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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 62.55 | 88.67 | 26.12 |
Bonds | 59.84 | 69.73 | 9.89 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.47 | 16.78 |
Price to Book | 1.14 | 2.64 |
Price to Sales | 0.77 | 1.94 |
Price to Cash Flow | 5.95 | 10.49 |
Dividend Yield | 3.71 | 2.59 |
5 Years Earnings Growth | 9.51 | 9.66 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 25.06 | 18.02 |
Industrials | 15.81 | 11.67 |
Consumer Cyclical | 11.71 | 9.78 |
Healthcare | 11.15 | 10.71 |
Technology | 9.27 | 18.87 |
Basic Materials | 7.41 | 4.02 |
Consumer Defensive | 6.96 | 7.20 |
Communication Services | 5.89 | 7.15 |
Energy | 5.19 | 4.90 |
Real Estate | 0.98 | 5.10 |
Utilities | 0.56 | 3.60 |
Number of long holdings: 1,150
Number of short holdings: 184
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
GMO Alternative Allocation VI | - | 12.92 | - | - | |
5 Year Treasury Note Future June 25 | - | 10.53 | - | - | |
2 Year Treasury Note Future June 25 | - | 8.59 | - | - | |
United States Treasury Notes 4.39% | - | 7.39 | - | - | |
10 Year Treasury Note Future June 25 | - | 4.31 | - | - | |
GMO Opportunistic Income VI | - | 3.27 | - | - | |
United States Treasury Notes 1.88% | - | 2.80 | - | - | |
United States Treasury Notes 2.13% | - | 2.67 | - | - | |
GMO Resources VI | - | 2.59 | - | - | |
Ultra 10 Year US Treasury Note Future June 25 | - | 2.16 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.37B | 7.30 | 19.49 | 14.97 | ||
GMO Quality VI | 2.94B | 7.33 | 19.60 | 15.08 | ||
GMO Implementation | 1.97B | 10.58 | 11.52 | 4.18 | ||
GMO Quality IV | 1.06B | 7.31 | 19.55 | 15.03 | ||
GMO Benchmark-Free Allocation III | 746.21M | 9.10 | 10.18 | 4.01 |
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