Holdings
AQR Managed Futures Strategy Fund
As of Jun 30, 2026, AQR Managed Futures Strategy Fund reported 716 positions worth US$2.68B. Largest: Intel Corporation, Fortinet, Inc. and International Business Machines Corporation. What it bought and sold, with each filing.
| Company | Shares | Value as reported | Change | As of |
|---|---|---|---|---|
| Intel Corporation | 143K | US$20M | −7,202 | Jun 30, 2026 |
| Fortinet, Inc. | 126K | US$19.4M | +11,308 | Jun 30, 2026 |
| International Business Machines Corporation | 68,592 | US$19.3M | +26,526 | Jun 30, 2026 |
| Bnp Paribas S.a. Class A | 156K | US$18.3M | no change | Jun 30, 2026 |
| Novartis Ag | 110K | US$17.3M | no change | Jun 30, 2026 |
| Centene Corporation | 264K | US$16.9M | +154K | Jun 30, 2026 |
| Verisign, Inc. | 66,161 | US$16.6M | +40,955 | Jun 30, 2026 |
| Bristol-myers Squibb Company | 282K | US$16.2M | −17,150 | Jun 30, 2026 |
| Colgate-palmolive Company | 177K | US$16.2M | +173K | Jun 30, 2026 |
| Caterpillar, Inc. | 15,014 | US$16M | no change | Jun 30, 2026 |