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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 2.99 | 11.68 | 8.69 |
Shares | 66.50 | 84.39 | 17.89 |
Bonds | 33.52 | 34.89 | 1.37 |
Preferred | 0.01 | 0.01 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 9.91 | 15.82 |
Price to Book | 1.11 | 2.34 |
Price to Sales | 0.76 | 1.74 |
Price to Cash Flow | 5.70 | 9.95 |
Dividend Yield | 4.45 | 2.88 |
5 Years Earnings Growth | 12.13 | 10.57 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 23.60 | 15.09 |
Industrials | 16.12 | 11.03 |
Consumer Cyclical | 11.48 | 8.37 |
Energy | 10.24 | 7.00 |
Basic Materials | 8.76 | 4.77 |
Technology | 8.74 | 18.79 |
Healthcare | 8.40 | 11.26 |
Consumer Defensive | 5.45 | 7.69 |
Communication Services | 5.29 | 6.29 |
Utilities | 1.15 | 5.26 |
Real Estate | 0.78 | 7.12 |
Number of long holdings: 1,273
Number of short holdings: 196
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Notes 1.38% | - | 7.19 | - | - | |
GMO Resources VI | - | 4.64 | - | - | |
GMO Opportunistic Income VI | - | 4.54 | - | - | |
United States Treasury Notes 1.75% | - | 4.31 | - | - | |
GMO Emerging Country Debt VI | - | 3.99 | - | - | |
GMO US Treasury | - | 3.70 | - | - | |
United States Treasury Notes 5.48% | - | 2.51 | - | - | |
5 Year Treasury Note Future Sept 24 | - | 2.30 | - | - | |
10 Year Treasury Note Future Sept 24 | - | 1.70 | - | - | |
GMO Climate Change III | - | 1.25 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality VI | 3.14B | 17.95 | 10.18 | 14.37 | ||
GMO Quality III | 3.09B | 17.85 | 10.07 | 14.25 | ||
GMO Implementation | 2.31B | 4.07 | 6.10 | 3.18 | ||
GMO Quality IV | 1.41B | 17.92 | 10.12 | 14.31 | ||
GMO Benchmark-Free Allocation III | 864.47M | 3.62 | 5.08 | 3.10 |
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