AQMRX — AQR Managed Futures Strategy Fund
Data updated: 2026-08-27
AQMRX — AQR Managed Futures Strategy Fund. Commodity · $3.20B AUM · 3.01% expense ratio · 21.4% 1-yr return. Holdings, fees, performance and SEC filings.
AQMRX Fund Overview
AQMRX — 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: $3.20B
- 1-year return: 21.4%
- Ticker: AQMRX
- SEC CIK: 0001444822
- SEC series ID: S000027214
- Share class ID: C000145938
AQMRX 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 | 15.15% |
| United States of America | 8.47% |
| United States of America | 6.83% |
| United States of America | 4.18% |
| United States of America | 3.23% |
| United States of America | 2.91% |
| United States of America | 2.78% |
| United States of America | 2.76% |
| United States of America | 2.64% |
| United States of America | 2.40% |
AQMRX 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 | 83.5% |
| Cash & Equivalents | 73.5% |
| Other | 0.6% |
AQMRX Performance
Total returns for AQMRX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 9.2% |
| 1 year | 21.4% |
| 3 years (annualised) | 10.8% |
| 5 years (annualised) | 12.9% |
AQMRX Risk Information
Risk metrics for AQMRX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.1%
AQMRX Costs and Fees
AQMRX costs about $301 per $10,000 invested per year in fund expenses.
- Net expense ratio: 3.01%
- Gross expense ratio: 3.01%
- Portfolio turnover: 412%
- Brokerage commissions: 14.29 bps of average net assets (SEC N-CEN)
AQMRX Cashflows
Over the 12 months to 2026-06, AQR Managed Futures Strategy Fund had net inflows of $888.89M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $43.91M |
| 2026-05 | $69.91M |
| 2026-04 | $114.17M |
| 2026-03 | $143.19M |
| 2026-02 | $73.81M |
| 2026-01 | $119.25M |
AQMRX Debt Constituents
No individual debt constituents are reported in AQR Managed Futures Strategy Fund's latest SEC N-PORT filing.
AQMRX Prospectus and SEC Filings
Official AQR Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-25
- Prospectus supplement (497) — filed 2026-03-30
- Portfolio holdings (N-PORT) — filed 2026-08-27
- Portfolio holdings (N-PORT) — filed 2026-05-22
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-11
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.