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Aqr Managed Futures Strategy Fund Class I (AQMIX)

US Funds

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8.51 -0.19 -2.18%

12/05 - Delayed Data. Currency in USD

Type: Fund

Market: United States

Issuer: AQR Funds

Asset Class: Other

Morningstar Rating:
Total Assets: 1.55B

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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	46.58	282.75	236.17
Shares	5.92	298.94	293.02
Bonds	4.78	201.84	197.06
Other	43.00	46.29	3.29

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	13.78	18.31
Price to Book	1.76	2.76
Price to Sales	1.06	1.82
Price to Cash Flow	7.61	12.06
Dividend Yield	2.57	2.12
5 Years Earnings Growth	11.39	10.53

Sector Allocation

Bonds

Name	Net %	Category Average
Government	42.84	133.10
Derivative	-3.85	127.94
Cash	12.36	81.57

Top Holdings

Number of long holdings: 2,655

Number of short holdings: 2,628

Name	ISIN	Weight %	Last	Change %
Ois Tonar /1% Jpy0927	-	33.18	-	-
Ois Tonar /1% Jpy0927	-	33.18	-	-
Limited Purpose Cash Investment	-	24.46	-	-
Ubs Relationship Fds	-	18.28	-	-
Ois Tonar /1% Jpy0627	-	16.11	-	-
Ois Tonar /1% Jpy0627	-	16.11	-	-
Ois Sofr /3.5% Usd0927	-	12.18	-	-
Ois Sofr /3.5% Usd0927	-	12.17	-	-
Ois Repo_C/2.5% Cad0627	-	11.36	-	-
Ois Repo_C/2.5% Cad0627	-	11.36	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Diversified Arbitrage I	1.06B	3.30	3.06	5.50
AQR Equity Market Neutral I	1.04B	11.69	20.38	7.35
AQR Equity Market Neutral R6	668.36M	11.72	20.47	7.45
AQR Style Premia Alternative I	653.56M	5.56	15.41	6.42
AQR Style Premia Alternative R6	663.07M	5.53	15.48	6.51

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