AQR Managed Futures Strategy Fund Class R6 (AQMRX)

Fund Assets	8.73B
Expense Ratio	2.62%
Min. Investment	$50,000,000
Turnover	n/a
Dividend (ttm)	0.33
Dividend Yield	3.92%
Dividend Growth	-51.90%
Payout Frequency	Annual
Ex-Dividend Date	Dec 17, 2024

Previous Close	8.82
YTD Return	1.87%
1-Year Return	-0.31%
5-Year Return	42.76%
52-Week Low	n/a
52-Week High	n/a
Beta (5Y)	n/a
Holdings	4991
Inception Date	Sep 2, 2014

About AQMRX

AQMRX was founded on 2014-09-02. The Fund's investment strategy focuses on Alt Mgd Futures with 1.14% total expense ratio. The minimum amount to invest in AQR Funds: AQR Managed Futures Strategy Fund; Class R6 Shares is $50,000,000 on a standard taxable account. AQR Funds: AQR Managed Futures Strategy Fund; Class R6 Shares seeks positive absolute returns. AQMRX 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: AQMRX
• Share Class: Class R6
• Index: ICE BofA US 3-Month T Bill TR IX

Performance

AQMRX had a total return of -0.31% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.62%.

Other Share Classes

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

Symbol	Share Class	Expense Ratio
AQMIX	Class I	2.72%
AQMNX	Class N	2.97%

Top 10 Holdings

231.43% of assets

Name	Symbol	Weight
Ois Tonar /1% Jpy0327	n/a	37.77%
Ois Tonar /1% Jpy0327	n/a	37.77%
IRSIM EURI/2 EUR0627 Pay	n/a	27.08%
IRSIM EURI/2 EUR0627 Pay	n/a	27.04%
Limited Purpose Cash Investment	n/a	18.63%
Ubs Relationship Fds	n/a	18.55%
Ois Saron /0% Chf0627	n/a	17.92%
Ois Sofr /4% Usd0327	n/a	15.62%
Ois Sofr /4% Usd0327	n/a	15.62%
Ois Repo_C/3% Cad0627	n/a	15.43%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 17, 2024	$0.33471	Dec 18, 2024
Dec 18, 2023	$0.69581	Dec 19, 2023
Dec 19, 2022	$1.11821	Dec 20, 2022
Dec 23, 2021	$0.5124	Dec 27, 2021
Dec 22, 2020	$0.4254	Dec 23, 2020
Dec 23, 2019	$0.269	Dec 24, 2019