QRCRX Holdings — AQR Risk-Balanced Commodities Strategy Fund
Data updated: 2026-08-27
QRCRX holds 170 securities. The top 10 make up 77.6% of net assets, led by Limited Purpose Cash Investment Fund (44.40%) and U.S. Treasury Bills (6.18%). Government Bonds (54.3%) and Funds & ETFs (51.1%) are the largest sectors, and 87.4% of the portfolio is in United States. No debt holdings are reported.
Holdings cover 86.86% of net asset value (94.19% of total assets; remainder is cash and receivables). As of June 30, 2026 · N-PORT.
QRCRX Portfolio Holdings
170 holdings of AQR Risk-Balanced Commodities Strategy Fund by percentage of net assets, from the fund's SEC N-PORT filing as of June 30, 2026. The 100 largest are listed below; the interactive table on this page lists all 170.
| Holding | Ticker | Sector | % of net assets | Value (USD) |
|---|---|---|---|---|
| Limited Purpose Cash Investment Fund | — | Funds & ETFs | 44.40% | $701.25M |
| U.S. Treasury Bills | — | Government Bonds | 6.18% | $97.59M |
| U.S. Treasury Bills | — | Government Bonds | 4.94% | $78.01M |
| U.S. Treasury Bills | — | Government Bonds | 4.93% | $77.82M |
| U.S. Treasury Bills | — | Government Bonds | 3.83% | $60.47M |
| U.S. Treasury Bills | — | Government Bonds | 3.21% | $50.76M |
| U.S. Treasury Bills | — | Government Bonds | 2.98% | $47.06M |
| U.S. Treasury Bills | — | Government Bonds | 2.60% | $41.05M |
| U.S. Treasury Bills | — | Government Bonds | 2.36% | $37.21M |
| U.S. Treasury Bills | — | Government Bonds | 2.22% | $35.00M |
| U.S. Treasury Bills | — | Government Bonds | 2.02% | $31.86M |
| U.S. Treasury Bills | — | Government Bonds | 1.79% | $28.31M |
| U.S. Treasury Bills | — | Government Bonds | 1.72% | $27.10M |
| U.S. Treasury Bills | — | Government Bonds | 1.55% | $24.44M |
| U.S. Treasury Bills | — | Government Bonds | 1.45% | $22.95M |
| U.S. Treasury Bills | — | Government Bonds | 1.26% | $19.90M |
| U.S. Treasury Bills | — | Government Bonds | 1.06% | $16.73M |
| LME Aluminum Base Metal | — | Commodities | 0.73% | $11.55M |
| U.S. Treasury Bills | — | Government Bonds | 0.70% | $11.05M |
| U.S. Treasury Bills | — | Government Bonds | 0.68% | $10.81M |
| Coffee 'C' | — | Unknown | 0.65% | $10.24M |
| U.S. Treasury Bills | — | Government Bonds | 0.60% | $9.43M |
| U.S. Treasury Bills | — | Government Bonds | 0.49% | $7.78M |
| LME Copper Base Metal | — | Commodities | 0.29% | $4.55M |
| ECX Emission | — | Commodities | 0.26% | $4.09M |
| U.S. Treasury Bills | — | Government Bonds | 0.26% | $4.06M |
| U.S. Treasury Bills | — | Government Bonds | 0.26% | $4.04M |
| LME Nickel Base Metal | — | Commodities | 0.24% | $3.85M |
| LME Zinc Base Metal | — | Commodities | 0.19% | $3.06M |
| U.S. Treasury Bills | — | Government Bonds | 0.10% | $1.59M |
| NY Harbor ULSD | — | Unknown | 0.07% | $1.19M |
| LME Lead Base Metal | — | Commodities | 0.04% | $692.62K |
| LME Copper Base Metal | — | Commodities | 0.04% | $678.57K |
| NY Harbor ULSD | — | Unknown | 0.04% | $577.69K |
| RBOB Gasoline | — | Unknown | 0.03% | $454.20K |
| Sugar No. 11 | — | Unknown | 0.02% | $354.59K |
| Copper | — | Unknown | 0.02% | $291.74K |
| Low Sulphur Gasoil | — | Commodities | 0.01% | $236.34K |
| Lean Hogs | — | Unknown | 0.01% | $228.12K |
| Natural Gas | — | Unknown | 0.01% | $222.36K |
| SGX IODEX Iron Ore | — | Commodities | 0.01% | $186.83K |
| Ctrsi | — | Unknown | 0.01% | $101.56K |
| Ctrsi | — | Unknown | 0.01% | $88.47K |
| Ctrsi | — | Unknown | 0.01% | $86.62K |
| Ctrsi | — | Unknown | 0.01% | $86.62K |
| Natural Gas | — | Commodities | 0.01% | $85.93K |
| Ctrsi | — | Unknown | 0.00% | $76.82K |
| RBOB Gasoline | — | Unknown | 0.00% | $77.51K |
| Ctrsi | — | Unknown | 0.00% | $62.98K |
| Ctrsi | — | Unknown | 0.00% | $59.52K |
| Ctrsi | — | Unknown | 0.00% | $57.58K |
| Ctrsi | — | Unknown | 0.00% | $54.62K |
| Ctrsi | — | Unknown | 0.00% | $53.86K |
| Ctrsi | — | Unknown | 0.00% | $52.09K |
| Ctrsi | — | Unknown | 0.00% | $50.40K |
| Ctrsi | — | Unknown | 0.00% | $48.54K |
| Ctrsi | — | Unknown | 0.00% | $46.94K |
| Ctrsi | — | Unknown | 0.00% | $46.43K |
| Ctrsi | — | Unknown | 0.00% | $44.74K |
| Ctrsi | — | Unknown | 0.00% | $41.28K |
| Ctrsi | — | Unknown | 0.00% | $37.23K |
| Ctrsi | — | Unknown | 0.00% | $36.22K |
| Ctrsi | — | Unknown | 0.00% | $34.95K |
| Ctrsi | — | Unknown | 0.00% | $31.49K |
| Ctrsi | — | Unknown | 0.00% | $24.48K |
| Ctrsi | — | Unknown | 0.00% | $23.64K |
| Ctrsi | — | Unknown | 0.00% | $18.32K |
| Natural Gas | — | Commodities | 0.00% | $19.17K |
| Ctrsi | — | Unknown | 0.00% | $17.48K |
| Ctrsi | — | Unknown | 0.00% | $16.72K |
| Ctrsi | — | Unknown | 0.00% | $16.29K |
| Ctrsi | — | Unknown | 0.00% | $15.70K |
| Ctrsi | — | Unknown | 0.00% | $15.36K |
| Ctrsi | — | Unknown | 0.00% | $14.18K |
| Ctrsi | — | Unknown | 0.00% | $13.76K |
| Ctrsi | — | Unknown | 0.00% | $14.35K |
| Ctrsi | — | Unknown | 0.00% | $14.08K |
| Ctrsi | — | Unknown | 0.00% | $8.86K |
| Ctrsi | — | Unknown | 0.00% | $6.75K |
| Ctrsi | — | Unknown | 0.00% | $6.92K |
| Ctrsi | — | Unknown | 0.00% | $7.01K |
| Ctrsi | — | Unknown | 0.00% | $4.90K |
| Ctrsi | — | Unknown | 0.00% | $4.73K |
| Ctrsi | — | Unknown | 0.00% | $3.55K |
| Ctrsi | — | Unknown | 0.00% | $1.35K |
| Ctrsi | — | Unknown | 0.00% | $-507 |
| Ctrsi | — | Unknown | 0.00% | $224 |
| Ctrsi | — | Unknown | -0.00% | $-3.16K |
| Ctrsi | — | Unknown | -0.00% | $-4.31K |
| Ctrsi | — | Unknown | -0.00% | $-4.64K |
| Ctrsi | — | Unknown | -0.00% | $-4.98K |
| Ctrsi | — | Unknown | -0.00% | $-4.73K |
| Ctrsi | — | Unknown | -0.00% | $-5.74K |
| Ctrsi | — | Unknown | -0.00% | $-9.71K |
| Ctrsi | — | Unknown | -0.00% | $-11.57K |
| Ctrsi | — | Unknown | -0.00% | $-11.65K |
| Ctrsi | — | Unknown | -0.00% | $-10.37K |
| Ctrsi | — | Unknown | -0.00% | $-15.53K |
| Ctrsi | — | Unknown | -0.00% | $-15.03K |
| Ctrsi | — | Unknown | -0.00% | $-17.98K |
QRCRX Sector Allocation
AQR Risk-Balanced Commodities Strategy Fund holdings grouped by sector, by share of the portfolio's market value.
| Sector | Weight | Holdings |
|---|---|---|
| Government Bonds | 54.3% | 23 |
| Funds & ETFs | 51.1% | 1 |
| Commodities | -0.6% | 21 |
| Unknown | -4.8% | 125 |
QRCRX Country Allocation
Where AQR Risk-Balanced Commodities Strategy Fund's holdings are domiciled, by percentage of net assets (largest 5).
| Country | % of net assets |
|---|---|
| United States | 87.4% |
| Singapore | 0.0% |
| Japan | 0.0% |
| Germany | -0.0% |
| United Kingdom | -0.5% |
QRCRX Portfolio Allocation
Asset-class allocation of AQR Risk-Balanced Commodities Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 91.6% |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.