AQR Managed Futures Strategy HV Fund (QMHNX) is an MF managed by Independent / Boutique. Its largest position is LIMITED PURPOSE CASH INVESTMENT FUND (null), representing 20.44% of fund assets.
AQR Managed Futures Strategy HV Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- QMHNX
- Type:
- MF
- Manager:
- Independent / Boutique
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- May 22, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
LIMITED PURPOSE CASH INVESTMENT FUND
|
20.44% | $254,844,889.17 | 254,844,889 |
|
-
UNITED STATES OF AMERICA
|
9.13% | $113,892,351.50 | 115,918,000 |
|
-
UNITED STATES OF AMERICA
|
6.41% | $79,977,455.08 | 81,290,000 |
|
-
UNITED STATES OF AMERICA
|
4.34% | $54,131,777.26 | 55,138,000 |
|
-
UNITED STATES OF AMERICA
|
3.64% | $45,392,162.18 | 46,171,000 |
|
-
UNITED STATES TREASURY
|
2.66% | $33,125,859.27 | 33,223,000 |
|
-
UNITED STATES TREASURY
|
2.56% | $31,964,401.21 | 32,104,000 |
|
-
U.S. TREASURY BILLS
|
2.13% | $26,588,891.27 | 26,648,000 |
|
-
UNITED STATES OF AMERICA
|
2.10% | $26,126,078.81 | 26,518,000 |
|
-
UNITED STATES OF AMERICA
|
1.90% | $23,664,834.81 | 23,867,000 |
|
-
UNITED STATES TREASURY
|
1.84% | $22,951,720.76 | 23,132,000 |
|
-
GOLDMAN SACHS TRUST
|
1.75% | $21,798,357.11 | 21,798,357 |
|
-
UNITED STATES OF AMERICA
|
1.66% | $20,734,546.12 | 20,987,000 |
|
-
UNITED STATES OF AMERICA
|
1.05% | $13,135,709.59 | 13,276,000 |
|
-
BRISTOL MYERS SQUIBB CO
|
0.88% | $10,994,146.80 | 181,272 |
|
-
MICROSOFT CORP
|
0.85% | $10,602,779.31 | 28,643 |
|
-
ADOBE INC.
|
0.82% | $10,168,279.48 | 41,831 |
|
-
APPLIED MATERIALS INC /DE
|
0.75% | $9,346,313.92 | 98,110 |
|
-
STIFEL FINANCIAL CORP
|
0.70% | $8,755,306.56 | 118,443 |
|
-
EDISON INTERNATIONAL
|
0.68% | $8,458,729.84 | 115,588 |
|
-
ASML HOLDING NV
|
0.67% | $8,344,222.97 | 6,275 |
|
-
FEDEX CORP
|
0.64% | $7,979,144.36 | 22,402 |
|
-
PG&E Corp
|
0.64% | $7,947,033.99 | 452,307 |
|
-
APPLIED MATERIALS INC /DE
|
0.62% | $7,670,425.34 | 291 |
|
-
TJX COMPANIES INC /DE/
|
0.61% | $7,600,123.00 | 47,590 |
|
-
LOCKHEED MARTIN CORP
|
0.61% | $7,569,380.36 | 12,524 |
|
-
TotalEnergies SE
|
0.59% | $7,380,843.09 | 80,424 |
|
-
COSTCO WHOLESALE CORP /NEW
|
0.59% | $7,364,614.13 | 7,391 |
|
-
UNITED STATES TREASURY
|
0.59% | $7,311,051.88 | 7,379,000 |
|
-
INTERNATIONAL BUSINESS MACHINES CORP
|
0.57% | $7,147,838.71 | 29,489 |
|
-
NOVARTIS AG
|
0.56% | $7,031,119.67 | 45,807 |
|
-
UNITED STATES TREASURY
|
0.56% | $6,989,424.19 | 7,000,000 |
|
-
MICRON TECHNOLOGY INC
|
0.56% | $6,987,206.88 | 20,682 |
|
-
APPLIED MATERIALS INC /DE
|
0.56% | $6,939,962.93 | 233,197 |
|
-
UNITED STATES TREASURY
|
0.55% | $6,921,083.12 | 7,000,000 |
|
-
UNITED STATES OF AMERICA
|
0.55% | $6,918,264.47 | 7,007,000 |
|
-
TRAVELERS COMPANIES, INC.
|
0.55% | $6,842,521.12 | 23,459 |
|
-
CUMMINS INC
|
0.55% | $6,822,093.60 | 12,680 |
|
-
APPLIED MATERIALS INC /DE
|
0.54% | $6,794,597.04 | 416,800 |
|
-
NETFLIX INC
|
0.54% | $6,767,998.50 | 70,390 |
|
-
APPLIED MATERIALS INC /DE
|
0.53% | $6,651,666.49 | 208,800 |
|
-
MCDONALDS CORP
|
0.53% | $6,649,352.05 | 21,395 |
|
-
APPLIED MATERIALS INC /DE
|
0.53% | $6,552,965.16 | 175,928 |
|
-
GARTNER INC
|
0.51% | $6,402,952.92 | 40,438 |
|
-
MUELLER INDUSTRIES INC
|
0.51% | $6,368,673.20 | 57,479 |
|
-
DOW INC.
|
0.49% | $6,159,368.60 | 147,884 |
|
-
EMCOR Group, Inc.
|
0.49% | $6,088,104.26 | 8,246 |
|
-
APPLIED MATERIALS INC /DE
|
0.48% | $6,030,472.46 | 145,100 |
|
-
UNITED STATES TREASURY
|
0.48% | $5,965,398.63 | 5,966,000 |
|
-
Hewlett Packard Enterprise Co
|
0.48% | $5,944,785.56 | 249,676 |
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