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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 | 17.04 |
Price to Book | 1.72 | 2.78 |
Price to Sales | 1.00 | 1.94 |
Price to Cash Flow | 7.28 | 10.08 |
Dividend Yield | 2.60 | 1.93 |
5 Years Earnings Growth | 9.96 | 10.82 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 118.33 | 21.33 |
Industrials | 38.92 | 9.95 |
Healthcare | 31.51 | 12.77 |
Consumer Cyclical | 21.74 | 9.66 |
Energy | 7.79 | 8.20 |
Technology | 7.20 | 23.01 |
Communication Services | 4.23 | 9.44 |
Utilities | -23.09 | 3.37 |
Basic Materials | -23.98 | 1.44 |
Real Estate | -40.61 | 0.15 |
Consumer Defensive | -42.04 | 3.94 |
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 | 4.97B | 16.48 | 26.90 | 11.43 | ||
AQR Large Cap Defensive Style I | 1.27B | 5.53 | 9.36 | 10.74 | ||
AQR Large Cap Multi-Style R6 | 958.67M | 11.69 | 17.53 | 11.80 | ||
AQR Large Cap Defensive Style R6 | 688.04M | 5.55 | 9.44 | 10.82 | ||
AQR International Multi-Style R6 | 573.72M | 26.48 | 17.22 | 6.80 |
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