QMHIX
AQR Managed Futures Strategy HV Fund
AQR Funds

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
903
Top-10 weight
28.86%
Effective holdings ?
61
Crowding ?
510.5

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 Limited Purpose Cash Investment Fund 254,844,889 $254.84M 20.44%
2 U.S. Treasury Bills 115,918,000 $113.89M 9.13%
3 U.S. Treasury Bills 81,290,000 $79.98M 6.41%
4 U.S. Treasury Bills 55,138,000 $54.13M 4.34%
5 B 0 09/17/26 46,171,000 $45.39M 3.64%
6 U.S. Treasury Bills B 33,223,000 $33.13M 2.66%
7 UST BILLS 0% 05/14/2026 32,104,000 $31.96M 2.56%
8 U.S. Treasury Bills 26,648,000 $26.59M 2.13%
9 U.S. Treasury Bills 26,518,000 $26.13M 2.10%
10 U.S. Treasury Bills 23,867,000 $23.66M 1.90%
11 U.S. Treasury Bills B 23,132,000 $22.95M 1.84%
12 Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund FTIXX 21,798,357 $21.80M 1.75%
13 U.S. Treasury Bills 20,987,000 $20.73M 1.66%
14 U.S. Treasury Bills 13,276,000 $13.14M 1.05%
15 BRISTOL-MYERS SQUIBB CO 181,272 $10.99M 0.88%
16 MICROSOFT CORP 28,643 $10.60M 0.85%
17 ADOBE INC 41,831 $10.17M 0.82%
18 BNP PARIBAS 98,110 $9.35M 0.75%
19 STIFEL FINANCIAL CORP 118,443 $8.76M 0.70%
20 EDISON INTL 115,588 $8.46M 0.68%
21 ASML Holding NV 6,275 $8.34M 0.67%
22 FEDEX CORP 22,402 $7.98M 0.64%
23 PG&E CORP 452,307 $7.95M 0.64%
24 Low Su Gasoil G May26 QSK6 291 $7.67M 0.62%
25 TJX COS INC 47,590 $7.60M 0.61%
26 LOCKHEED MARTIN CORP 12,524 $7.57M 0.61%
27 TOTALENERGIES SE 80,424 $7.38M 0.59%
28 COSTCO WHOLESALE CORP 7,391 $7.36M 0.59%
29 U.S. Treasury Bills B 7,379,000 $7.31M 0.59%
30 INTL BUS MACH CORP 29,489 $7.15M 0.57%
31 Novartis AG (Registered) NVSEF 45,807 $7.03M 0.56%
32 U.S. Treasury Bills B 7,000,000 $6.99M 0.56%
33 MICRON TECHNOLOGY INC 20,682 $6.99M 0.56%
34 DEUTSCHE BANK-RG 233,197 $6.94M 0.56%
35 U.S. Treasury Bills 7,000,000 $6.92M 0.55%
36 U.S. Treasury Bills B 7,007,000 $6.92M 0.55%
37 TRAVELERS COS IN 23,459 $6.84M 0.55%
38 CUMMINS INC 12,680 $6.82M 0.55%
39 ASTELLAS PHARMA 416,800 $6.79M 0.54%
40 NETFLIX INC 70,390 $6.77M 0.54%
41 SUMITOMO MITSUI 208,800 $6.65M 0.53%
42 MCDONALDS CORP 21,395 $6.65M 0.53%
43 WARTSILA OYJ CLASS B WRT1V 175,928 $6.55M 0.53%
44 GARTNER INC 40,438 $6.40M 0.51%
45 MUELLER INDUSTRIES INC 57,479 $6.37M 0.51%
46 DOW INC 147,884 $6.16M 0.49%
47 EMCOR GROUP INC 8,246 $6.09M 0.49%
48 MITSUI OSK LINES 145,100 $6.03M 0.48%
49 U.S. Treasury Bills 5,966,000 $5.97M 0.48%
50 HEWLETT PACKARD ENTERPRISE CO 249,676 $5.94M 0.48%
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