AQR UCITS Funds - AQR Managed Futures UCITS Fund IAU3F USD

Investment Style Details30/06/2019
Morningstar Style Box®
Equity Style
SizeRel to Cat
Average Mkt Cap (Mil)USD 61414-
Market Capitalisation% of Equity
Giant59.88
Large28.55
Medium10.32
Small1.18
Micro0.07
Valuations and Growth RatesEquity PortfolioRelative to Category
Price/Prospective Earnings16.061.21
Price/Book2.201.58
Price/Sales1.801.66
Price/Cash Flow7.561.02
Dividend-Yield Factor3.100.77
 
Long-Term Projected Earnings Growth9.031.07
Historical Earnings Growth9.383.46
Sales Growth4.071.96
Cash-Flow Growth9.971.34
Book-Value Growth4.970.92
 
Fixed Income Style-
Morningstar Style Box®
Fixed Income Style
SizeRel to Cat
Total Market Value (Mil)USD 471
Maturity Distribution %
1 to 334.60
3 to 50.00
5 to 70.00
7 to 100.00
10 to 150.00
15 to 200.00
20 to 300.00
Over 300.00
Effective Maturity-
Effective Duration-
Credit Quality Breakdown %     %
AAA -   BB-
AA-   B-
A-   Below B-
BBB-   Not Rated-
 
Asset Allocation30/06/2019
Asset Allocation
 % Long% Short% Net Assets
Stock64.4241.8522.57
Bond460.350.00460.35
Property0.000.000.00
Cash183.27569.32-386.06
Other3.140.003.14
World Regions30/06/2019
 % of EquityRelative to Category
United States39.58-
Canada15.19-
Latin America0.20-
United Kingdom10.19-
Eurozone9.66-
Europe - ex Euro0.29-
Europe - Emerging0.03-
Africa0.39-
Middle East0.00-
Japan0.00-
Australasia23.52-
Asia - Developed0.04-
Asia - Emerging0.92-
 
Sector Weightings30/06/2019
 % of EquityRelative to Category
Basic MaterialsBasic Materials8.47-
Consumer CyclicalConsumer Cyclical11.27-
Financial ServicesFinancial Services21.85-
Real EstateReal Estate2.42-
Consumer DefensiveConsumer Defensive7.55-
HealthcareHealthcare8.68-
UtilitiesUtilities2.14-
Communication ServicesCommunication Services3.76-
EnergyEnergy7.58-
IndustrialsIndustrials9.72-
TechnologyTechnology16.56-
 
Top 10 Holdings30/06/2019
 Portfolio
Total Number of Equity Holdings1
Total Number of Bond Holdings42
Assets in Top 10 Holdings262.92
NameSectorCountry% of Assets
90day Euro$ Futr Jun21United States33.98
90day Euro$ Futr Dec19United States33.66
90day Euro$ Futr Mar20United States29.92
Euro Schatz Sept19Germany28.60
90day Euro$ Futr Mar21United States26.21
90day Euro$ Futr Jun20United States24.99
Australia 3 Year Bond Sept19Australia23.50
90day Euro$ Futr Dec20United States21.61
90day Euro$ Futr Sep20United States21.40
US 2 Year Note (CBT) Sept19United States19.03
 
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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