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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 | 1.39 |
Price to Sales | 0.88 | 0.97 |
Price to Cash Flow | 7.56 | 6.26 |
Dividend Yield | 3.47 | 4.07 |
5 Years Earnings Growth | 10.85 | 10.15 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 24.70 | 21.56 |
Industrials | 19.51 | 14.70 |
Technology | 11.59 | 8.37 |
Healthcare | 9.38 | 10.73 |
Energy | 7.87 | 6.82 |
Consumer Cyclical | 6.66 | 10.95 |
Basic Materials | 6.53 | 7.51 |
Consumer Defensive | 5.60 | 9.48 |
Communication Services | 4.64 | 6.11 |
Utilities | 2.76 | 3.69 |
Real Estate | 0.76 | 1.89 |
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 | 90.26 | +0.59% | |
Novo Nordisk B | DK0062498333 | 2.06 | 581.0 | -0.10% | |
SAP | DE0007164600 | 1.70 | 262.400 | +0.04% | |
TotalEnergies SE | FR0000120271 | 1.62 | 56.14 | -0.43% | |
ABB | CH0012221716 | 1.51 | 53.58 | +0.04% | |
Rolls-Royce Holdings | GB00B63H8491 | 1.49 | 611.60 | +1.36% | |
BHP Group Ltd | AU000000BHP4 | 1.41 | 39.120 | -1.71% | |
Saint Gobain | FR0000125007 | 1.38 | 89.70 | +1.49% | |
Fortescue Metals | AU000000FMG4 | 1.37 | 18.620 | -2.15% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.33B | 30.06 | 24.44 | 10.73 | ||
AQR Large Cap Defensive Style I | 1.38B | 13.88 | 2.43 | 10.90 | ||
AQR Large Cap Multi-Style R6 | 956.8M | 23.07 | 9.48 | 10.99 | ||
AQR Large Cap Defensive Style R6 | 695.14M | 14.01 | 2.51 | 11.00 | ||
AQR TM Emerging Multi-Style R6 | 422.07M | 12.06 | -0.15 | - |
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