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Aqr Managed Futures Strategy Fund Class I (AQMIX)

US Funds

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8.94 -0.01 -0.11%

15/08 - Closed. Currency in USD

Type: Fund

Market: United States

Asset Class: Other

Morningstar Rating:
Total Assets: 1.87B

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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 %
Cash	22.89	188.31	165.42
Bonds	42.97	315.56	272.59
Other	35.32	38.43	3.11

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	17.24	17.88
Price to Book	2.35	2.63
Price to Sales	1.40	1.72
Price to Cash Flow	8.67	11.46
Dividend Yield	2.11	2.28
5 Years Earnings Growth	10.51	10.33

Sector Allocation

Bonds

Name	Net %	Category Average
Government	48.89	153.84
Derivative	1.62	118.34
Cash	15.33	79.93

Top Holdings

Number of long holdings: 2,785

Number of short holdings: 2,814

Name	ISIN	Weight %	Last	Change %
Ois Sonia /3.5% Gbp0927	-	25.91	-	-
Ois Sonia /3.5% Gbp0927	-	25.36	-	-
Ubs Relationship Fds	-	18.60	-	-
Limited Purpose Cash Investment	-	17.02	-	-
Ois Saron /0% Chf0927	-	13.68	-	-
Ois Saron /0% Chf0927	-	13.68	-	-
Ois Sonia /4% Gbp0930	-	10.54	-	-
Ois Sonia /4% Gbp0930	-	10.53	-	-
Ois Saron /0% Chf1227	-	8.17	-	-
Ois Tonar /1% Jpy1227	-	6.05	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Equity Market Neutral I	1.14B	12.49	22.03	6.63
AQR Diversified Arbitrage I	1.07B	5.28	4.21	5.96
AQR Equity Market Neutral R6	821.01M	12.51	22.12	6.70
AQR Style Premia Alternative R6	777.38M	11.44	18.61	6.59
AQR Style Premia Alternative I	776.82M	11.38	18.47	6.49

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