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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 28.24 | 56.24 | 28.00 |
Shares | 13.47 | 202.08 | 188.61 |
Bonds | 20.89 | 20.89 | 0.00 |
Other | 38.32 | 38.33 | 0.01 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 14.52 | 17.18 |
Price to Book | 1.72 | 2.79 |
Price to Sales | 1.00 | 1.95 |
Price to Cash Flow | 7.28 | 10.13 |
Dividend Yield | 2.60 | 1.93 |
5 Years Earnings Growth | 9.96 | 10.81 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 118.33 | 21.53 |
Industrials | 38.92 | 10.39 |
Healthcare | 31.51 | 12.66 |
Consumer Cyclical | 21.74 | 10.33 |
Energy | 7.79 | 7.77 |
Technology | 7.20 | 22.82 |
Communication Services | 4.23 | 9.17 |
Utilities | -23.09 | 3.05 |
Basic Materials | -23.98 | 1.50 |
Real Estate | -40.61 | 0.02 |
Consumer Defensive | -42.04 | 3.91 |
Number of long holdings: 1,276
Number of short holdings: 1,182
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 35.74 | - | - | |
United States Treasury Bills 0% | - | 2.87 | - | - | |
United States Treasury Bills 0% | - | 2.87 | - | - | |
United States Treasury Bills 0% | - | 2.64 | - | - | |
United States Treasury Bills 0% | - | 2.63 | - | - | |
United States Treasury Bills 0% | - | 2.29 | - | - | |
United States Treasury Bills 0% | - | 1.87 | - | - | |
United States Treasury Bills 0% | - | 1.85 | - | - | |
S&P500 Emini 09/19/2025 | - | 1.84 | - | - | |
United States Treasury Bills 0% | - | 1.83 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 5.78B | 24.41 | 32.55 | 12.05 | ||
AQR Large Cap Defensive Style I | 1.21B | 9.29 | 14.56 | 11.76 | ||
AQR Large Cap Multi-Style R6 | 957.84M | 19.79 | 25.86 | 13.55 | ||
AQR Large Cap Defensive Style R6 | 678.12M | 9.31 | 14.63 | 11.85 | ||
AQR International Multi-Style R6 | 563.64M | 35.31 | 26.28 | 8.73 |
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