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Aqr Managed Futures Strategy Fund Class I (AQMIX)

US Funds

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8.55 +0.03 +0.35%

24/12 - Delayed Data. Currency in USD

Morningstar Rating:
Total Assets: 1.31B

Type: Fund

Market: United States

Issuer: AQR Funds

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 %
Stocks	0.89	243.13	242.24
Bonds	320.70	322.20	1.50
Other	40.56	43.50	2.94

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	16.38	18.51
Price to Book	2.32	2.78
Price to Sales	1.35	1.81
Price to Cash Flow	10.06	12.04
Dividend Yield	2.15	2.05
5 Years Earnings Growth	11.21	10.73

Sector Allocation

Bonds

Name	Net %	Category Average
Government	360.13	137.46
Derivative	-0.61	120.17
Cash	-300.64	99.16

Top Holdings

Number of long holdings: 2,517

Number of short holdings: 2,097

Name	ISIN	Weight %	Last	Change %
Ois Sonia /3.5% Gbp1226	-	34.28	-	-
Ois Repo_C/2.5% Cad1226	-	23.10	-	-
Ois Saron /0.5% Chf1226	-	22.13	-	-
Limited Purpose Cash Investment	-	21.38	-	-
Ubs Relationship Fds	-	18.62	-	-
Ois Sofr /3% Usd1226	-	15.44	-	-
Ois Tonar /0.5% Jpy1226	-	14.42	-	-
Ois Sonia /3.5% Gbp1229	-	11.67	-	-
United States Treasury Bills 0%	-	8.74	-	-
Ois Repo_C/2.5% Cad1229	-	8.70	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Diversified Arbitrage I	1.25B	2.61	0.97	5.07
AQR Style Premia Alternative R6	629.83M	17.59	24.29	5.21
AQR Style Premia Alternative I	532.53M	17.54	24.19	5.12
AQR Equity Market Neutral I	453.68M	22.64	24.85	6.17
AQR Equity Market Neutral R6	288.07M	22.89	24.97	6.27

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Recent Quotes

	Name	Price	Chg.	Chg. %
	AQR Managed Futur.	8.55	+0.03	+0.35%