QSPIX
AQR Style Premia Alternative Fund
1W: +2.9%
1M: +4.6%
3M: +10.6%
YTD: +9.6%
1Y: +12.2%
3Y: +68.5%
5Y: +141.6%
$9.50
+0.03 (+0.32%)
ETF-Level Metrics
AUM$2.1B
Holdings1,871
Top 10 Wt10.2%
Beta-0.09
% Profitable48%
Coverage23%
Portfolio Valuation
P/E100.7
P/B20.2
P/S19.6
EV/EBITDA9.1
P/FCF327.5
PEG6.22
Profitability & Returns
Gross Margin-944.0%
Net Margin16.7%
ROE16.6%
ROA3.1%
ROIC-7.6%
Div Yield4.87%
Leverage & Liquidity
Debt/Equity3.41
Debt/Assets0.59
Net Debt/EBITDA3.5x
Interest Cov2.2x
Current Ratio0.79
Quick Ratio0.76
Growth (YoY)
Revenue-20.2%
Net Income+11.1%
EPS+35.0%
FCF+0.2%
EBITDA-50.6%
Rev CAGR 3Y-20.9%
Quality Scores
Piotroski F8.8
Altman Z14.64
IS Quality109.1
IS Overall122.1
IS Value178.0
Median P/E19.2
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 1521 | 63.8% | 11.7 |
| Financial Services | 284 | 13.1% | 14.3 |
| Technology | 229 | 12.3% | 71.4 |
| Communication Services | 77 | 5.1% | 28.0 |
| Healthcare | 177 | 4.3% | 9.3 |
| Industrials | 343 | 3.8% | 27.5 |
| Utilities | 89 | 2.0% | 22.3 |
| Consumer Defensive | 129 | 0.0% | 21.6 |
| Basic Materials | 131 | -3.3% | 6.3 |
| Consumer Cyclical | 224 | -3.4% | 52.8 |
| Energy | 79 | -4.3% | 53.6 |
| Real Estate | 110 | -7.6% | 47.2 |
Smart Money Overlap
75 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| T | AT&T Inc. | 0.81% | 4 | Bullish | 29 | 5 | +1.2% |
| GD | General Dynamics Corporation | 0.67% | 4 | Bullish | 40 | 1 | -2.9% |
| VRSN | VeriSign, Inc. | 0.67% | 4 | Bullish | 2 | 1 | +5.6% |
| CAH | Cardinal Health, Inc. | 0.59% | 4 | Bullish | 1 | 1 | -2.6% |
| JNJ | Johnson & Johnson | 0.55% | 4 | Bullish | 12 | 2 | -2.7% |
| PFE | Pfizer Inc. | 0.55% | 4 | Bullish | 11 | 1 | +1.5% |
| BK | The Bank of New York Mellon Corporation | 0.53% | 4 | Bullish | 11 | 2 | -3.2% |
| EOG | EOG Resources, Inc. | 0.44% | 4 | Bullish | 21 | 1 | +23.1% |
| MSFT | Microsoft Corporation | 0.42% | 4 | Bullish | 1 | 23 | -5.0% |
| WMT | Walmart Inc. | 0.41% | 4 | Bullish | 21 | 3 | -1.1% |
| HWM | Howmet Aerospace Inc. | 0.40% | 4 | Bullish | 6 | 1 | +8.7% |
| LHX | L3Harris Technologies, Inc. | 0.36% | 4 | Bullish | 15 | 1 | -0.3% |
| STT | State Street Corporation | 0.36% | 4 | Bullish | 1 | 1 | -2.7% |
| TRV | The Travelers Companies, Inc. | 0.36% | 4 | Bullish | 23 | 1 | -2.7% |
| RTX | RTX Corporation | 0.30% | 4 | Bullish | 18 | 3 | +1.2% |
| AEP | American Electric Power Company, Inc. | 0.30% | 4 | Bullish | 26 | 3 | -5.1% |
| MRK | Merck & Co., Inc. | 0.29% | 4 | Bullish | 11 | 2 | -3.5% |
| TMUS | T-Mobile US, Inc. | 0.27% | 4 | Bullish | 3 | 1 | -2.8% |
| KR | The Kroger Co. | 0.27% | 4 | Bullish | 13 | 4 | -2.3% |
| WTRG | Essential Utilities, Inc. | 0.26% | 4 | Bullish | 8 | 2 | +0.9% |
Showing 50 of 3393 holdings
· Page 1 of 68
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | Limited Purpose Cash Investment Fund Cash | — | 38.30% | $645.2M | 645,296,384 | — | — | — |
| 2 | United States of America Private | — | 4.06% | $68.3M | 69,602,000 | — | — | — |
| 3 | United States of America Private | — | 3.86% | $65.0M | 65,889,000 | — | — | — |
| 4 | Goldman Sachs Financial Square Funds - Treasury Instruments Fund Bond | — | 3.77% | $63.5M | 63,516,906 | — | — | — |
| 5 | United States of America Private | — | 3.01% | $50.7M | 51,007,000 | — | — | — |
| 6 | United States of America Private | — | 2.59% | $43.6M | 43,960,000 | — | — | — |
| 7 | United States of America Private | — | 2.58% | $43.5M | 44,027,000 | — | — | — |
| 8 | Veeva Systems, Inc. | VEEV | 2.02% | $34.0M | 113,985 | 33.3 | $30.3B | Healthcare |
| 9 | United States of America Private | — | 2.00% | $33.6M | 34,000,000 | — | — | — |
| 10 | United States of America Private | — | 1.57% | $26.4M | 26,822,000 | — | — | — |
| 11 | United States of America Private | — | 1.13% | $19.1M | 19,337,000 | — | — | — |
| 12 | Altria Group, Inc. | MO | 1.04% | $17.5M | 264,888 | 15.6 | $108.2B | Consumer Defensive |
| 13 | Alphabet, Inc. | GOOGL.SW | 1.00% | $16.8M | 69,083 | 27.5 | $2.9T | Technology |
| 14 | United States of America Private | — | 0.99% | $16.7M | 17,011,000 | — | — | — |
| 15 | Societe Generale SA | GLE.SW | 0.97% | $13.9M | 244,675 | 6.9 | $15.4B | Financial Services |
| 16 | Zoom Communications, Inc. | ZM | 0.91% | $15.3M | 185,959 | 12.0 | $22.7B | Technology |
| 17 | Banco Santander SA | SAN.MX | 0.91% | $13.0M | 1,459,167 | 9.7 | $31.1B | Financial Services |
| 18 | Comcast Corp. | CMCSA | 0.89% | $15.1M | 479,805 | 5.3 | $105.7B | Communication Services |
| 19 | Verizon Communications, Inc. | VZ | 0.85% | $14.3M | 324,933 | 12.3 | $210.8B | Communication Services |
| 20 | AT&T, Inc. | T | 0.81% | $13.6M | 482,514 | 9.3 | $200.9B | Communication Services |
| 21 | Heidelberg Materials AG | HEID.SW | 0.80% | $11.6M | 59,990 | 16.0 | $16.5B | Basic Materials |
| 22 | United States of America Private | — | 0.80% | $13.5M | 13,712,000 | — | — | — |
| 23 | Barclays plc | BARC.SW | 0.80% | $10.0M | 2,604,096 | 7.2 | $33.9B | Financial Services |
| 24 | Yangzijiang Shipbuilding Holdings Ltd. | YSHLF | 0.79% | $17.3M | 5,115,900 | 9.9 | $12.4B | Industrials |
| 25 | Adobe, Inc. | ADBE | 0.79% | $13.4M | 37,884 | 14.1 | $101.9B | Technology |
| 26 | Pro Medicus Ltd. | PMCUF | 0.78% | $19.9M | 64,736 | 53.4 | $9.2B | Healthcare |
| 27 | Deutsche Bank AG | DBK.SW | 0.78% | $11.2M | 370,136 | 6.9 | $83.6B | Financial Services |
| 28 | Unipol Assicurazioni SpA | UNI.MI | 0.77% | $11.0M | 601,532 | 9.2 | $13.7B | Financial Services |
| 29 | Leonardo SpA | LDO.MI | 0.76% | $11.0M | 201,061 | 41.3 | $35.0B | Industrials |
| 30 | McKesson Corp. | MCK | 0.75% | $12.7M | 16,417 | 25.1 | $109.3B | Healthcare |
| 31 | Inpex Corp. | IPXHF | 0.74% | $1.8B | 688,400 | 14.0 | $33.8B | Energy |
| 32 | United Therapeutics Corp. | UTHR | 0.72% | $12.2M | 29,046 | 17.4 | $23.0B | Healthcare |
| 33 | BNP Paribas SA | BNP.SW | 0.72% | $10.3M | 131,836 | 7.8 | $63.4B | Financial Services |
| 34 | Expedia Group, Inc. | EXPE | 0.70% | $11.7M | 54,833 | 22.3 | $27.5B | Consumer Cyclical |
| 35 | Centrica plc | CPYYF | 0.69% | $8.6M | 5,172,056 | 43.8 | $12.7B | Utilities |
| 36 | Panasonic Holdings Corp. | 0QYR.L | 0.67% | $1.7B | 1,035,600 | 29.9 | $6.2T | Technology |
| 37 | General Dynamics Corp. | GD | 0.67% | $11.2M | 32,958 | 22.2 | $93.5B | Industrials |
| 38 | VeriSign, Inc. | VRSN | 0.67% | $11.2M | 40,080 | 26.9 | $22.3B | Technology |
| 39 | Incyte Corp. | INCY | 0.66% | $11.2M | 131,854 | 13.9 | $18.1B | Healthcare |
| 40 | Arista Networks, Inc. | ANET | 0.66% | $11.1M | 76,341 | 47.0 | $165.2B | Technology |
| 41 | Synchrony Financial | SYF | 0.66% | $11.1M | 156,483 | 6.7 | $23.8B | Financial Services |
| 42 | Eiffage SA | EFGSF | 0.66% | $9.5M | 86,695 | 11.6 | $14.4B | Industrials |
| 43 | VICI Properties, Inc. | VICI | 0.66% | $11.1M | 339,012 | 10.3 | $28.7B | Real Estate |
| 44 | Electronic Arts, Inc. | EA | 0.65% | $10.9M | 54,013 | 73.7 | $50.2B | Communication Services |
| 45 | Standard Chartered plc | 2888.HK | 0.64% | $8.1M | 557,944 | 9.1 | $361.9B | Financial Services |
| 46 | United States of America Private | — | 0.64% | $10.8M | 10,859,000 | — | — | — |
| 47 | Novartis AG | NVSEF | 0.64% | $8.6M | 83,559 | 20.0 | $286.6B | Healthcare |
| 48 | ABN AMRO Bank NV | ABMRF | 0.63% | $9.1M | 331,706 | 9.7 | $24.9B | Financial Services |
| 49 | Telefonaktiebolaget LM Ericsson | ERIXF | 0.63% | $99.9M | 1,280,955 | 12.4 | $35.9B | Technology |
| 50 | NN Group NV | NNGPF | 0.62% | $8.9M | 148,991 | 14.8 | $20.0B | Financial Services |