AQR Large Cap Multi Style will increase long exposure to around 130% and add 30% short exposure in the second quarter of 2026. It will stay in the large-blend Morningstar Category and remain roughly 100% net long. This change may benefit investors by reducing unplanned taxable distributions and strengthening factor exposures, but it may raise volatility and will increase turnover.
Process Pillar
The Process Pillar is our assessment of how sensible, clearly defined, and repeatable QCERX’s performance objective and investment process is for both security selection and portfolio construction.
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