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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 | 11.48 |
Price to Book | 1.29 | 1.40 |
Price to Sales | 0.88 | 0.98 |
Price to Cash Flow | 7.56 | 6.30 |
Dividend Yield | 3.47 | 4.04 |
5 Years Earnings Growth | 10.85 | 10.11 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 24.70 | 21.27 |
Industrials | 19.51 | 14.61 |
Technology | 11.59 | 8.43 |
Healthcare | 9.38 | 10.80 |
Energy | 7.87 | 6.77 |
Consumer Cyclical | 6.66 | 11.13 |
Basic Materials | 6.53 | 7.59 |
Consumer Defensive | 5.60 | 9.53 |
Communication Services | 4.64 | 6.00 |
Utilities | 2.76 | 3.77 |
Real Estate | 0.76 | 1.92 |
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 | 87.68 | +1.11% | |
Novo Nordisk B | DK0062498333 | 2.06 | 622.6 | +5.67% | |
SAP | DE0007164600 | 1.70 | 236.350 | -0.17% | |
TotalEnergies SE | FR0000120271 | 1.62 | 52.01 | +0.31% | |
ABB | CH0012221716 | 1.51 | 49.19 | +0.68% | |
Rolls-Royce Holdings | GB00B63H8491 | 1.49 | 577.60 | +0.35% | |
BHP Group Ltd | AU000000BHP4 | 1.41 | 39.730 | -0.43% | |
Saint Gobain | FR0000125007 | 1.38 | 85.60 | +0.19% | |
Fortescue Metals | AU000000FMG4 | 1.37 | 18.400 | 0.00% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.07B | 28.51 | 27.41 | 10.75 | ||
AQR Large Cap Defensive Style I | 1.4B | 21.20 | 6.52 | 11.61 | ||
AQR Large Cap Multi-Style R6 | 931.18M | 27.59 | 12.27 | 11.40 | ||
AQR Large Cap Defensive Style R6 | 687.15M | 21.30 | 6.59 | 11.70 | ||
AQR TM Emerging Multi-Style R6 | 421.73M | 13.18 | 1.42 | - |
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