QMHNX — AQR Managed Futures Strategy HV Fund
Data updated: 2026-08-27
QMHNX — AQR Managed Futures Strategy HV Fund. Commodity · $1.63B AUM · 4.67% expense ratio · 26.5% 1-yr return. Holdings, fees, performance and SEC filings.
QMHNX Fund Overview
QMHNX — 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: $1.63B
- 1-year return: 26.5%
- Ticker: QMHNX
- SEC CIK: 0001444822
- SEC series ID: S000041117
- Share class ID: C000127658
QMHNX 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 | 12.15% |
| United States of America | 7.62% |
| United States of America | 5.14% |
| United States of America | 4.96% |
| United States of America | 4.07% |
| United States of America | 3.20% |
| United States of America | 3.09% |
| United States of America | 2.82% |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | 2.76% |
| United States of America | 2.59% |
QMHNX 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 | 118.7% |
| Cash & Equivalents | 67.5% |
| Other | 0.3% |
QMHNX Performance
Total returns for QMHNX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 10.5% |
| 1 year | 26.5% |
| 3 years (annualised) | 13.0% |
| 5 years (annualised) | 15.9% |
QMHNX Risk Information
Risk metrics for QMHNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.1%
QMHNX Costs and Fees
QMHNX costs about $467 per $10,000 invested per year in fund expenses.
- Net expense ratio: 4.67%
- Gross expense ratio: 4.68%
- Portfolio turnover: 455%
- Brokerage commissions: 22.05 bps of average net assets (SEC N-CEN)
QMHNX Cashflows
Over the 12 months to 2026-06, AQR Managed Futures Strategy HV Fund had net inflows of $814.38M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $207.43M |
| 2026-05 | $138.38M |
| 2026-04 | $84.26M |
| 2026-03 | $92.54M |
| 2026-02 | $51.54M |
| 2026-01 | $33.09M |
QMHNX Debt Constituents
No individual debt constituents are reported in AQR Managed Futures Strategy HV Fund's latest SEC N-PORT filing.
QMHNX Prospectus and SEC Filings
Official AQR Managed Futures Strategy HV 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.