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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 35.53 | 60.76 | 25.23 |
Stocks | 8.62 | 198.69 | 190.07 |
Bonds | 33.26 | 33.26 | 0.00 |
Convertible | 0.02 | 0.02 | 0.00 |
Other | 23.61 | 23.66 | 0.05 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 12.62 | 16.50 |
Price to Book | 1.44 | 2.64 |
Price to Sales | 0.85 | 1.76 |
Price to Cash Flow | 6.90 | 9.77 |
Dividend Yield | 3.01 | 1.98 |
5 Years Earnings Growth | 11.96 | 10.99 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 152.05 | 20.53 |
Energy | 98.65 | 12.14 |
Industrials | 43.77 | 11.93 |
Basic Materials | 18.32 | 3.91 |
Communication Services | -8.73 | 8.04 |
Utilities | -12.38 | 2.95 |
Technology | -16.75 | 20.54 |
Consumer Defensive | -17.99 | 5.77 |
Consumer Cyclical | -24.81 | 8.97 |
Real Estate | -34.32 | 0.22 |
Healthcare | -97.80 | 8.96 |
Number of long holdings: 1,364
Number of short holdings: 1,220
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 23.64 | - | - | |
United States Treasury Bills 0% | - | 7.59 | - | - | |
United States Treasury Bills 0% | - | 6.25 | - | - | |
United States Treasury Bills 0% | - | 4.13 | - | - | |
United States Treasury Bills 0% | - | 3.64 | - | - | |
United States Treasury Bills 0% | - | 3.61 | - | - | |
United States Treasury Bills 0% | - | 3.26 | - | - | |
United States Treasury Bills 0% | - | 2.95 | - | - | |
United States Treasury Bills 0% | - | 2.90 | - | - | |
United States Treasury Bills 0% | - | 2.61 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 1.91B | 21.08 | 25.32 | 10.60 | ||
AQR Large Cap Defensive Style I | 1.49B | 16.56 | 6.83 | 12.01 | ||
AQR Large Cap Multi-Style R6 | 948.39M | 20.62 | 12.16 | 11.30 | ||
AQR Large Cap Defensive Style R6 | 770.02M | 16.64 | 6.92 | 12.10 | ||
AQR International Multi-Style R6 | 474.67M | 12.27 | 6.78 | 5.24 |
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