AQMNX — AQR Managed Futures Strategy Fund
Data updated: 2026-05-22
AQMNX — AQR Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $2.99B AUM · 3.39% expense ratio · 20.3% 1-yr return. From SEC regulatory filings.
AQMNX Fund Overview
AQMNX — AQR Managed Futures Strategy Fund is a US mutual fund managed by AQR Funds, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AQR Funds
- Category: Commodity
- Assets under management: $2.99B
- 1-year return: 20.3%
- Ticker: AQMNX
- SEC CIK: 0001444822
- SEC series ID: S000027214
- Share class ID: C000082155
AQMNX Holdings
Top 10 holdings of AQR Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 22.40% |
| United States of America | 8.05% |
| United States of America | 5.64% |
| United States of America | 4.97% |
| United States of America | 4.43% |
| United States of America | 4.28% |
| United States of America | 4.17% |
| United States of America | 3.42% |
| United States of America | 3.31% |
| United States of America | 2.51% |
AQMNX Portfolio Allocation
Asset-class allocation of AQR Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 93.5% |
| Cash & Equivalents | 78.4% |
| Derivatives | 1.3% |
| Real Estate | 0.7% |
| Other | 0.1% |
AQMNX Performance
Total returns for AQMNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.5% |
| 1 year | 20.3% |
| 3 years (annualised) | 13.0% |
| 5 years (annualised) | 12.2% |
AQMNX Risk Information
Risk metrics for AQMNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.0%
AQMNX Costs and Fees
AQMNX costs about $339 per $10,000 invested per year in fund expenses.
- Net expense ratio: 3.39%
- Gross expense ratio: 3.39%
- Portfolio turnover: 412%
- Brokerage commissions: 14.29 bps of average net assets (SEC N-CEN)
AQMNX Cashflows
Over the 12 months to 2026-03, AQR Managed Futures Strategy Fund had net inflows of $877.67M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $143.19M |
| 2026-02 | $73.81M |
| 2026-01 | $119.25M |
| 2025-12 | $103.69M |
| 2025-11 | $23.12M |
| 2025-10 | −$33.69M |
AQMNX Debt Constituents
No individual debt constituents are reported in AQR Managed Futures Strategy Fund's latest SEC N-PORT filing.
AQMNX Prospectus and SEC Filings
Official AQR Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.