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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 99.68 | 99.68 | 0.00 |
Other | 5.31 | 5.31 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.12 | 14.19 |
Price to Book | 1.29 | 1.82 |
Price to Sales | 1.02 | 1.45 |
Price to Cash Flow | 8.34 | 8.61 |
Dividend Yield | 2.76 | 3.19 |
5 Years Earnings Growth | 6.65 | 9.51 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 19.28 | 20.72 |
Healthcare | 12.89 | 10.77 |
Consumer Cyclical | 12.77 | 10.01 |
Technology | 12.05 | 12.68 |
Industrials | 10.23 | 16.55 |
Basic Materials | 9.71 | 6.62 |
Consumer Defensive | 7.64 | 8.62 |
Communication Services | 6.19 | 6.20 |
Utilities | 3.30 | 3.04 |
Energy | 3.25 | 4.23 |
Real Estate | 2.69 | 2.25 |
Number of long holdings: 274
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Msci Eafe Index Future Mar 21 | - | 5.68 | - | - | |
Ubs Money Ser | - | 5.25 | - | - | |
Roche Holding Participation | CH0012032048 | 2.40 | 260.40 | +0.31% | |
Novartis | CH0012005267 | 1.89 | 95.04 | +0.02% | |
L'Oreal | FR0000120321 | 1.37 | 393.50 | +1.27% | |
NTT Inc | JP3735400008 | 1.34 | 152.7 | +0.86% | |
Fortescue Metals | AU000000FMG4 | 1.33 | 17.770 | -2.31% | |
ASML Holding | NL0010273215 | 1.31 | 619.80 | -1.23% | |
Fujitsu | JP3818000006 | 1.30 | 3,305.0 | -0.75% | |
Nomura | JP3762600009 | 1.28 | 1,005.0 | -0.05% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 4.78B | 17.67 | 26.25 | 12.06 | ||
AQR Large Cap Defensive Style I | 1.28B | 6.67 | 11.96 | 11.33 | ||
AQR Large Cap Multi-Style R6 | 940.49M | 9.38 | 20.30 | 11.85 | ||
AQR Large Cap Defensive Style R6 | 688.51M | 6.69 | 12.03 | 11.42 | ||
AQR International Multi-Style R6 | 553.84M | 27.27 | 19.01 | 6.99 |
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