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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 37.85 | 351.09 | 313.24 |
Shares | 1.32 | 436.82 | 435.50 |
Bonds | 20.25 | 302.28 | 282.03 |
Other | 40.89 | 45.04 | 4.15 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.84 | 17.50 |
Price to Book | 1.75 | 2.55 |
Price to Sales | 1.12 | 1.67 |
Price to Cash Flow | 7.77 | 11.27 |
Dividend Yield | 2.49 | 2.36 |
5 Years Earnings Growth | 11.61 | 10.38 |
Name | Net % | Category Average |
---|---|---|
Government | 38.41 | 143.97 |
Derivative | -5.32 | 129.54 |
Cash | 25.02 | 76.84 |
Corporate | -0.32 | 10.15 |
Number of long holdings: 2,745
Number of short holdings: 2,752
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Ois Tonar /1% Jpy0927 | - | 42.94 | - | - | |
Ois Tonar /1% Jpy0927 | - | 42.94 | - | - | |
Ois Tonar /1% Jpy0627 | - | 29.95 | - | - | |
Ois Tonar /1% Jpy0627 | - | 29.95 | - | - | |
Limited Purpose Cash Investment | - | 21.92 | - | - | |
Ubs Relationship Fds | - | 18.54 | - | - | |
Ois Sofr /3.5% Usd0927 | - | 18.12 | - | - | |
Ois Sofr /3.5% Usd0927 | - | 18.11 | - | - | |
Ois Repo_C/2.5% Cad0627 | - | 13.76 | - | - | |
Ois Repo_C/2.5% Cad0627 | - | 13.76 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Managed Futures Strategy I | 1.68B | 2.81 | 6.59 | 2.17 | ||
AQR Equity Market Neutral I | 1.26B | 14.19 | 18.75 | 7.14 | ||
AQR Diversified Arbitrage I | 1.05B | 4.04 | 3.89 | 5.63 | ||
AQR Equity Market Neutral R6 | 725.11M | 14.20 | 18.84 | 7.23 | ||
AQR Style Premia Alternative R6 | 695.97M | 8.87 | 13.06 | 6.50 |
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