AQR Managed Futures Strategy HV Fund I (QMHIX)
9.79
0.00 (0.00%)
USD |
Dec 05 2025
QMHIX Asset Allocations & Exposures
Asset Allocation
As of September 30, 2025.
| Type | % Net |
|---|---|
| Cash | -0.59% |
| Stock | -5.71% |
| Bond | 40.21% |
| Convertible | 0.00% |
| Preferred | -0.40% |
| Other | 66.49% |
Market Capitalization
| Large | -- |
| Mid | -- |
| Small | -- |
Region Exposure
| Americas | 34.84% |
|---|---|
|
North America
|
33.75% |
| Canada | -1.53% |
| United States | 35.28% |
|
Latin America
|
1.09% |
As of September 30, 2025. Region breakdown data is
calculated by using the long position holdings of the portfolio.
| Greater Europe | 0.53% |
|---|---|
| United Kingdom | 0.31% |
|
Europe Developed
|
0.22% |
| Belgium | 0.33% |
| Denmark | 0.37% |
| Finland | 0.50% |
| France | -0.89% |
| Germany | -0.53% |
| Ireland | 0.73% |
| Italy | 1.32% |
| Netherlands | -0.34% |
| Norway | 0.34% |
| Portugal | -0.16% |
| Spain | -0.54% |
| Sweden | 0.28% |
| Switzerland | -0.87% |
|
Europe Emerging
|
0.00% |
|
Africa And Middle East
|
0.00% |
| Greater Asia | -1.67% |
|---|---|
| Japan | -0.24% |
|
Australasia
|
-1.71% |
| Australia | -1.78% |
|
Asia Developed
|
0.04% |
| Hong Kong | 0.07% |
| Singapore | -0.03% |
|
Asia Emerging
|
0.23% |
| China | 0.05% |
| Thailand | 0.19% |
| Unidentified Region | 66.30% |
|---|
Bond Credit Quality Exposure
| AAA | 0.00% |
| AA | 1.23% |
| A | 0.00% |
| BBB | 0.00% |
| BB | 0.00% |
| B | 0.00% |
| Below B | 0.00% |
| CCC | 0.00% |
| CC | 0.00% |
| C | 0.00% |
| DDD | 0.00% |
| DD | 0.00% |
| D | 0.00% |
| Not Rated | 0.00% |
| Not Available | 98.77% |
| Short Term | 0.00% |
As of September 30, 2025
Stock Sector Exposure
| Cyclical |
|
-3.15% |
| Materials |
|
-4.86% |
| Consumer Discretionary |
|
-6.88% |
| Financials |
|
16.18% |
| Real Estate |
|
-7.59% |
| Sensitive |
|
1.35% |
| Communication Services |
|
2.17% |
| Energy |
|
-5.37% |
| Industrials |
|
2.24% |
| Information Technology |
|
2.31% |
| Defensive |
|
-13.84% |
| Consumer Staples |
|
-12.14% |
| Health Care |
|
-2.22% |
| Utilities |
|
0.52% |
| Not Classified |
|
115.6% |
| Non Classified Equity |
|
-0.01% |
| Not Classified - Non Equity |
|
115.6% |
As of September 30, 2025
Bond Sector Exposure
As of September 30, 2025
| Type | % Net |
|---|---|
| Government | 100.0% |
| Corporate | 0.00% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Other | 0.00% |
Bond Maturity Exposure
| Short Term |
|
99.59% |
| Less than 1 Year |
|
99.59% |
| Intermediate |
|
0.41% |
| 1 to 3 Years |
|
0.41% |
| 3 to 5 Years |
|
0.00% |
| 5 to 10 Years |
|
0.00% |
| Long Term |
|
0.00% |
| 10 to 20 Years |
|
0.00% |
| 20 to 30 Years |
|
0.00% |
| Over 30 Years |
|
0.00% |
| Other |
|
0.00% |
As of September 30, 2025