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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 26.28 | 52.65 | 26.37 |
Shares | 13.59 | 196.45 | 182.86 |
Bonds | 29.09 | 29.09 | 0.00 |
Convertible | 0.02 | 0.02 | 0.00 |
Other | 31.61 | 31.61 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.09 | 16.87 |
Price to Book | 1.59 | 2.75 |
Price to Sales | 0.97 | 1.92 |
Price to Cash Flow | 7.26 | 10.06 |
Dividend Yield | 2.63 | 1.93 |
5 Years Earnings Growth | 9.82 | 10.88 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 108.22 | 21.12 |
Energy | 35.76 | 9.06 |
Healthcare | 34.59 | 13.00 |
Communication Services | 29.59 | 10.06 |
Industrials | 11.98 | 9.28 |
Utilities | 1.77 | 4.17 |
Technology | -6.11 | 22.42 |
Basic Materials | -18.05 | 1.58 |
Real Estate | -29.09 | 0.57 |
Consumer Cyclical | -31.45 | 8.28 |
Consumer Defensive | -37.20 | 4.06 |
Number of long holdings: 1,377
Number of short holdings: 1,276
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 28.20 | - | - | |
United States Treasury Bills 0% | - | 4.26 | - | - | |
United States Treasury Bills 0% | - | 4.26 | - | - | |
United States Treasury Bills 0% | - | 4.00 | - | - | |
United States Treasury Bills 0% | - | 3.43 | - | - | |
United States Treasury Bills 0% | - | 3.40 | - | - | |
United States Treasury Bills 0% | - | 2.69 | - | - | |
United States Treasury Bills 0% | - | 2.59 | - | - | |
United States Treasury Bills 0% | - | 2.56 | - | - | |
United States Treasury Bills 0% | - | 2.55 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 4.49B | 15.17 | 21.90 | 11.65 | ||
AQR Large Cap Defensive Style I | 1.27B | 5.48 | 9.13 | 11.05 | ||
AQR Large Cap Multi-Style R6 | 880.16M | 4.08 | 14.28 | 11.12 | ||
AQR Large Cap Defensive Style R6 | 678.38M | 5.50 | 9.21 | 11.14 | ||
AQR International Multi-Style R6 | 535.48M | 23.52 | 13.84 | 6.50 |
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