QMHIX — AQR Managed Futures Strategy HV Fund
Data updated: 2026-05-22
QMHIX — AQR Managed Futures Strategy HV Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $1.25B AUM · 4.41% expense ratio · 26.8% 1-yr return. From SEC regulatory filings.
QMHIX Fund Overview
QMHIX — AQR Managed Futures Strategy HV 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: $1.25B
- 1-year return: 26.8%
- Ticker: QMHIX
- SEC CIK: 0001444822
- SEC series ID: S000041117
- Share class ID: C000127657
QMHIX Holdings
Top 10 holdings of AQR Managed Futures Strategy HV Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 20.44% |
| United States of America | 9.13% |
| United States of America | 6.41% |
| United States of America | 4.34% |
| United States of America | 3.64% |
| United States of America | 2.66% |
| United States of America | 2.56% |
| United States of America | 2.13% |
| United States of America | 2.10% |
| United States of America | 1.90% |
QMHIX Portfolio Allocation
Asset-class allocation of AQR Managed Futures Strategy HV Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 130.7% |
| Cash & Equivalents | 66.2% |
| Derivatives | 1.7% |
| Real Estate | 1.0% |
| Other | 0.1% |
QMHIX Performance
Total returns for QMHIX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 13.9% |
| 1 year | 26.8% |
| 3 years (annualised) | 17.8% |
| 5 years (annualised) | 16.3% |
QMHIX Risk Information
Risk metrics for QMHIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.6%
QMHIX Costs and Fees
QMHIX costs about $441 per $10,000 invested per year in fund expenses.
- Net expense ratio: 4.41%
- Gross expense ratio: 4.41%
- Portfolio turnover: 455%
- Brokerage commissions: 22.05 bps of average net assets (SEC N-CEN)
QMHIX Cashflows
Over the 12 months to 2026-03, AQR Managed Futures Strategy HV Fund had net inflows of $499.50M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $92.54M |
| 2026-02 | $51.54M |
| 2026-01 | $33.09M |
| 2025-12 | $57.62M |
| 2025-11 | $40.35M |
| 2025-10 | $5.85M |
QMHIX Debt Constituents
No individual debt constituents are reported in AQR Managed Futures Strategy HV Fund's latest SEC N-PORT filing.
QMHIX Prospectus and SEC Filings
Official AQR Managed Futures Strategy HV 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.