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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 97.98 | 97.98 | 0.00 |
Other | 5.28 | 5.28 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 12.61 | 13.03 |
Price to Book | 1.49 | 2.01 |
Price to Sales | 0.84 | 1.72 |
Price to Cash Flow | 5.15 | 7.59 |
Dividend Yield | 2.60 | 3.14 |
5 Years Earnings Growth | 12.84 | 13.32 |
Name | Net % | Category Average |
---|---|---|
Technology | 24.03 | 23.21 |
Consumer Cyclical | 16.64 | 14.99 |
Financial Services | 13.03 | 21.52 |
Basic Materials | 10.95 | 4.74 |
Communication Services | 9.72 | 8.68 |
Consumer Defensive | 5.72 | 6.94 |
Industrials | 5.64 | 8.52 |
Healthcare | 5.58 | 4.49 |
Energy | 4.51 | 4.29 |
Real Estate | 3.36 | 2.85 |
Utilities | 0.83 | 2.12 |
Number of long holdings: 332
Number of short holdings: 15
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Taiwan Semiconductor Manufacturing Co Ltd Adr | - | 5.77 | - | - | |
Tencent Holdings Ltd | - | 5.50 | - | - | |
Ubs Money Ser | - | 5.28 | - | - | |
Alibaba Group Holding Ltd Adr | - | 4.96 | - | - | |
Msci Emerging Markets Index Future Mar 21 | - | 4.61 | - | - | |
Samsung Electronics Co | KR7005930003 | 4.35 | 55,600 | +3.54% | |
Infosys Ltd Adr | - | 1.83 | - | - | |
UMC Corp | TW0002303005 | 1.37 | 40.20 | +0.12% | |
LG Electronics | KR7066570003 | 1.34 | 79,100 | -0.63% | |
Meituan | - | 1.29 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.54B | 4.18 | 22.39 | 11.01 | ||
AQR Large Cap Defensive Style I | 1.38B | 3.46 | 6.17 | 11.39 | ||
AQR Large Cap Multi-Style R6 | 946.75M | 3.59 | 12.33 | 11.72 | ||
AQR Large Cap Defensive Style R6 | 694.6M | 3.47 | 6.25 | 11.48 | ||
AQR International Multi-Style R6 | 488M | 5.08 | 5.81 | 5.56 |
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