Germany
BMY Bristol-Myers Squibb Company	517.40 k	10.00 k shares	0.20	Common equity	Long	USA
Shimano, Inc.	513.99 k	2.70 k shares	0.20	Common equity	Long	Japan
MA Mastercard Incorporated	513.55 k	1.04 k shares	0.19	Common equity	Long	USA
BRKR Bruker Corporation	513.53 k	7.44 k shares	0.19	Common equity	Long	USA
Air Liquide SA	513.48 k	2.66 k shares	0.19	Common equity	Long	France
JBL Jabil Inc.	513.11 k	4.28 k shares	0.19	Common equity	Long	USA
SoftBank Group Corp.	510.12 k	8.60 k shares	0.19	Common equity	Long	Japan
PNC The PNC Financial Services Group, Inc.	509.45 k	2.76 k shares	0.19	Common equity	Long	USA
Tokio Marine Holdings, Inc.	508.87 k	13.80 k shares	0.19	Common equity	Long	Japan
Capcom Co. Ltd.	506.13 k	21.70 k shares	0.19	Common equity	Long	Japan
FIX Comfort Systems USA, Inc.	504.72 k	1.29 k shares	0.19	Common equity	Long	USA
CSU Constellation Software Inc	501.02 k	154.00 shares	0.19	Common equity	Long	Canada
H & M Hennes & Mauritz AB, Class B	500.97 k	29.41 k shares	0.19	Common equity	Long	Sweden
MTB M&T Bank Corporation	500.34 k	2.81 k shares	0.19	Common equity	Long	USA
ZM Zoom Video Communications, Inc.	499.97 k	7.17 k shares	0.19	Common equity	Long	USA
NXP Semiconductors NV	495.86 k	2.07 k shares	0.19	Common equity	Long	Netherlands
TotalEnergies SE	494.42 k	7.61 k shares	0.19	Common equity	Long	France
AIA Group Ltd.	494.28 k	56.60 k shares	0.19	Common equity	Long	Hong Kong
MMC Marsh & McLennan Companies, Inc.	493.25 k	2.21 k shares	0.19	Common equity	Long	USA
Unipol Gruppo SpA	492.38 k	41.37 k shares	0.19	Common equity	Long	Italy
Bank OZK	492.02 k	11.45 k shares	0.19	Common equity	Long	USA
ALNY Alnylam Pharmaceuticals, Inc.	490.38 k	1.78 k shares	0.19	Common equity	Long	USA
MHK Mohawk Industries, Inc.	485.90 k	3.02 k shares	0.18	Common equity	Long	USA
Kuraray Co. Ltd.	482.92 k	32.50 k shares	0.18	Common equity	Long	Japan
KDDI Corp.	480.56 k	15.00 k shares	0.18	Common equity	Long	Japan
NEE NextEra Energy, Inc.	478.61 k	5.66 k shares	0.18	Common equity	Long	USA
CBRE CBRE Group, Inc.	478.13 k	3.84 k shares	0.18	Common equity	Long	USA
MELI MercadoLibre, Inc.	478.11 k	233.00 shares	0.18	Common equity	Long	USA
CBOE Cboe Global Markets, Inc.	476.94 k	2.33 k shares	0.18	Common equity	Long	USA
Safran SA	475.35 k	2.02 k shares	0.18	Common equity	Long	France
IRM Iron Mountain Incorporated	475.20 k	4.00 k shares	0.18	Common equity	Long	USA
Niterra Co. Ltd.	473.35 k	16.80 k shares	0.18	Common equity	Long	Japan
ACM AECOM	472.77 k	4.58 k shares	0.18	Common equity	Long	USA
MSCI Emerging Markets Index	471.31 k	131.00 contracts	0.18	Equity derivative	N/A	USA
Canon, Inc.	470.97 k	14.30 k shares	0.18	Common equity	Long	Japan
OHI Omega Healthcare Investors, Inc.	470.33 k	11.56 k shares	0.18	Common equity	Long	USA
AEP American Electric Power Company, Inc.	470.01 k	4.58 k shares	0.18	Common equity	Long	USA
UTHR United Therapeutics Corporation	466.93 k	1.30 k shares	0.18	Common equity	Long	USA
HBAN Huntington Bancshares Incorporated	466.68 k	31.75 k shares	0.18	Common equity	Long	USA
RGLD Royal Gold, Inc.	466.36 k	3.32 k shares	0.18	Common equity	Long	USA
UHS Universal Health Services, Inc.	463.52 k	2.02 k shares	0.18	Common equity	Long	USA
AMZN Amazon.com, Inc.	463.22 k	2.49 k shares	0.18	Common equity	Long	USA
DTE DTE Energy Company	462.79 k	3.60 k shares	0.18	Common equity	Long	USA
Sumitomo Electric Industries Ltd.	462.77 k	28.50 k shares	0.18	Common equity	Long	Japan
MS Morgan Stanley	462.30 k	4.43 k shares	0.18	Common equity	Long	USA
BAE Systems plc	461.34 k	27.79 k shares	0.18	Common equity	Long	UK
Electrolux AB, Class B	460.00 k	47.36 k shares	0.17	Common equity	Long	Sweden