FundWatcher
ARCIX
AQR Risk-Balanced Commodities Strategy Fund
AQR Funds

Portfolio concentration

As of March 31, 2026 · N-PORT
Holdings
40
Top-10 weight
79.67%
Effective holdings ?
4
Crowding ?
123.2

Holdings

As of March 31, 2026 · N-PORT
#SecurityTickerSharesValue% of fund
1 Limited Purpose Cash Investment Fund — 840,128,172 $840.13M 50.92%
2 U.S. Treasury Bills — 98,440,000 $96.72M 5.86%
3 U.S. Treasury Bills — 63,365,000 $63.22M 3.83%
4 U.S. Treasury Bills — 61,051,000 $59.94M 3.63%
5 B 0 09/17/26 — 51,164,000 $50.30M 3.05%
6 U.S. Treasury Bills B 47,060,000 $46.63M 2.83%
7 U.S. Treasury Bills B 37,245,000 $36.88M 2.23%
8 U.S. Treasury Bills B 36,185,000 $36.08M 2.19%
9 U.S. Treasury Bills — 35,249,000 $34.68M 2.10%
10 U.S. Treasury Bills B 34,000,000 $33.95M 2.06%
11 U.S. Treasury Bills B 32,680,000 $32.45M 1.97%
12 U.S. Treasury Bills B 28,499,000 $28.06M 1.70%
13 U.S. Treasury Bills B 27,015,000 $26.99M 1.64%
14 U.S. Treasury Bills — 27,177,000 $26.85M 1.63%
15 U.S. Treasury Bills — 26,735,000 $26.73M 1.62%
16 U.S. Treasury Bills — 23,000,000 $22.74M 1.38%
17 United States Treasury Bill — 20,000,000 $19.72M 1.20%
18 LME PRI ALUM FUTR Jun26 — 2,368 $18.49M 1.12%
19 U.S. Treasury Bills — 16,709,000 $16.62M 1.01%
20 U.S. Treasury Bills — 13,049,000 $12.94M 0.78%
21 United States Treasury Bill — 11,096,000 $10.95M 0.66%
22 U.S. Treasury Bills B 10,850,000 $10.71M 0.65%
23 US ULTRA BOND CBT Sep25 — 5,400 $7.05M 0.43%
24 U.S. Treasury Bills 912797SX 6,672,000 $6.63M 0.40%
25 US ULTRA BOND CBT Sep25 — 180,007,322 $6.31M 0.38%
26 U.S. Treasury Bills B 5,773,000 $5.75M 0.35%
27 Phelix De Base Electricity — 73 $4.95M 0.30%
28 LME Copper Future — -239 $4.95M 0.30%
29 LOW SU GASOIL G JUN26 IFEU 20260611 — 349 $4.19M 0.25%
30 U.S. Treasury Bills — 4,064,000 $4.02M 0.24%
31 U.S. Treasury Bills — 4,064,000 $4.00M 0.24%
32 US ULTRA BOND CBT Sep25 — 100,710,989 $3.53M 0.21%
33 US ULTRA BOND CBT Sep25 — 823 $3.15M 0.19%
34 UST BILLS 0% 05/14/2026 — 3,156,000 $3.14M 0.19%
35 Low Su Gasoil G May26 QSK6 111 $2.84M 0.17%
36 US ULTRA BOND CBT Sep25 — 1,912 $2.06M 0.13%
37 MILL WHEAT EURO May26 CAK6 2,993 $1.72M 0.10%
38 US ULTRA BOND CBT Sep25 — 44,823,958 $1.57M 0.10%
39 US ULTRA BOND CBT Sep25 — 283 $1.39M 0.08%
40 US ULTRA BOND CBT Sep25 — 325 $1.15M 0.07%
41 US ULTRA BOND CBT Sep25 — 32,103,479 $1.12M 0.07%
42 US ULTRA BOND CBT Sep25 — 260 $1.05M 0.06%
43 US ULTRA BOND CBT Sep25 — 438 $863.08K 0.05%
44 BRENT CRUDE FUTR JUN26 IFEU 20260430 COM6 50 $771.70K 0.05%
45 US ULTRA BOND CBT Sep25 — 270 $738.39K 0.04%
46 LME Nickel Future — -241 $718.42K 0.04%
47 US ULTRA BOND CBT Sep25 — 20,020,463 $701.57K 0.04%
48 US ULTRA BOND CBT Sep25 — 499 $635.13K 0.04%
49 US ULTRA BOND CBT Sep25 — 17,857,200 $625.76K 0.04%
50 US ULTRA BOND CBT Sep25 — 124 $518.69K 0.03%
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