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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.25 | 0.27 | 0.02 |
Stocks | 94.59 | 94.65 | 0.06 |
Other | 5.16 | 5.19 | 0.03 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 14.95 | 19.93 |
Price to Book | 2.04 | 3.33 |
Price to Sales | 1.68 | 2.62 |
Price to Cash Flow | 10.98 | 13.82 |
Dividend Yield | 2.84 | 1.81 |
5 Years Earnings Growth | 11.23 | 12.11 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 31.12 | 14.67 |
Industrials | 22.45 | 18.85 |
Technology | 9.95 | 19.71 |
Consumer Cyclical | 7.93 | 13.61 |
Communication Services | 6.96 | 5.62 |
Energy | 5.97 | 2.50 |
Consumer Defensive | 4.88 | 6.82 |
Healthcare | 4.42 | 12.60 |
Basic Materials | 4.04 | 6.58 |
Utilities | 1.71 | 1.48 |
Real Estate | 0.58 | 1.03 |
Number of long holdings: 319
Number of short holdings: 2
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Shell | GB00BP6MXD84 | 4.70 | 32.59 | +0.37% | |
Limited Purpose Cash Investment | - | 4.64 | - | - | |
SAP | DE0007164600 | 2.10 | 276.300 | -0.74% | |
Munich Re Group | DE0008430026 | 1.83 | 517.20 | -3.79% | |
Wolters Kluwer | NL0000395903 | 1.71 | 176.85 | -0.37% | |
RBC | CA7800871021 | 1.50 | 120.55 | -0.28% | |
Thomson Reuters | CA8849038085 | 1.45 | 245.45 | -0.37% | |
Commonwealth Bank Australia | AU000000CBA7 | 1.44 | 156.160 | -1.75% | |
Shopify Inc | CA82509L1076 | 1.43 | 127.66 | -1.28% | |
UniCredit | IT0005239360 | 1.38 | 47.910 | -1.01% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.65B | 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 | 957.23M | 3.59 | 12.33 | 11.72 | ||
AQR Large Cap Defensive Style R6 | 704.95M | 3.47 | 6.25 | 11.48 | ||
AQR International Multi-Style R6 | 505.32M | 5.08 | 5.81 | 5.56 |
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