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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.42 | 0.42 | 0.00 |
Stocks | 94.89 | 95.10 | 0.21 |
Other | 4.69 | 4.69 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.83 | 13.02 |
Price to Book | 1.19 | 2.00 |
Price to Sales | 0.90 | 1.73 |
Price to Cash Flow | 5.58 | 7.59 |
Dividend Yield | 5.21 | 3.14 |
5 Years Earnings Growth | 14.40 | 13.11 |
Name | Net % | Category Average |
---|---|---|
Technology | 25.93 | 23.46 |
Financial Services | 24.10 | 21.47 |
Consumer Cyclical | 13.28 | 15.04 |
Industrials | 9.11 | 8.48 |
Energy | 7.55 | 4.25 |
Communication Services | 7.12 | 8.71 |
Basic Materials | 4.28 | 4.74 |
Utilities | 3.55 | 2.10 |
Consumer Defensive | 2.72 | 6.85 |
Healthcare | 1.19 | 4.44 |
Real Estate | 1.18 | 2.86 |
Number of long holdings: 327
Number of short holdings: 2
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Taiwan Semicon | TW0002330008 | 10.44 | 971.00 | -2.71% | |
Limited Purpose Cash Investment | - | 4.69 | - | - | |
Tencent Holdings | KYG875721634 | 3.51 | 512.00 | -1.06% | |
China Construction Bank | CNE1000002H1 | 2.34 | 6.650 | 0.00% | |
Samsung Electronics Co | KR7005930003 | 1.89 | 54,900 | +2.43% | |
MediaTek | TW0002454006 | 1.65 | 1,385.00 | -0.72% | |
Hon Hai Precision | TW0002317005 | 1.44 | 168.50 | -2.03% | |
JD | KYG8208B1014 | 1.39 | 156.70 | -2.12% | |
Alibaba | KYG017191142 | 1.36 | 134.80 | +0.90% | |
Meituan | KYG596691041 | 1.27 | 168.30 | -1.92% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.93B | 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 | 857.98M | 1.39 | 12.41 | 10.87 | ||
AQR Large Cap Defensive Style R6 | 690.22M | 5.45 | 8.07 | 11.18 | ||
AQR International Multi-Style R6 | 507.45M | 10.31 | 8.42 | 5.54 |
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