MF · holdings as filed 2026-06-30
What's inside AQMIX?
AQR Managed Futures Strategy Fund
- Holdings
- 1,664
- positions in the fund
- Top 10
- 70%
- of fund assets
- Expense ratio
- 3.09%
- net, per year
- Fund size
- $3B
- total net assets
Top 20 holdings
| Rank | Logo | Ticker / Name | Weight | |
|---|---|---|---|---|
| 1 | ? | —Limited Purpose Cash Investment Fund | 20.58% | |
| 2 | BOND | Treasury Bill0% · Sep 2026 | 11.51% | |
| 3 | BOND | Treasury Bill0% · Oct 2026 | 9.28% | |
| 4 | BOND | Treasury Bill0% · Sep 2026 | 5.68% | |
| 5 | BOND | Treasury Bill0% · Aug 2026 | 4.39% | |
| 6 | BOND | Treasury Bill0% · Oct 2026 | 3.95% | |
| 7 | BOND | Treasury Bill0% · Nov 2026 | 3.77% | |
| 8 | BOND | Wi Treasury Sec.0% · Dec 2026 | 3.75% | |
| 9 | BOND | Treasury Bill0% · Oct 2026 | 3.59% | |
| 10 | BOND | Treasury Bill0% · Nov 2026 | 3.26% | |
| 11 | BOND | Treasury Bill0% · Sep 2026 | 3.10% | |
| 12 | BOND | Treasury Bill0% · Dec 2026 | 2.91% | |
| 13 | BOND | Treasury Bill0% · Oct 2026 | 2.80% | |
| 14 | T  | TTTXXBLCKRCK LIQ FD TRSRY-INST | 2.76% | |
| 15 | BOND | Treasury Bill0% · Aug 2026 | 2.61% | |
| 16 | BOND | Treasury Bill0% · Nov 2026 | 2.40% | |
| 17 | BOND | Treasury Bill0% · Sep 2026 | 2.18% | |
| 18 | BOND | Treasury Bill0% · Dec 2026 | 2.09% | |
| 19 | BOND | Treasury Bill0% · Dec 2026 | 2.08% | |
| 20 | BOND | Treasury Bill0% · Oct 2026 | 1.84% |
Geography reflects each issuer's registered business address per SEC EDGAR filings where available, falling back to the exchange or listing where no SEC filing exists — not necessarily where a company's stock is primarily listed (e.g. TSMC is classified as Taiwan even though its ADR trades on the NYSE).
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Data source: official SEC Form N-PORT filings (as of 2026-06-30); expense ratio from SEC prospectus (risk/return) filings. Fund holdings are disclosed quarterly and may reflect a 60-day reporting delay.
Informational and educational only — not investment advice.
Informational and educational only — not investment advice.