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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.29 | 0.30 | 0.01 |
Stocks | 92.01 | 92.04 | 0.03 |
Preferred | 0.35 | 0.35 | 0.00 |
Other | 7.35 | 7.36 | 0.01 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 11.58 | 11.56 |
Price to Book | 1.36 | 1.39 |
Price to Sales | 1.04 | 0.97 |
Price to Cash Flow | 9.08 | 6.31 |
Dividend Yield | 3.47 | 4.01 |
5 Years Earnings Growth | 11.42 | 10.18 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 28.29 | 22.07 |
Industrials | 20.77 | 14.71 |
Technology | 13.35 | 8.52 |
Healthcare | 7.40 | 10.64 |
Communication Services | 6.69 | 6.14 |
Energy | 6.62 | 6.60 |
Basic Materials | 4.84 | 7.30 |
Consumer Cyclical | 4.75 | 10.87 |
Consumer Defensive | 4.70 | 9.43 |
Utilities | 2.04 | 3.44 |
Real Estate | 0.55 | 1.88 |
Number of long holdings: 262
Number of short holdings: 1
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Limited Purpose Cash Investment | - | 7.09 | - | - | |
Novartis | CH0012005267 | 2.12 | 98.62 | +0.34% | |
SAP | DE0007164600 | 1.96 | 246.750 | -1.00% | |
ABB | CH0012221716 | 1.51 | 46.96 | -2.69% | |
KDDI Corp. | JP3496400007 | 1.50 | 2,354.0 | -3.62% | |
Tokyo Electron | JP3571400005 | 1.49 | 20,205.0 | -6.13% | |
Rolls-Royce Holdings | GB00B63H8491 | 1.43 | 771.20 | -3.24% | |
Societe Generale | FR0000130809 | 1.42 | 42.54 | -1.87% | |
Barclays | GB0031348658 | 1.41 | 293.50 | -3.29% | |
Wolters Kluwer | NL0000395903 | 1.35 | 145.15 | +0.17% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 3.19B | 8.24 | 23.56 | 11.17 | ||
AQR Large Cap Defensive Style I | 1.32B | 5.48 | 7.99 | 11.09 | ||
AQR Large Cap Multi-Style R6 | 860.59M | 1.39 | 12.41 | 10.87 | ||
AQR Large Cap Defensive Style R6 | 700.59M | 5.45 | 8.07 | 11.18 | ||
AQR TM Emerging Multi-Style R6 | 425.43M | 0.68 | 1.17 | 2.99 |
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