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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 120.63 | 453.14 | 332.51 |
Stocks | 0.91 | 135.59 | 134.68 |
Other | 22.51 | 35.58 | 13.07 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.43 | 14.76 |
Price to Book | 1.06 | 1.72 |
Price to Sales | 0.55 | 1.41 |
Price to Cash Flow | 4.20 | 8.76 |
Dividend Yield | 3.47 | 2.90 |
5 Years Earnings Growth | 8.36 | 10.58 |
Name | Net % | Category Average |
---|---|---|
Government | -48.17 | 74.88 |
Cash | 124.32 | 69.35 |
Derivative | 0.42 | 79.40 |
Number of long holdings: 1,132
Number of short holdings: 1,199
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
JPN 10Y BOND(OSE) BOND 14/DEC/2020 JBZ0 COMDTY | - | 42.28 | - | - | |
Ubs Relationship Fds | - | 22.30 | - | - | |
Us 10yr Note (Cbt) Bond 21/Dec/2020 Tyz0 Comdty | - | 20.10 | - | - | |
10 Year Australian Treasury Bond Future Dec 20 | - | 12.62 | - | - | |
TOPIX Future Dec 20 | - | 12.37 | - | - | |
SWISS MKT IX FUTR EQUITY INDEX 18/DEC/2020 SMZ0 | - | 7.72 | - | - | |
Equity Swap EUM7NL.I Dec20 | - | 5.80 | - | - | |
United States Treasury Bills | - | 5.63 | - | - | |
United States Treasury Bills | - | 5.63 | - | - | |
10 Year Government of Canada Bond Future Dec 20 | - | 5.13 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Managed Futures Strategy I | 1.44B | 0.23 | 12.05 | 1.92 | ||
AQR Diversified Arbitrage I | 1.28B | 0.58 | 2.08 | 5.38 | ||
AQR Style Premia Alternative R6 | 725.87M | 2.96 | 17.31 | 5.95 | ||
AQR Style Premia Alternative I | 601.69M | 2.98 | 17.20 | 5.85 | ||
AQR Equity Market Neutral I | 655.61M | 3.20 | 20.16 | 6.22 |
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