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Aqr Managed Futures Strategy Fund Class I (AQMIX)

US Funds

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8.81 -0.03 -0.34%

14/02 - Delayed Data. Currency in USD

Morningstar Rating:
Total Assets: 1.42B

Type: Fund

Market: United States

Asset Class: Other

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AQMIX Holdings

Comprehensive information about top holdings and Key Holding Information for the AQR Managed Futures Strategy I (AQMIX) fund. Our AQR Managed Futures Strategy I portfolio information includes stock holdings, annual turnover, top 10 holdings, sector and asset allocation.

Asset Allocation

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Name	Net %	Long %	Short %
Bonds	277.51	284.68	7.17
Other	38.92	42.07	3.15

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	15.91	18.57
Price to Book	2.22	2.77
Price to Sales	1.39	1.80
Price to Cash Flow	9.94	11.97
Dividend Yield	2.08	2.02
5 Years Earnings Growth	11.08	10.65

Sector Allocation

Bonds

Name	Net %	Category Average
Government	289.34	132.71
Derivative	-5.88	126.11
Cash	-220.52	90.34

Top Holdings

Number of long holdings: 2,777

Number of short holdings: 2,219

Name	ISIN	Weight %	Last	Change %
Ois Tonar /1% Jpy0327	-	37.77	-	-
Ois Tonar /1% Jpy0327	-	37.77	-	-
Limited Purpose Cash Investment	-	18.63	-	-
Ubs Relationship Fds	-	18.55	-	-
Ois Saron /0% Chf0627	-	17.92	-	-
Ois Sofr /4% Usd0327	-	15.62	-	-
Ois Sofr /4% Usd0327	-	15.62	-	-
Ois Repo_C/3% Cad0627	-	15.43	-	-
Ois Tonar /1% Jpy0627	-	12.37	-	-
Ois Tonar /1% Jpy0627	-	12.37	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Diversified Arbitrage I	1.28B	0.58	2.08	5.38
AQR Style Premia Alternative R6	717.84M	2.96	17.31	5.95
AQR Style Premia Alternative I	594.61M	2.98	17.20	5.85
AQR Equity Market Neutral I	653.24M	3.20	20.16	6.22
AQR Equity Market Neutral R6	386.4M	3.18	20.22	6.30

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Recent Quotes

	Name	Price	Chg.	Chg. %
	AQR Managed Futur.	8.81	-0.03	-0.34%