AQR Managed Futures Strategy HV Fund Class I (QMHIX)

Fund Assets	159.66M
Expense Ratio	3.87%
Min. Investment	$5,000,000
Turnover	n/a
Dividend (ttm)	0.19
Dividend Yield	2.24%
Dividend Growth	-67.41%
Payout Frequency	Annual
Ex-Dividend Date	Dec 17, 2024

Previous Close	8.81
YTD Return	3.10%
1-Year Return	-1.32%
5-Year Return	55.93%
52-Week Low	n/a
52-Week High	n/a
Beta (5Y)	n/a
Holdings	4903
Inception Date	Jul 16, 2013

About QMHIX

The AQR Managed Futures Strategy HV Fund Class I (QMHIX) seeks to proivde positive absolute returns. QMHIX invests primarily in a portfolio of futures contracts, futures-related instruments and equity swaps. QMHIXs returns are expected to be volatile; however, the Adviser, on average, will target an annualized volatility level for the Fund of 15%.

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

Performance

QMHIX had a total return of -1.32% in the past year, including dividends. Since the fund's inception, the average annual return has been 3.40%.

Other Share Classes

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

Symbol	Share Class	Expense Ratio
QMHRX	Class R6	3.77%
QMHNX	Class N	4.12%

Top 10 Holdings

271.55% of assets

Name	Symbol	Weight
Ois Tonar /1% Jpy0327	n/a	54.31%
Ois Tonar /1% Jpy0327	n/a	54.31%
Ois Sofr /4% Usd0327	n/a	22.60%
Ois Sofr /4% Usd0327	n/a	22.57%
Ois Tonar /1% Jpy0627	n/a	22.53%
Ois Tonar /1% Jpy0627	n/a	22.53%
Ubs Relationship Fds	n/a	18.98%
Limited Purpose Cash Investment	n/a	18.32%
IRSIM EURI/2 EUR0627 Pay	n/a	17.72%
IRSIM EURI/2 EUR0627 Pay	n/a	17.69%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 17, 2024	$0.19341	Dec 18, 2024
Dec 18, 2023	$0.59344	Dec 19, 2023
Dec 19, 2022	$0.78024	Dec 20, 2022
Dec 23, 2021	$0.6677	Dec 27, 2021
Dec 22, 2020	$0.6578	Dec 23, 2020
Dec 23, 2019	$0.3192	Dec 24, 2019