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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.42 | 0.42 | 0.00 |
Shares | 94.95 | 95.24 | 0.29 |
Other | 4.62 | 4.62 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 9.19 | 12.98 |
Price to Book | 1.15 | 1.97 |
Price to Sales | 1.09 | 1.73 |
Price to Cash Flow | 3.66 | 7.56 |
Dividend Yield | 4.21 | 3.10 |
5 Years Earnings Growth | 14.20 | 11.87 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 27.56 | 22.21 |
Technology | 22.45 | 22.38 |
Consumer Cyclical | 12.04 | 15.56 |
Industrials | 10.39 | 8.40 |
Communication Services | 10.10 | 9.05 |
Basic Materials | 5.86 | 4.82 |
Energy | 3.95 | 4.12 |
Consumer Defensive | 2.83 | 6.64 |
Utilities | 2.35 | 2.00 |
Real Estate | 1.24 | 2.76 |
Healthcare | 1.24 | 4.45 |
Number of long holdings: 310
Number of short holdings: 1
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Taiwan Semicon | TW0002330008 | 8.67 | 1,100.00 | 0.00% | |
Limited Purpose Cash Investment | - | 4.62 | - | - | |
Tencent Holdings | KYG875721634 | 4.11 | 496.60 | 0.00% | |
Alibaba | KYG017191142 | 2.53 | 105.10 | +1.84% | |
China Construction Bank | CNE1000002H1 | 2.23 | 8.350 | -1.53% | |
Samsung Electronics Co | KR7005930003 | 1.98 | 62,600 | +2.62% | |
MediaTek | TW0002454006 | 1.36 | 1,420.00 | +1.43% | |
JBS SA | BRJBSSACNOR8 | 1.35 | - | - | |
Vedanta | INE205A01025 | 1.33 | 442.75 | +0.81% | |
Infosys ADR | US4567881085 | 1.33 | 18.19 | +0.50% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 4.72B | 17.67 | 26.25 | 12.06 | ||
AQR Large Cap Defensive Style I | 1.27B | 6.67 | 11.96 | 11.33 | ||
AQR Large Cap Multi-Style R6 | 920.07M | 9.38 | 20.30 | 11.85 | ||
AQR Large Cap Defensive Style R6 | 687.56M | 6.69 | 12.03 | 11.42 | ||
AQR International Multi-Style R6 | 551.16M | 27.27 | 19.01 | 6.99 |
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