AQR Managed Futures Strategy Fund

AQR Managed Futures Strategy Fund reported 897 holdings worth US$3.2B as of Jun 30, 2026 (Form N-PORT)

As of Jun 30, 2026 · Filed Aug 27, 2026

AQR Managed Futures Strategy Fund reported 897 holdings worth US$3.2B as of Jun 30, 2026. Largest: Intel Corporation, Fortinet, Inc. and International Business Machines Corporation. Filed Aug 27, 2026 (Form N-PORT).

Holdings
897
Value as reported
US$3.2B

The filing in full

CompanySharesValue as reported% of portfolio
Intel Corporation143KUS$20M0.62%
Fortinet, Inc.126KUS$19.4M0.60%
International Business Machines Corporation68,592US$19.3M0.60%
Bnp Paribas S.a. Class A156KUS$18.3M0.57%
Novartis Ag110KUS$17.3M0.54%
Centene Corporation264KUS$16.9M0.53%
Verisign, Inc.66,161US$16.6M0.52%
Bristol-myers Squibb Company282KUS$16.2M0.51%
Colgate-palmolive Company177KUS$16.2M0.51%
Caterpillar, Inc.15,014US$16M0.50%
Nutanix, Inc.306KUS$15.6M0.49%
Murata Manufacturing Co., Ltd.212KUS$15.2M0.47%
Seagate Technology Holdings Plc15,720US$15.2M0.47%
Owens Corning Inc94,153US$15M0.47%
Micron Technology, Inc.12,527US$14.5M0.45%
Fedex Corporation45,388US$14.2M0.44%
Texas Roadhouse, Inc.72,882US$14.1M0.44%
Comfort Systems Usa, Inc.6,990US$13.9M0.43%
Edison International171KUS$12.7M0.40%
Amkor Technology, Inc.147KUS$12.7M0.40%
Deutsche Bank Ag370KUS$12.5M0.39%
Costco Wholesale Corporation13,305US$12.4M0.39%
Totalenergies Se158KUS$12.2M0.38%
The Travelers Companies, Inc.35,854US$11.8M0.37%
Abb Ltd.108KUS$11.7M0.37%
Roblox Corporation214KUS$11.6M0.36%
Iridium Communications Inc211KUS$11.6M0.36%
Landstar System, Inc.55,305US$11.4M0.36%
Ubs Group Ag226KUS$11.2M0.35%
Molina Healthcare Inc48,408US$11.1M0.35%
J.b. Hunt Transport Services, Inc.37,758US$10.9M0.34%
Zoom Communications, Inc.126KUS$10.9M0.34%
Cummins Inc.15,165US$10.8M0.34%
Societe Generale S.a. Class A121KUS$10.7M0.34%
Panasonic Holdings Corporation380KUS$10.7M0.33%
Booz Allen Hamilton Holding Corporation175KUS$10.6M0.33%
Sanofi Sa121KUS$10.4M0.32%
Enel Spa904KUS$10.4M0.32%
Asml Holding Nv5,233US$10.4M0.32%
Target Corporation78,725US$10.3M0.32%
Isetan Mitsukoshi Holdings Ltd.399KUS$10.2M0.32%
Sumitomo Mitsui Trust Group, Inc.270KUS$10.1M0.31%
Bhp Group Ltd240KUS$10M0.31%
International Paper Company262KUS$10M0.31%
Alexandria Real Estate Equities, Inc.188KUS$9.92M0.31%
Macy's Inc415KUS$9.77M0.30%
Arrow Electronics, Inc.45,125US$9.63M0.30%
Celestica Inc.26,245US$9.57M0.30%
Chubb Limited27,723US$9.45M0.29%
Ross Stores, Inc.44,309US$9.43M0.29%
Wartsila Oyj Abp245KUS$9.34M0.29%
3m Company57,215US$9.26M0.29%
Credit Agricole Sa460KUS$9.25M0.29%
Globalfoundries Inc.112KUS$9.2M0.29%
Ge Aerospace24,501US$9.16M0.29%
Chubu Electric Power Company,incorporated482KUS$9.11M0.28%
Illumina, Inc.51,589US$9.07M0.28%
Carrefour Sa488KUS$9.06M0.28%
Tjx Companies, Inc. (the)59,470US$9.01M0.28%
Kioxia Holdings Corporation15,400US$8.95M0.28%
The Bank Of New York Mellon Corporation61,252US$8.86M0.28%
Barclays Plc1.32MUS$8.82M0.28%
Lockheed Martin Corporation17,286US$8.81M0.27%
Zurich Insurance Group Ltd11,667US$8.63M0.27%
Knight-swift Transportation Holdings Inc.110KUS$8.6M0.27%
Merck & Company, Inc.66,274US$8.52M0.27%
International Consolidated Airlines Group Sa1.34MUS$8.48M0.26%
Kirin Holdings Co. Ltd.490KUS$8.45M0.26%
Abercrombie & Fitch Company93,812US$8.44M0.26%
Stmicroelectronics Nv113KUS$8.36M0.26%
Avnet, Inc.93,016US$8.26M0.26%
Siemens Energy Ag42,584US$8.12M0.25%
Ntt Inc9.06MUS$8.06M0.25%
Pro Medicus, Ltd.55,386US$7.83M0.24%
Science Applications International Corporation70,845US$7.82M0.24%
Pacific Gas & Electric Co.464KUS$7.81M0.24%
Lineage, Inc.179KUS$7.76M0.24%
Dentsply Sirona Inc.730KUS$7.75M0.24%
Commvault Systems, Inc.53,774US$7.62M0.24%
Pandora A/s65,986US$7.58M0.24%
Rubrik, Inc.94,088US$7.55M0.24%
Mueller Industries, Inc.61,166US$7.52M0.23%
State Street Corporation44,295US$7.51M0.23%
Astellas Pharma Inc.557KUS$7.45M0.23%
Cbre Group Inc55,028US$7.41M0.23%
Sumitomo Electric Industries, Ltd.399KUS$7.41M0.23%
Applied Industrial Technologies, Inc.21,772US$7.36M0.23%
Masco Corporation89,940US$7.32M0.23%
Vornado Realty Trust185KUS$7.27M0.23%
Sony Financial Group Inc.8.34MUS$7.27M0.23%
Ultragenyx Pharmaceutical Inc.218KUS$7.27M0.23%
Veeva Systems Inc.40,928US$7.26M0.23%
Saia, Inc.17,164US$7.23M0.23%
Docusign, Inc.161KUS$7.17M0.22%
Nn Group N.v.81,232US$7.12M0.22%
Freeport-mcmoran, Inc.113KUS$7.09M0.22%
Whirlpool Corporation179KUS$7.05M0.22%
Wesco International, Inc.20,411US$7.05M0.22%
Philip Morris International Inc38,966US$7.05M0.22%
Aegon Ltd.824KUS$7.01M0.22%

Every holding of AQR Managed Futures Strategy Fund

Source

View original at SEC

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