AQR Risk-Balanced Commodities Strategy Fund

Fund Profile

Fund profile

Tickers

ARCNX, ARCIX, QRCRX

Fund manager

AQR Funds

Total assets

$671.96 mm

Liabilities

$621.39 k

Net assets

$671.34 mm

Number of holdings

431.00

Top 200 of 431 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	334.94 mm	335.04 mm shares	49.89	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.06 mm	50.00 mm principal	7.31	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	46.79 mm	47.72 mm principal	6.97	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	43.19 mm	43.62 mm principal	6.43	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	25.89 mm	26.06 mm principal	3.86	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	20.44 mm	20.48 mm principal	3.04	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	20.09 mm	20.15 mm principal	2.99	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.03 mm	19.44 mm principal	2.83	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.91 mm	18.05 mm principal	2.67	Short-term investment vehicle	Long	USA
100 oz Gold	11.77 mm	646.00 contracts	1.75	Commodity derivative	N/A	USA
U.S. Treasury Bills	11.72 mm	11.76 mm principal	1.75	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	10.06 mm	10.15 mm principal	1.50	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	7.63 mm	7.64 mm principal	1.14	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	7.57 mm	7.72 mm principal	1.13	Short-term investment vehicle	Long	USA
Sugar No. 11	5.14 mm	1.25 k contracts	0.77	Commodity derivative	N/A	USA
U.S. Treasury Bills	4.46 mm	4.50 mm principal	0.66	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	4.31 mm	4.34 mm principal	0.64	Short-term investment vehicle	Long	USA
LME Copper Base Metal	3.30 mm	446.00 contracts	0.49	Commodity derivative	N/A	UK
Coffee 'C'	3.25 mm	324.00 contracts	0.48	Commodity derivative	N/A	USA
LME Aluminum Base Metal	2.96 mm	1.36 k contracts	0.44	Commodity derivative	N/A	UK
Corn	2.71 mm	3.09 k contracts	0.40	Commodity derivative	N/A	USA
LME Zinc Base Metal	2.29 mm	556.00 contracts	0.34	Commodity derivative	N/A	UK
Silver	2.19 mm	198.00 contracts	0.33	Commodity derivative	N/A	USA
Natural Gas	1.59 mm	553.00 contracts	0.24	Commodity derivative	N/A	USA
LME Copper Base Metal	1.55 mm	74.00 contracts	0.23	Commodity derivative	N/A	UK
Soybean Meal	954.59 k	922.00 contracts	0.14	Commodity derivative	N/A	USA
LME Aluminum Base Metal	872.39 k	105.00 contracts	0.13	Commodity derivative	N/A	UK
LME Copper Base Metal	862.33 k	48.00 contracts	0.13	Commodity derivative	N/A	UK
Soybean	764.64 k	1.07 k contracts	0.11	Commodity derivative	N/A	USA
LME Aluminum Base Metal	677.43 k	85.00 contracts	0.10	Commodity derivative	N/A	UK
Live Cattle	611.47 k	227.00 contracts	0.09	Commodity derivative	N/A	USA
LME Aluminum Base Metal	610.65 k	78.00 contracts	0.09	Commodity derivative	N/A	UK
Soybean Oil	552.53 k	317.00 contracts	0.08	Commodity derivative	N/A	USA
LME Aluminum Base Metal	463.47 k	87.00 contracts	0.07	Commodity derivative	N/A	UK
LME Zinc Base Metal	463.30 k	46.00 contracts	0.07	Commodity derivative	N/A	UK
LME Aluminum Base Metal	461.43 k	66.00 contracts	0.07	Commodity derivative	N/A	UK
LME Aluminum Base Metal	461.04 k	54.00 contracts	0.07	Commodity derivative	N/A	UK
LME Zinc Base Metal	429.63 k	60.00 contracts	0.06	Commodity derivative	N/A	UK
LME Nickel Base Metal	410.82 k	52.00 contracts	0.06	Commodity derivative	N/A	UK
LME Copper Base Metal	397.36 k	24.00 contracts	0.06	Commodity derivative	N/A	UK
Cotton No. 2	385.21 k	325.00 contracts	0.06	Commodity derivative	N/A	USA
LME Copper Base Metal	374.10 k	20.00 contracts	0.06	Commodity derivative	N/A	UK
LME Aluminum Base Metal	337.14 k	47.00 contracts	0.05	Commodity derivative	N/A	UK
SGX Iron Ore	302.64 k	229.00 contracts	0.05	Commodity derivative	N/A	Singapore
LME Copper Base Metal	291.12 k	24.00 contracts	0.04	Commodity derivative	N/A	UK
LME Aluminum Base Metal	287.06 k	46.00 contracts	0.04	Commodity derivative	N/A	UK
Wheat	286.22 k	230.00 contracts	0.04	Commodity derivative	N/A	USA
WTI Crude Oil	263.60 k	671.00 contracts	0.04	Commodity derivative	N/A	USA
LME Copper Base Metal	261.49 k	11.00 contracts	0.04	Commodity derivative	N/A	UK
LME Copper Base Metal	243.79 k	13.00 contracts	0.04	Commodity derivative	N/A	UK
LME Copper Base Metal	202.56 k	26.00 contracts	0.03	Commodity derivative	N/A	UK
Soybean	201.85 k	249.00 contracts	0.03	Commodity derivative	N/A	USA
LME Aluminum Base Metal	201.75 k	56.00 contracts	0.03	Commodity derivative	N/A	UK
LME Nickel Base Metal	195.11 k	21.00 contracts	0.03	Commodity derivative	N/A	UK
LME Copper Base Metal	190.45 k	13.00 contracts	0.03	Commodity derivative	N/A	UK
LME Aluminum Base Metal	186.57 k	37.00 contracts	0.03	Commodity derivative	N/A	UK
LME Zinc Base Metal	186.47 k	23.00 contracts	0.03	Commodity derivative	N/A	UK
LME Copper Base Metal	185.57 k	8.00 contracts	0.03	Commodity derivative	N/A	UK
LME Nickel Base Metal	180.07 k	33.00 contracts	0.03	Commodity derivative	N/A	UK
LME Nickel Base Metal	171.63 k	17.00 contracts	0.03	Commodity derivative	N/A	UK
Natural Gas	168.69 k	110.00 contracts	0.03	Commodity derivative	N/A	UK
LME Aluminum Base Metal	158.41 k	28.00 contracts	0.02	Commodity derivative	N/A	UK
Brent Crude Oil	158.10 k	-79.00 contracts	0.02	Commodity derivative	N/A	UK
LME Copper Base Metal	157.48 k	7.00 contracts	0.02	Commodity derivative	N/A	UK
LME Aluminum Base Metal	156.69 k	17.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	154.93 k	15.00 contracts	0.02	Commodity derivative	N/A	UK
Natural Gas	150.70 k	65.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	149.34 k	18.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	145.13 k	17.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	129.41 k	16.00 contracts	0.02	Commodity derivative	N/A	UK
Platinum	126.63 k	160.00 contracts	0.02	Commodity derivative	N/A	Japan
LME Aluminum Base Metal	123.26 k	63.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	118.41 k	10.00 contracts	0.02	Commodity derivative	N/A	UK
LME Aluminum Base Metal	116.74 k	14.00 contracts	0.02	Commodity derivative	N/A	UK
LME Copper Base Metal	116.12 k	7.00 contracts	0.02	Commodity derivative	N/A	UK
LME Aluminum Base Metal	114.19 k	14.00 contracts	0.02	Commodity derivative	N/A	UK
Low Sulphur Gasoil	113.13 k	149.00 contracts	0.02	Commodity derivative	N/A	UK
LME Zinc Base Metal	110.93 k	12.00 contracts	0.02	Commodity derivative	N/A	UK
LME Nickel Base Metal	108.45 k	16.00 contracts	0.02	Commodity derivative	N/A	UK
LME Aluminum Base Metal	99.73 k	65.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	99.55 k	49.00 contracts	0.01	Commodity derivative	N/A	UK
Cocoa	98.72 k	21.00 contracts	0.01	Commodity derivative	N/A	USA
LME Copper Base Metal	97.44 k	10.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	93.85 k	16.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	93.22 k	10.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	84.83 k	10.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	83.66 k	15.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	82.28 k	4.00 contracts	0.01	Commodity derivative	N/A	UK
Lean Hogs	81.34 k	192.00 contracts	0.01	Commodity derivative	N/A	USA
LME Copper Base Metal	80.51 k	5.00 contracts	0.01	Commodity derivative	N/A	UK
LME Nickel Base Metal	78.12 k	11.00 contracts	0.01	Commodity derivative	N/A	UK
Feeder Cattle	75.36 k	16.00 contracts	0.01	Commodity derivative	N/A	USA
LME Zinc Base Metal	70.82 k	15.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	70.08 k	10.00 contracts	0.01	Commodity derivative	N/A	UK
LME Lead Base Metal	69.29 k	-91.00 contracts	0.01	Commodity derivative	N/A	UK
RBOB Gasoline	67.62 k	-19.00 contracts	0.01	Commodity derivative	N/A	USA
LME Zinc Base Metal	67.05 k	19.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	66.55 k	6.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	66.30 k	7.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	65.92 k	11.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	63.85 k	11.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	63.79 k	-13.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	61.25 k	14.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	60.72 k	3.00 contracts	0.01	Commodity derivative	N/A	UK
LME Nickel Base Metal	60.69 k	7.00 contracts	0.01	Commodity derivative	N/A	UK
LME Lead Base Metal	55.98 k	-19.00 contracts	0.01	Commodity derivative	N/A	UK
LME Nickel Base Metal	53.88 k	6.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	53.76 k	4.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	51.96 k	-9.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	50.03 k	13.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	49.88 k	4.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	48.30 k	15.00 contracts	0.01	Commodity derivative	N/A	UK
LME Lead Base Metal	47.75 k	35.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	46.80 k	16.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	44.73 k	29.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	44.55 k	7.00 contracts	0.01	Commodity derivative	N/A	UK
LME Zinc Base Metal	42.85 k	19.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	41.74 k	6.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	41.60 k	7.00 contracts	0.01	Commodity derivative	N/A	UK
LME Lead Base Metal	41.44 k	-9.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	41.32 k	18.00 contracts	0.01	Commodity derivative	N/A	UK
LME Nickel Base Metal	40.93 k	5.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	38.60 k	3.00 contracts	0.01	Commodity derivative	N/A	UK
LME Aluminum Base Metal	36.29 k	16.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	35.81 k	-13.00 contracts	0.01	Commodity derivative	N/A	UK
LME Copper Base Metal	34.58 k	-10.00 contracts	0.01	Commodity derivative	N/A	UK
LME Lead Base Metal	31.09 k	13.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	30.97 k	10.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	30.69 k	18.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	29.88 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	29.74 k	4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	29.05 k	9.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	28.72 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	28.58 k	18.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	27.20 k	-7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	26.83 k	11.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	25.81 k	6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	25.32 k	-4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	25.18 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	24.95 k	8.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	24.67 k	9.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	24.14 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	23.00 k	-7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	21.16 k	12.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	21.00 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	20.79 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	20.66 k	6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	20.54 k	7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	20.17 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	19.87 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	19.76 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	19.68 k	-6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	19.64 k	4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	19.51 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	19.27 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	19.24 k	-6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	19.08 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	19.07 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	18.00 k	6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	17.89 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	17.46 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	17.45 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	17.29 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	16.36 k	13.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	15.67 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	15.25 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	15.09 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	15.03 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	14.53 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	14.42 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	14.18 k	7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	13.90 k	4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	13.29 k	4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	13.00 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	12.68 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	12.60 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	12.23 k	-6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	11.63 k	6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	10.62 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	10.58 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	10.50 k	-4.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	10.03 k	6.00 contracts	0.00	Commodity derivative	N/A	UK
LME Aluminum Base Metal	9.93 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	9.65 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	9.64 k	14.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	8.98 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	8.83 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	8.66 k	5.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	8.17 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	8.02 k	-2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	7.34 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	7.27 k	7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	6.71 k	15.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	6.59 k	1.00 contracts	0.00	Commodity derivative	N/A	UK
LME Lead Base Metal	5.73 k	7.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	5.52 k	2.00 contracts	0.00	Commodity derivative	N/A	UK
LME Nickel Base Metal	5.38 k	-8.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	5.18 k	-15.00 contracts	0.00	Commodity derivative	N/A	UK
LME Copper Base Metal	4.64 k	3.00 contracts	0.00	Commodity derivative	N/A	UK
LME Zinc Base Metal	4.34 k	1.00 contracts	0.00	Commodity derivative	N/A	UK