AQR Managed Futures Strategy Fund (AQMIX) is an MF managed by Independent / Boutique. Its largest position is LIMITED PURPOSE CASH INVESTMENT FUND (null), representing 22.40% of fund assets.
AQR Managed Futures Strategy Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- AQMIX
- Type:
- MF
- Manager:
- Independent / Boutique
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- May 22, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
LIMITED PURPOSE CASH INVESTMENT FUND
|
22.40% | $670,857,606.30 | 670,857,606 |
|
-
UNITED STATES OF AMERICA
|
8.05% | $241,203,049.10 | 245,493,000 |
|
-
UNITED STATES TREASURY
|
5.64% | $168,907,833.30 | 170,000,000 |
|
-
UNITED STATES TREASURY
|
4.97% | $148,830,975.00 | 150,000,000 |
|
-
UNITED STATES OF AMERICA
|
4.43% | $132,722,745.75 | 135,000,000 |
|
-
UNITED STATES OF AMERICA
|
4.28% | $128,221,583.39 | 129,591,000 |
|
-
UNITED STATES TREASURY
|
4.17% | $124,992,984.40 | 125,626,000 |
|
-
UNITED STATES OF AMERICA
|
3.42% | $102,527,948.86 | 103,843,000 |
|
-
UNITED STATES OF AMERICA
|
3.31% | $99,163,706.09 | 101,007,000 |
|
-
UNITED STATES TREASURY
|
2.51% | $75,143,188.16 | 76,000,000 |
|
-
UNITED STATES OF AMERICA
|
2.42% | $72,385,057.23 | 73,573,000 |
|
-
UNITED STATES OF AMERICA
|
2.04% | $61,095,895.07 | 61,927,000 |
|
-
UNITED STATES OF AMERICA
|
1.70% | $50,952,470.11 | 51,753,000 |
|
-
UNITED STATES TREASURY
|
1.38% | $41,386,634.76 | 41,508,000 |
|
-
U.S. TREASURY BILLS
|
1.32% | $39,664,822.68 | 39,753,000 |
|
-
BLACKROCK LIQUIDITY FUNDS TREASURY TRUST FUND PORTFOLIO
|
1.25% | $37,442,111.04 | 37,442,111 |
|
-
UNITED STATES TREASURY
|
1.10% | $32,949,678.34 | 32,953,000 |
|
-
UNITED STATES OF AMERICA
|
0.99% | $29,639,128.20 | 30,000,000 |
|
-
UNITED STATES TREASURY
|
0.92% | $27,553,664.32 | 27,674,000 |
|
-
BRISTOL MYERS SQUIBB CO
|
0.61% | $18,136,169.50 | 299,030 |
|
-
ADOBE INC.
|
0.61% | $18,125,260.20 | 74,565 |
|
-
NOVARTIS AG
|
0.57% | $16,957,758.42 | 110,478 |
|
-
FEDEX CORP
|
0.54% | $16,305,920.40 | 45,780 |
|
-
APPLIED MATERIALS INC /DE
|
0.50% | $14,896,563.05 | 156,372 |
|
-
TotalEnergies SE
|
0.49% | $14,531,975.51 | 158,345 |
|
-
MICRON TECHNOLOGY INC
|
0.45% | $13,624,411.52 | 40,328 |
|
-
UNITED STATES TREASURY
|
0.44% | $13,154,908.07 | 13,203,000 |
|
-
LOCKHEED MARTIN CORP
|
0.42% | $12,690,376.83 | 20,997 |
|
-
EDISON INTERNATIONAL
|
0.42% | $12,658,237.32 | 172,974 |
|
-
APPLIED MATERIALS INC /DE
|
0.42% | $12,542,438.56 | 464 |
|
-
CAPITAL ONE FINANCIAL CORP
|
0.41% | $12,329,896.41 | 67,587 |
|
-
DOW INC.
|
0.40% | $12,044,347.00 | 289,180 |
|
-
Texas Roadhouse, Inc.
|
0.40% | $12,035,733.48 | 72,882 |
|
-
GENUINE PARTS CO
|
0.40% | $12,015,420.75 | 113,621 |
|
-
TRAVELERS COMPANIES, INC.
|
0.39% | $11,668,366.72 | 40,004 |
|
-
APPLIED MATERIALS INC /DE
|
0.38% | $11,381,928.15 | 698,200 |
|
-
APPLIED MATERIALS INC /DE
|
0.38% | $11,347,127.62 | 612,833 |
|
-
APPLIED MATERIALS INC /DE
|
0.38% | $11,267,089.27 | 603,669 |
|
-
UNITED STATES TREASURY
|
0.37% | $10,938,340.26 | 11,040,000 |
|
-
APPLIED MATERIALS INC /DE
|
0.36% | $10,871,195.19 | 148,886 |
|
-
APPLIED MATERIALS INC /DE
|
0.36% | $10,772,560.04 | 259,200 |
|
-
CATERPILLAR INC
|
0.36% | $10,636,818.44 | 15,014 |
|
-
VEEVA SYSTEMS INC
|
0.35% | $10,583,515.00 | 60,250 |
|
-
UNITED STATES OF AMERICA
|
0.35% | $10,516,244.26 | 10,674,000 |
|
-
ABERCROMBIE & FITCH CO /DE/
|
0.34% | $10,228,414.65 | 111,945 |
|
-
INTERNATIONAL BUSINESS MACHINES CORP
|
0.34% | $10,196,377.74 | 42,066 |
|
-
APPLIED MATERIALS INC /DE
|
0.34% | $10,140,021.51 | 272,230 |
|
-
Fidelity National Information Services, Inc.
|
0.34% | $10,118,440.09 | 215,699 |
|
-
SS&C Technologies Holdings Inc
|
0.34% | $10,101,850.14 | 149,502 |
|
-
TEXTRON INC
|
0.33% | $9,994,886.44 | 114,149 |
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