Top holdings
As of March 31, 2026 · N-PORT| Security | Ticker | Value | % of fund |
|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | $111.69M | 54.24% |
| U.S. Treasury Bills | — | $12.85M | 6.24% |
| B 0 09/17/26 | — | $9.83M | 4.77% |
| U.S. Treasury Bills | — | $7.85M | 3.81% |
| U.S. Treasury Bills | B | $6.17M | 3.00% |
| U.S. Treasury Bills | — | $5.97M | 2.90% |
| U.S. Treasury Bills | — | $4.66M | 2.26% |
| U.S. Treasury Bills | — | $3.00M | 1.46% |
| U.S. Treasury Bills | — | $2.76M | 1.34% |
| U.S. Treasury Bills | B | $2.31M | 1.12% |
Portfolio moves
Dec 31, 2025 → Mar 31, 2026Opened
256
Exited
226
Increased
712
Decreased
688
Unchanged
168
How many positions this fund opened, exited, grew, trimmed, or left unchanged between its two most recent N-PORT snapshots — net changes between point-in-time reports, not a trade log.
Similar funds
Funds whose portfolios most overlap this one, by weight| Fund | Overlap | Net exp. |
|---|---|---|
| AQR Managed Futures Strategy HV Fund · QMHIX, QMHNX, QMHRX | 64% | 4.27% |
| AQR CVX Fusion Fund · QCFIX, QCFRX, QCFNX | 64% | 2.24% |
| AQR Managed Futures Strategy Fund · AQMIX, AQMNX, AQMRX | 62% | 3.01% |
Advisers
As of December 31, 2025 · N-CEN
| Firm | Role |
|---|---|
| AQR Capital Management, LLc | Adviser |
Footnotes
- Expense ratio as of March 30, 2026, from the fund's prospectus.
- Net assets and holdings count as of March 31, 2026, from the fund's N-PORT filing.
- Total return for calendar year 2025, before tax and after fund expenses. Computed by compounding the twelve monthly total returns the fund reported in its SEC N-PORT filings for 2025 (the latest prospectus does not yet chart this year).
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.