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Aqr Managed Futures Strategy Fund Class I (AQMIX)

US Funds

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8.39 -0.02 -0.24%

04/11 - Delayed Data. Currency in USD

Type: Fund

Market: United States

Asset Class: Other

Morningstar Rating:
Total Assets: 1.23B

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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	32.19	375.20	343.01
Stocks	0.27	4.18	3.91
Bonds	35.85	36.56	0.71
Other	31.67	35.82	4.15

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Equities

Value & Growth Measures

Ratios	Value	Category Average
P/E Ratio	16.40	18.15
Price to Book	1.62	2.64
Price to Sales	1.16	1.71
Price to Cash Flow	9.65	11.61
Dividend Yield	2.80	2.22
5 Years Earnings Growth	10.81	10.81

Sector Allocation

Bonds

Name	Net %	Category Average
Derivative	-3.24	163.73
Government	56.54	105.41
Cash	14.75	76.59

Region Allocation

Bonds

North America
Europe Developed
Australasia

Developed Markets

Top Holdings

Number of long holdings: 2,546

Number of short holdings: 2,320

Name	ISIN	Weight %	Last	Change %
Ubs Relationship Fds	-	18.41	-	-
Limited Purpose Cash Investment	-	14.25	-	-
United States Treasury Bills 0%	-	8.18	-	-
United States Treasury Bills 0%	-	6.80	-	-
United States Treasury Bills 0%	-	6.14	-	-
United States Treasury Bills 0%	-	5.97	-	-
United States Treasury Bills 0%	-	4.10	-	-
United States Treasury Bills 0%	-	3.26	-	-
United States Treasury Bills 0%	-	3.09	-	-
United States Treasury Bills 0%	-	3.03	-	-

Top Other Funds by AQR Funds

Name	Total Assets	YTD%	3Y%	10Y%
AQR Diversified Arbitrage I	1.25B	3.87	1.49	4.91
AQR Style Premia Alternative R6	624.54M	15.12	20.69	5.73
AQR Style Premia Alternative I	536.54M	15.06	20.57	5.64
AQR Equity Market Neutral I	419.53M	16.51	22.56	-
AQR Equity Market Neutral R6	263.6M	16.78	22.69	-

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Recent Quotes

	Name	Price	Chg.	Chg. %
	AQR Managed Futur.	8.39	-0.02	-0.24%
	Fondo Valmex 2000.	29.800	+0.020	+0.07%