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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 6.370 | 247.080 | 240.710 |
Shares | 77.640 | 78.820 | 1.180 |
Other | 15.990 | 16.270 | 0.280 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.253 | 14.332 |
Price to Book | 0.836 | 1.835 |
Price to Sales | 0.594 | 1.456 |
Price to Cash Flow | 3.123 | 8.636 |
Dividend Yield | 5.878 | 3.187 |
5 Years Earnings Growth | 7.840 | 9.473 |
Name | Net % | Category Average |
---|---|---|
Industrials | 18.720 | 16.651 |
Financial Services | 18.480 | 20.734 |
Basic Materials | 14.990 | 6.605 |
Consumer Cyclical | 12.410 | 9.841 |
Healthcare | 8.970 | 10.644 |
Consumer Defensive | 7.990 | 8.591 |
Energy | 7.130 | 4.269 |
Technology | 4.630 | 12.819 |
Communication Services | 3.130 | 6.240 |
Real Estate | 2.770 | 2.266 |
Utilities | 0.770 | 3.083 |
Number of long holdings: 1,605
Number of short holdings: 10
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 16.12 | - | - | |
Saint Gobain | FR0000125007 | 2.19 | 100.65 | +3.02% | |
Novartis | CH0012005267 | 1.95 | 100.90 | +0.68% | |
South32 | AU000000S320 | 1.79 | 2.880 | -1.71% | |
TotalEnergies SE | FR0000120271 | 1.75 | 53.70 | +1.28% | |
Nokia Oyj | FI0009000681 | 1.25 | 3.646 | +1.50% | |
Mizuho Financial | JP3885780001 | 1.25 | 4,805.0 | +0.69% | |
Dai-ichi Life | JP3476480003 | 1.24 | 1,250.5 | +1.38% | |
BHP Group Ltd | AU000000BHP4 | 1.22 | 41.495 | -1.48% | |
British American Tobacco | GB0002875804 | 1.19 | 4,236.0 | -0.56% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 5.06B | 16.48 | 26.90 | 11.43 | ||
AQR Large Cap Defensive Style I | 1.27B | 5.53 | 9.36 | 10.74 | ||
AQR Large Cap Multi-Style R6 | 950.93M | 11.69 | 17.53 | 11.80 | ||
AQR Large Cap Defensive Style R6 | 688.84M | 5.55 | 9.44 | 10.82 | ||
AQR International Multi-Style R6 | 577.35M | 26.48 | 17.22 | 6.80 |
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