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AQR Managed Futures Strategy Fund Class R6 (AQMRX)

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9.73 -0.09 -0.92%

14/11 - Closed. Currency in USD

Type: Fund

Market: United States

Issuer: AQR Funds

Asset Class: Other

Morningstar Rating:
Total Assets: 206.72M

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AQMRX Holdings

Comprehensive information about top holdings and Key Holding Information for the AQR Managed Futures Strategy R6 (AQMRX) fund. Our AQR Managed Futures Strategy R6 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	51.25	178.48	127.23
Shares	0.22	197.84	197.62
Bonds	17.22	194.31	177.09
Other	31.58	32.67	1.09

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	14.80	18.07
Price to Book	2.06	2.67
Price to Sales	1.18	1.74
Price to Cash Flow	8.35	11.65
Dividend Yield	2.28	2.23
5 Years Earnings Growth	9.93	10.19

Sector Allocation

Bonds

Name	Net %	Category Average
Government	55.19	124.71
Derivative	-3.35	105.34
Cash	16.63	68.68

Top Holdings

Number of long holdings: 2,488

Number of short holdings: 2,506

Name	ISIN	Weight %	Last	Change %
Ois Tonar /1% Jpy1227	-	28.04	-	-
Ois Tonar /1% Jpy1227	-	28.04	-	-
Ubs Relationship Fds	-	18.14	-	-
Limited Purpose Cash Investment	-	12.11	-	-
Ois Sonia /4% Gbp0331	-	5.34	-	-
Ois Sonia /4% Gbp0331	-	5.34	-	-
Ois Tonar /1% Jpy1230	-	4.65	-	-
Ois Tonar /1% Jpy1230	-	4.65	-	-
Ois Tonar /1% Jpy0328	-	4.37	-	-
Ois Tonar /1% Jpy0328	-	4.37	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Managed Futures Strategy I	2.09B	12.65	6.17	3.38
AQR Equity Market Neutral I	1.39B	20.68	23.57	6.70
AQR Diversified Arbitrage I	1.11B	7.26	5.01	6.29
AQR Equity Market Neutral R6	1.01B	20.75	23.69	6.78
AQR Style Premia Alternative R6	892.64M	14.52	15.84	6.22

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