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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 19.530 | 19.750 | 0.220 |
| Bonds | 23.050 | 23.050 | 0.000 |
| Other | 57.660 | 66.270 | 8.610 |
Number of long holdings: 271
Number of short holdings: 228
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| Limited Purpose Cash Investment | - | 40.98 | - | - | |
| Ubs Relationship Fds | - | 18.25 | - | - | |
| United States Treasury Bills 0% | - | 3.72 | - | - | |
| United States Treasury Bills 0% | - | 3.59 | - | - | |
| United States Treasury Bills 0% | - | 3.59 | - | - | |
| United States Treasury Bills 0% | - | 3.05 | - | - | |
| United States Treasury Bills 0% | - | 2.95 | - | - | |
| United States Treasury Bills 0% | - | 2.84 | - | - | |
| Copper Future Sept 25 | - | 2.51 | - | - | |
| United States Treasury Bills 0% | - | 2.48 | - | - |
| Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
|---|---|---|---|---|---|---|
| AQR Risk-Balanced Commodities Strat | 784.33M | 12.04 | 9.73 | 10.24 | ||
| AQR Risk-Balanced Commodities R6 | 253.74M | 12.20 | 9.85 | 10.34 |
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