QMHIX Holdings — AQR Managed Futures Strategy HV Fund
Data updated: 2026-08-27
QMHIX holds 3,878 securities. The top 10 make up 48.4% of net assets, led by Limited Purpose Cash Investment Fund (12.15%) and U.S. Treasury Bills (7.62%). Government Bonds (84.3%) and Funds & ETFs (23.9%) are the largest sectors, and 141.4% of the portfolio is in United States. No debt holdings are reported.
Holdings cover 62.38% of net asset value (84.45% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
QMHIX Portfolio Holdings
3,878 holdings of AQR Managed Futures Strategy HV Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 3,878.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | Funds & ETFs | 12.15% | $197.70M |
| U.S. Treasury Bills | — | Government Bonds | 7.62% | $123.94M |
| U.S. Treasury Bills | — | Government Bonds | 5.14% | $83.57M |
| U.S. Treasury Bills | — | Government Bonds | 4.96% | $80.71M |
| U.S. Treasury Bills | — | Government Bonds | 4.07% | $66.21M |
| U.S. Treasury Bills | — | Government Bonds | 3.20% | $52.10M |
| U.S. Treasury Bills | — | Government Bonds | 3.09% | $50.20M |
| U.S. Treasury Bills | — | Government Bonds | 2.82% | $45.81M |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares | — | Funds & ETFs | 2.76% | $44.89M |
| U.S. Treasury Bills | — | Government Bonds | 2.59% | $42.08M |
| U.S. Treasury Bills | — | Government Bonds | 2.42% | $39.38M |
| U.S. Treasury Bills | — | Government Bonds | 2.42% | $39.35M |
| U.S. Treasury Bills | — | Government Bonds | 1.86% | $30.19M |
| U.S. Treasury Bills | — | Government Bonds | 1.81% | $29.44M |
| U.S. Treasury Bills | — | Government Bonds | 1.62% | $26.36M |
| U.S. Treasury Bills | — | Government Bonds | 1.50% | $24.34M |
| U.S. Treasury Bills | — | Government Bonds | 1.39% | $22.61M |
| U.S. Treasury Bills | — | Government Bonds | 1.32% | $21.50M |
| U.S. Treasury Bills | — | Government Bonds | 1.29% | $20.93M |
| U.S. Treasury Bills | — | Government Bonds | 0.98% | $15.90M |
| International Business Machines Corp. | IBM | Information Technology | 0.90% | $14.60M |
| Fortinet, Inc. | FTNT | Information Technology | 0.88% | $14.31M |
| Deutsche Bank AG (Registered) | DB | Financials | 0.80% | $13.03M |
| VeriSign, Inc. | VRSN | Information Technology | 0.79% | $12.84M |
| Centene Corp. | CNC | Health Care | 0.78% | $12.73M |
| U.S. Treasury Bills | — | Government Bonds | 0.70% | $11.38M |
| BNP Paribas SA | — | Financials | 0.66% | $10.66M |
| Costco Wholesale Corp. | COST | Consumer Staples | 0.65% | $10.59M |
| ABB Ltd. (Registered) | ABLZF | Industrials | 0.62% | $10.08M |
| Coffee 'C' | — | Unknown | 0.61% | $10.00M |
| Nutanix, Inc., Class A | NTNX | Information Technology | 0.61% | $10.00M |
| Sanofi SA | SNYNF | Health Care | 0.60% | $9.73M |
| Intel Corp. | INTC | Information Technology | 0.60% | $9.71M |
| Owens Corning | OC | Materials | 0.59% | $9.65M |
| Texas Roadhouse, Inc., Class A | TXRH | Consumer Discretionary | 0.59% | $9.55M |
| Bristol-Myers Squibb Co. | BMY | Health Care | 0.59% | $9.54M |
| Cummins, Inc. | CMI | Industrials | 0.56% | $9.04M |
| Seagate Technology Holdings plc | STX | Information Technology | 0.55% | $8.90M |
| GE Aerospace | GE | Industrials | 0.55% | $8.89M |
| Colgate-Palmolive Co. | CL | Consumer Staples | 0.54% | $8.82M |
| Alexandria Real Estate Equities, Inc. | ARE | Real Estate | 0.53% | $8.66M |
| ROBLOX Corp., Class A | RBLX | Communication Services | 0.51% | $8.23M |
| Caterpillar, Inc. | CAT | Industrials | 0.50% | $8.17M |
| Wells Fargo & Co. | WFC | Financials | 0.49% | $8.03M |
| ASML Holding NV | ASMLF | Information Technology | 0.48% | $7.79M |
| Hewlett Packard Enterprise Co. | HPE | Information Technology | 0.47% | $7.69M |
| Micron Technology, Inc. | MU | Information Technology | 0.47% | $7.64M |
| Booz Allen Hamilton Holding Corp., Class A | BAH | Industrials | 0.46% | $7.50M |
| International Paper Co. | IP | Materials | 0.46% | $7.49M |
| 3M Co. | MMM | Industrials | 0.45% | $7.38M |
| Zoom Communications, Inc., Class A | ZM | Information Technology | 0.45% | $7.27M |
| General Dynamics Corp. | GD | Industrials | 0.44% | $7.22M |
| TJX Cos., Inc. (The) | TJX | Consumer Discretionary | 0.44% | $7.21M |
| Wartsila OYJ Abp | — | Industrials | 0.44% | $7.12M |
| Target Corp. | TGT | Consumer Staples | 0.44% | $7.09M |
| Teradyne, Inc. | TER | Information Technology | 0.43% | $7.02M |
| Landstar System, Inc. | LSTR | Industrials | 0.43% | $7.02M |
| FedEx Corp. | FDX | Industrials | 0.43% | $7.01M |
| Roche Holding AG | — | Health Care | 0.43% | $6.99M |
| U.S. Treasury Bills | — | Government Bonds | 0.43% | $6.98M |
| U.S. Treasury Bills | — | Government Bonds | 0.43% | $6.98M |
| Sumitomo Mitsui Trust Group, Inc. | — | Financials | 0.43% | $6.92M |
| Iridium Communications, Inc. | IRDM | Communication Services | 0.42% | $6.79M |
| JB Hunt Transport Services, Inc. | JBHT | Industrials | 0.42% | $6.77M |
| TotalEnergies SE | TTE | Energy | 0.41% | $6.71M |
| Oracle Corp. | ORCL | Information Technology | 0.41% | $6.71M |
| Rubrik, Inc., Class A | RBRK | Information Technology | 0.41% | $6.68M |
| Altria Group, Inc. | MO | Consumer Staples | 0.41% | $6.64M |
| Ross Stores, Inc. | ROST | Consumer Discretionary | 0.40% | $6.55M |
| Vornado Realty Trust | VNO | Real Estate | 0.40% | $6.54M |
| Siemens Energy AG | — | Industrials | 0.40% | $6.53M |
| Dell Technologies, Inc., Class C | DELL | Information Technology | 0.39% | $6.36M |
| Freeport-McMoRan, Inc. | FCX | Materials | 0.39% | $6.36M |
| RTX Corp. | RTX | Industrials | 0.39% | $6.35M |
| Science Applications International Corp. | SAIC | Information Technology | 0.39% | $6.33M |
| Amkor Technology, Inc. | AMKR | Information Technology | 0.39% | $6.29M |
| Fidelity National Financial, Inc. | FNF | Financials | 0.39% | $6.27M |
| STMicroelectronics NV | STMEF | Information Technology | 0.38% | $6.17M |
| Chubb Ltd. | CB | Financials | 0.38% | $6.15M |
| Bath & Body Works, Inc. | BBWI | Consumer Discretionary | 0.37% | $6.03M |
| Mosaic Co. (The) | MOS | Materials | 0.37% | $6.02M |
| Carrefour SA | — | Consumer Staples | 0.37% | $5.98M |
| Novartis AG (Registered) | NVSEF | Health Care | 0.36% | $5.90M |
| U.S. Treasury Bills | — | Government Bonds | 0.36% | $5.87M |
| Svenska Handelsbanken AB, Class A | — | Financials | 0.36% | $5.86M |
| Travelers Cos., Inc. (The) | TRV | Financials | 0.36% | $5.84M |
| Edison International | EIX | Utilities | 0.36% | $5.83M |
| Whirlpool Corp. | WHR | Consumer Discretionary | 0.36% | $5.82M |
| Arrow Electronics, Inc. | ARW | Industrials | 0.36% | $5.78M |
| Stifel Financial Corp. | SF | Financials | 0.35% | $5.77M |
| Hilton Worldwide Holdings, Inc. | HLT | Consumer Discretionary | 0.35% | $5.73M |
| Macy's, Inc. | M | Consumer Discretionary | 0.35% | $5.68M |
| Lockheed Martin Corp. | LMT | Industrials | 0.35% | $5.65M |
| Everest Group Ltd. | EG | Financials | 0.35% | $5.65M |
| Vodafone Group plc | VODPF | Communication Services | 0.35% | $5.62M |
| Cisco Systems, Inc. | CSCO | Information Technology | 0.34% | $5.54M |
| Avnet, Inc. | AVT | Industrials | 0.34% | $5.49M |
| Dover Corp. | DOV | Industrials | 0.34% | $5.46M |
| Murata Manufacturing Co. Ltd. | — | Information Technology | 0.33% | $5.41M |
| Commvault Systems, Inc. | CVLT | Information Technology | 0.33% | $5.37M |
QMHIX Sector Allocation
AQR Managed Futures Strategy HV Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Government Bonds | 84.3% | 26 |
| Funds & ETFs | 23.9% | 2 |
| Information Technology | 4.5% | 217 |
| Financials | 4.4% | 239 |
| Utilities | 1.1% | 67 |
| Industrials | 0.4% | 337 |
| Index | 0.3% | 19 |
| Cash & Currency | 0.3% | 17 |
| Materials | 0.1% | 145 |
| Real Estate | -1.3% | 63 |
| Communication Services | -1.9% | 60 |
| Energy | -2.0% | 56 |
| Commodities | -2.1% | 59 |
| Consumer Staples | -3.1% | 101 |
| Health Care | -3.7% | 145 |
| Consumer Discretionary | -5.3% | 197 |
| Unknown | -0.0% | 2128 |
QMHIX Country Allocation
Where AQR Managed Futures Strategy HV Fund's holdings are domiciled, by percentage of net assets (largest 15).
| Country | % of net assets |
|---|---|
| United States | 141.4% |
| Japan | 12.3% |
| France | 3.8% |
| Germany | 3.3% |
| Switzerland | 3.2% |
| Canada | 2.7% |
| Netherlands | 2.1% |
| Italy | 1.9% |
| Australia | 1.8% |
| Sweden | 1.8% |
| Bermuda | 1.8% |
| Spain | 1.5% |
| Ireland | 1.4% |
| United Kingdom | 1.2% |
| Denmark | 1.1% |
QMHIX Portfolio Allocation
Asset-class allocation of AQR Managed Futures Strategy HV Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 118.8% |
| Cash & Equivalents | 67.5% |
| Other | 0.2% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.