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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 94.88 | 94.88 | 0.00 |
Convertible | 0.05 | 0.05 | 0.00 |
Preferred | 0.38 | 0.38 | 0.00 |
Other | 4.82 | 4.82 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.19 | 11.42 |
Price to Book | 1.29 | 1.38 |
Price to Sales | 0.88 | 0.95 |
Price to Cash Flow | 7.56 | 6.15 |
Dividend Yield | 3.47 | 3.98 |
5 Years Earnings Growth | 10.85 | 9.71 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 24.70 | 20.67 |
Industrials | 19.51 | 14.41 |
Technology | 11.59 | 8.55 |
Healthcare | 9.38 | 10.77 |
Energy | 7.87 | 7.02 |
Consumer Cyclical | 6.66 | 11.41 |
Basic Materials | 6.53 | 7.60 |
Consumer Defensive | 5.60 | 9.65 |
Communication Services | 4.64 | 6.07 |
Utilities | 2.76 | 3.71 |
Real Estate | 0.76 | 1.90 |
Number of long holdings: 274
Number of short holdings: 2
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 4.59 | - | - | |
Novartis | CH0012005267 | 2.29 | 93.68 | +2.32% | |
Novo Nordisk B | DK0062498333 | 2.06 | 750.9 | +4.03% | |
SAP | DE0007164600 | 1.70 | 225.900 | +0.53% | |
TotalEnergies SE | FR0000120271 | 1.62 | 57.09 | -0.16% | |
ABB | CH0012221716 | 1.51 | 50.16 | +1.17% | |
Rolls-Royce Holdings | GB00B63H8491 | 1.49 | 545.60 | +0.89% | |
BHP Group Ltd | AU000000BHP4 | 1.41 | 40.160 | +0.88% | |
Saint Gobain | FR0000125007 | 1.38 | 87.50 | -0.46% | |
Fortescue Metals | AU000000FMG4 | 1.37 | 18.310 | +1.10% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 1.99B | 22.21 | 25.67 | 10.46 | ||
AQR Large Cap Defensive Style I | 1.54B | 15.10 | 4.19 | 11.41 | ||
AQR Large Cap Multi-Style R6 | 995.99M | 19.16 | 9.44 | 10.97 | ||
AQR Large Cap Defensive Style R6 | 796.79M | 15.18 | 4.26 | 11.50 | ||
AQR TM Emerging Multi-Style R6 | 431.08M | 15.38 | 0.75 | - |
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