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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 | 14.35 |
Price to Book | 1.29 | 1.84 |
Price to Sales | 1.02 | 1.46 |
Price to Cash Flow | 8.34 | 8.66 |
Dividend Yield | 2.76 | 3.17 |
5 Years Earnings Growth | 6.65 | 9.48 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 19.28 | 20.77 |
Healthcare | 12.89 | 10.63 |
Consumer Cyclical | 12.77 | 9.84 |
Technology | 12.05 | 12.78 |
Industrials | 10.23 | 16.68 |
Basic Materials | 9.71 | 6.62 |
Consumer Defensive | 7.64 | 8.57 |
Communication Services | 6.19 | 6.23 |
Utilities | 3.30 | 3.07 |
Energy | 3.25 | 4.27 |
Real Estate | 2.69 | 2.26 |
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 | 260.20 | -0.04% | |
Novartis | CH0012005267 | 1.89 | 101.54 | +0.38% | |
L'Oreal | FR0000120321 | 1.37 | 396.95 | -0.24% | |
NTT Inc | JP3735400008 | 1.34 | 158.9 | +0.57% | |
Fortescue Metals | AU000000FMG4 | 1.33 | 18.450 | -0.38% | |
ASML Holding | NL0010273215 | 1.31 | 636.10 | -0.08% | |
Fujitsu | JP3818000006 | 1.30 | 3,544.0 | +0.62% | |
Nomura | JP3762600009 | 1.28 | 1,051.0 | +0.48% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 5.25B | 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 | 958.16M | 11.69 | 17.53 | 11.80 | ||
AQR Large Cap Defensive Style R6 | 687.34M | 5.55 | 9.44 | 10.82 | ||
AQR International Multi-Style R6 | 571.08M | 26.48 | 17.22 | 6.80 |
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