Holdings
AQR Managed Futures Strategy HV Fund
As of Jun 30, 2026, AQR Managed Futures Strategy HV Fund reported 802 positions worth US$1.93B. Largest: International Business Machines Corporation, Fortinet, Inc. and Deutsche Bank Ag. What it bought and sold, with each filing.
| Company | Shares | Value as reported | Change | As of |
|---|---|---|---|---|
| International Business Machines Corporation | 51,933 | US$14.6M | +22,444 | Jun 30, 2026 |
| Fortinet, Inc. | 93,123 | US$14.3M | +41,747 | Jun 30, 2026 |
| Deutsche Bank Ag | 385K | US$13M | +152K | Jun 30, 2026 |
| Verisign, Inc. | 51,033 | US$12.8M | +41,171 | Jun 30, 2026 |
| Centene Corporation | 198K | US$12.7M | +45,207 | Jun 30, 2026 |
| Bnp Paribas S.a. Class A | 91,294 | US$10.7M | −6,816 | Jun 30, 2026 |
| Costco Wholesale Corporation | 11,323 | US$10.6M | +3,932 | Jun 30, 2026 |
| Abb Ltd. | 92,706 | US$10.1M | +23,898 | Jun 30, 2026 |
| Nutanix, Inc. | 196K | US$10M | +121K | Jun 30, 2026 |
| Sanofi Sa | 114K | US$9.73M | new | Jun 30, 2026 |