MF · holdings as filed 2026-03-31
What's inside AQMIX?
AQR Managed Futures Strategy Fund
Holdings
1,744
positions in the fund
Expense ratio
2.72%
net, per year
Fund size
$3B
total net assets
Top 15 holdings
1
—Limited Purpose Cash Investment Fund
22.40%
2
B 0 09/24/26TREASURY BILL
8.05%
3
B 0 06/04/26TREASURY BILL
5.64%
4
B 0 06/18/26TREASURY BILL
4.97%
5
B 0 09/17/26TREASURY BILL
4.43%
6
B 0 07/16/26TREASURY BILL
4.28%
7
B 0 05/21/26TREASURY BILL
4.17%
8
B 0 08/06/26TREASURY BILL
3.42%
9
B 0 10/01/26TREASURY BILL
3.31%
10
B 0 07/23/26TREASURY BILL
2.51%
11
B 0 09/10/26TREASURY BILL
2.42%
12
B 0 08/13/26TREASURY BILL
2.04%
13
B 0 09/03/26TREASURY BILL
1.70%
14
B 0 04/30/26TREASURY BILL
1.38%
15
B 0 04/23/26TREASURY BILL
1.32%
Sectors
3Communication Services1% 6Consumer Discretionary0% Hold AQMIX alongside other funds? See your combined true holdings, overlap, and blended fees — free, no signup.
Unwrap your portfolio →Data source: official SEC Form N-PORT filings (as of 2026-03-31); 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.