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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 0.91 | 351.31 | 350.40 |
Bonds | 479.40 | 481.64 | 2.24 |
Other | 45.41 | 49.69 | 4.28 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 15.89 | 18.16 |
Price to Book | 2.24 | 2.68 |
Price to Sales | 1.31 | 1.73 |
Price to Cash Flow | 9.81 | 11.66 |
Dividend Yield | 2.23 | 2.19 |
5 Years Earnings Growth | 11.42 | 10.79 |
Name | Net % | Category Average |
---|---|---|
Government | 499.34 | 124.73 |
Derivative | -0.88 | 137.73 |
Cash | -444.28 | 89.21 |
Number of long holdings: 2,606
Number of short holdings: 2,040
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 26.15 | - | - | |
Ois Sonia /3.5% Gbp1226 | - | 24.48 | - | - | |
Ois Sonia /3.5% Gbp1226 | - | 24.48 | - | - | |
Ubs Relationship Fds | - | 18.44 | - | - | |
Ois Saron /0.5% Chf1226 | - | 17.09 | - | - | |
Ois Saron /0.5% Chf1226 | - | 17.06 | - | - | |
Ois Repo_C/2.5% Cad1226 | - | 16.38 | - | - | |
Ois Repo_C/2.5% Cad1226 | - | 16.38 | - | - | |
Ois Tonar /0.5% Jpy1226 | - | 12.93 | - | - | |
Ois Tonar /0.5% Jpy1226 | - | 12.93 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Diversified Arbitrage I | 1.24B | 3.11 | 0.97 | 5.05 | ||
AQR Managed Futures Strategy I | 1.26B | 2.20 | 10.27 | 2.84 | ||
AQR Style Premia Alternative R6 | 638.25M | 16.28 | 24.41 | 5.52 | ||
AQR Style Premia Alternative I | 544.24M | 16.23 | 24.30 | 5.42 | ||
AQR Equity Market Neutral I | 435.43M | 18.28 | 24.07 | 6.06 |
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