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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 45.99 | 294.33 | 248.34 |
Bonds | 23.83 | 425.31 | 401.48 |
Other | 33.01 | 37.50 | 4.49 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 17.22 | 17.88 |
Price to Book | 2.33 | 2.63 |
Price to Sales | 1.38 | 1.72 |
Price to Cash Flow | 8.84 | 11.46 |
Dividend Yield | 2.08 | 2.28 |
5 Years Earnings Growth | 10.05 | 10.33 |
Name | Net % | Category Average |
---|---|---|
Government | 43.12 | 153.84 |
Derivative | 2.53 | 118.34 |
Cash | 24.18 | 79.93 |
Corporate | -0.39 | 10.64 |
Number of long holdings: 2,809
Number of short holdings: 2,805
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Ois Sonia /3.5% Gbp0927 | - | 38.37 | - | - | |
Ois Sonia /3.5% Gbp0927 | - | 38.32 | - | - | |
Ois Saron /0% Chf0927 | - | 22.28 | - | - | |
Ois Saron /0% Chf0927 | - | 22.28 | - | - | |
Ubs Relationship Fds | - | 18.44 | - | - | |
Ois Sonia /4% Gbp0930 | - | 15.62 | - | - | |
Ois Sonia /4% Gbp0930 | - | 15.60 | - | - | |
Limited Purpose Cash Investment | - | 14.96 | - | - | |
Ois Tonar /1% Jpy1227 | - | 8.74 | - | - | |
Ois Tonar /1% Jpy1227 | - | 8.74 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Managed Futures Strategy I | 1.87B | 3.86 | 6.91 | 2.59 | ||
AQR Equity Market Neutral I | 1.14B | 12.49 | 22.03 | 6.63 | ||
AQR Diversified Arbitrage I | 1.07B | 5.28 | 4.21 | 5.96 | ||
AQR Equity Market Neutral R6 | 821.01M | 12.51 | 22.12 | 6.70 | ||
AQR Style Premia Alternative R6 | 777.38M | 11.44 | 18.61 | 6.59 |
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