AQR Managed Futures Strategy Fund Class N (AQMNX)

Fund Assets	1.46B
Expense Ratio	1.54%
Min. Investment	$1,000,000
Turnover	n/a
Dividend (ttm)	0.31
Dividend Yield	3.59%
Dividend Growth	-53.82%
Payout Frequency	Annual
Ex-Dividend Date	n/a

Previous Close	8.46
YTD Return	n/a
1-Year Return	-4.91%
5-Year Return	39.54%
52-Week Low	n/a
52-Week High	n/a
Beta (5Y)	-0.28
Holdings	3343
Inception Date	Jan 6, 2010

About AQMNX

AQMNX was founded on 2010-01-06. The Fund's investment strategy focuses on Alt Mgd Futures with 1.49% total expense ratio. The minimum amount to invest in AQR Funds: AQR Managed Futures Strategy Fund; Class N Shares is $1,000,000 on a standard taxable account. AQR Funds: AQR Managed Futures Strategy Fund; Class N Shares seeks positive absolute returns. AQMNX invests primarily in a portfolio of futures contracts and futures-related instruments including, but not limited to, equity index futures, currency forwards, commodity futures, swaps on commodity futures, fixed income futures and bond futures.

• Fund Family: AQR Funds
• Category: Systematic Trend
• Performance Rating: Above Average
• Risk Rating: Average
• Stock Exchange: NASDAQ
• Ticker Symbol: AQMNX
• Share Class: Class N
• Index: ICE BofA US 3-Month T Bill TR IX

Performance

AQMNX had a total return of -4.91% in the past year, including dividends. Since the fund's inception, the average annual return has been 2.35%.

Other Share Classes

These are alternative share classes of the same fund, from the same provider.

Symbol	Share Class	Expense Ratio
AQMRX	Class R6	1.19%
AQMIX	Class I	1.29%

Top 10 Holdings

71.05% of assets

Name	Symbol	Weight
Limited Purpose Cash Investment Fund	n/a	22.89%
United States of America - U.S. Treasury Bills	B 0 05.01.25	8.68%
United States of America - U.S. Treasury Bills	B 0 05.08.25	8.27%
United States of America - U.S. Treasury Bills	B 0 04.24.25	7.29%
United States of America - U.S. Treasury Bills	B 0 04.17.25	5.11%
United States of America - U.S. Treasury Bills	B 0 04.10.25	4.67%
United States of America - U.S. Treasury Bills	B 0 03.20.25	4.16%
United States of America - U.S. Treasury Bills	B 0 05.15.25	3.63%
United States of America - U.S. Treasury Bills	B 0 06.05.25	3.18%
United States of America - U.S. Treasury Bills	B 0 06.26.25	3.17%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 17, 2024	$0.30554	Dec 18, 2024
Dec 18, 2023	$0.66167	Dec 19, 2023
Dec 19, 2022	$1.08642	Dec 20, 2022
Dec 23, 2021	$0.4747	Dec 27, 2021
Dec 22, 2020	$0.32404	Dec 23, 2020
Dec 23, 2019	$0.2379	Dec 24, 2019