AQR Managed Futures Strategy HV Fund

AQR Managed Futures Strategy HV Fund reported 1,056 holdings worth US$1.63B as of Jun 30, 2026 (Form N-PORT)

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

AQR Managed Futures Strategy HV Fund reported 1,056 holdings worth US$1.63B as of Jun 30, 2026. Largest: International Business Machines Corporation, Fortinet, Inc. and Deutsche Bank Ag. Filed Aug 27, 2026 (Form N-PORT).

Holdings
1,056
Value as reported
US$1.63B

The filing in full

CompanySharesValue as reported% of portfolio
International Business Machines Corporation51,933US$14.6M0.90%
Fortinet, Inc.93,123US$14.3M0.88%
Deutsche Bank Ag385KUS$13M0.80%
Verisign, Inc.51,033US$12.8M0.79%
Centene Corporation198KUS$12.7M0.78%
Bnp Paribas S.a. Class A91,294US$10.7M0.66%
Costco Wholesale Corporation11,323US$10.6M0.65%
Abb Ltd.92,706US$10.1M0.62%
Nutanix, Inc.196KUS$10M0.61%
Sanofi Sa114KUS$9.73M0.60%
Intel Corporation69,574US$9.71M0.60%
Owens Corning Inc60,720US$9.65M0.59%
Texas Roadhouse, Inc.49,402US$9.55M0.59%
Bristol-myers Squibb Company165KUS$9.54M0.59%
Cummins Inc.12,680US$9.04M0.56%
Seagate Technology Holdings Plc9,225US$8.9M0.55%
Ge Aerospace23,785US$8.89M0.55%
Colgate-palmolive Company96,163US$8.82M0.54%
Alexandria Real Estate Equities, Inc.164KUS$8.66M0.53%
Roblox Corporation151KUS$8.23M0.51%
Caterpillar, Inc.7,670US$8.17M0.50%
Wells Fargo & Company97,210US$8.03M0.49%
Asml Holding Nv3,936US$7.79M0.48%
Hewlett Packard Enterprise Company170KUS$7.69M0.47%
Micron Technology, Inc.6,616US$7.64M0.47%
Booz Allen Hamilton Holding Corporation124KUS$7.5M0.46%
International Paper Company197KUS$7.49M0.46%
3m Company45,572US$7.38M0.45%
Zoom Communications, Inc.84,214US$7.27M0.45%
General Dynamics Corporation20,380US$7.22M0.44%
Tjx Companies, Inc. (the)47,590US$7.21M0.44%
Wartsila Oyj Abp187KUS$7.12M0.44%
Target Corporation54,293US$7.09M0.44%
Teradyne, Inc.14,512US$7.02M0.43%
Landstar System, Inc.33,950US$7.02M0.43%
Fedex Corporation22,402US$7.01M0.43%
Roche Holding Ltd17,007US$6.99M0.43%
Sumitomo Mitsui Trust Group, Inc.185KUS$6.92M0.43%
Iridium Communications Inc124KUS$6.79M0.42%
J.b. Hunt Transport Services, Inc.23,378US$6.77M0.42%
Totalenergies Se86,758US$6.71M0.41%
Oracle Corporation45,754US$6.71M0.41%
Rubrik, Inc.83,237US$6.68M0.41%
Altria Group, Inc.92,325US$6.64M0.41%
Ross Stores, Inc.30,752US$6.55M0.40%
Vornado Realty Trust167KUS$6.54M0.40%
Siemens Energy Ag34,248US$6.53M0.40%
Dell Technologies Inc.14,745US$6.36M0.39%
Freeport-mcmoran, Inc.101KUS$6.36M0.39%
Rtx Corporation33,474US$6.35M0.39%
Science Applications International Corporation57,362US$6.33M0.39%
Amkor Technology, Inc.72,920US$6.29M0.39%
Fidelity National Financial, Inc.133KUS$6.27M0.39%
Stmicroelectronics Nv83,442US$6.17M0.38%
Chubb Limited18,041US$6.15M0.38%
Bath & Body Works, Inc.261KUS$6.03M0.37%
Mosaic Company (the)284KUS$6.02M0.37%
Carrefour Sa322KUS$5.98M0.37%
Novartis Ag37,773US$5.9M0.36%
Svenska Handelsbanken Ab Class A399KUS$5.86M0.36%
The Travelers Companies, Inc.17,686US$5.84M0.36%
Edison International78,257US$5.83M0.36%
Whirlpool Corporation148KUS$5.82M0.36%
Arrow Electronics, Inc.27,099US$5.78M0.36%
Stifel Financial Corporation82,688US$5.77M0.35%
Hilton Worldwide Holdings Inc.17,350US$5.73M0.35%
Macy's Inc241KUS$5.68M0.35%
Lockheed Martin Corporation11,096US$5.65M0.35%
Everest Group, Ltd.15,817US$5.65M0.35%
Vodafone Group Public Limited Company4.25MUS$5.62M0.35%
Cisco Systems, Inc.47,173US$5.54M0.34%
Avnet, Inc.61,799US$5.49M0.34%
Dover Corporation24,327US$5.46M0.34%
Murata Manufacturing Co., Ltd.75,400US$5.41M0.33%
Commvault Systems, Inc.37,904US$5.37M0.33%
Lam Research Corporation11,786US$5.11M0.31%
Japan Post Holdings Co., Ltd.378KUS$5.08M0.31%
Nippon Yusen Kabushiki Kaisha157KUS$5.07M0.31%
Saipem S.p.a.1.01MUS$5.06M0.31%
American International Group, Inc. New67,596US$5.04M0.31%
Texas Instruments Incorporated16,802US$5.01M0.31%
Credit Agricole Sa249KUS$5M0.31%
Capital One Financial Corporation24,876US$4.99M0.31%
Societe Generale S.a. Class A55,957US$4.95M0.30%
Gartner, Inc.38,073US$4.94M0.30%
W.r. Berkley Corporation69,889US$4.93M0.30%
Pandora A/s42,547US$4.89M0.30%
Republic Services, Inc.22,847US$4.87M0.30%
Chubu Electric Power Company,incorporated257KUS$4.86M0.30%
Emcor Group, Inc.5,792US$4.81M0.30%
Draftkings Inc.190KUS$4.79M0.29%
Ubs Group Ag96,650US$4.79M0.29%
International Consolidated Airlines Group Sa752KUS$4.77M0.29%
Ss&c Technologies Holdings, Inc.76,575US$4.75M0.29%
Abercrombie & Fitch Company52,621US$4.74M0.29%
Barclays Plc704KUS$4.72M0.29%
Essity Ab Class A167KUS$4.72M0.29%
Amgen Inc.13,006US$4.71M0.29%
Kioxia Holdings Corporation8,100US$4.71M0.29%
Nvent Electric Plc27,407US$4.65M0.29%

Every holding of AQR Managed Futures Strategy HV Fund

Source

View original at SEC

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