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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 110.97 | 112.88 | 1.91 |
Bonds | 1.47 | 1.47 | 0.00 |
Preferred | 1.93 | 1.93 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.69 | 12.98 |
Price to Book | 1.19 | 1.97 |
Price to Sales | 1.11 | 1.73 |
Price to Cash Flow | 5.93 | 7.56 |
Dividend Yield | 5.05 | 3.10 |
5 Years Earnings Growth | 11.06 | 11.87 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 25.13 | 22.21 |
Technology | 24.96 | 22.38 |
Basic Materials | 12.78 | 4.82 |
Industrials | 8.04 | 8.40 |
Consumer Cyclical | 7.98 | 15.56 |
Consumer Defensive | 6.75 | 6.64 |
Communication Services | 4.29 | 9.05 |
Energy | 3.67 | 4.12 |
Real Estate | 3.05 | 2.76 |
Utilities | 2.51 | 2.00 |
Healthcare | 0.83 | 4.45 |
Number of long holdings: 426
Number of short holdings: 4
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
MSCI Emerging Markets Index Future Dec 21 | - | 18.73 | - | - | |
Taiwan Semicon | TW0002330008 | 4.65 | 1,095.00 | -0.45% | |
Samsung Electronics Co | KR7005930003 | 2.37 | 64,500 | +1.26% | |
Catcher Tech | TW0002474004 | 2.28 | 210.50 | +0.24% | |
Tencent Holdings Ltd | - | 2.20 | - | - | |
ALROSA | RU0007252813 | 2.15 | 44.85 | -0.07% | |
Grupo Financiero Banorte | MXP370711014 | 2.13 | 163.220 | +1.42% | |
China Construction Bank | CNE1000002H1 | 2.09 | 8.410 | -0.12% | |
Surgutneftegas Prf | RU0009029524 | 1.83 | 52.200 | +0.08% | |
Fubon Financial | TW0002881000 | 1.81 | 82.60 | 0.00% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.38B | 7.30 | 19.49 | 14.97 | ||
GMO Quality VI | 2.95B | 7.33 | 19.60 | 15.08 | ||
GMO Implementation | 1.99B | 10.58 | 11.52 | 4.18 | ||
GMO Benchmark-Free III | 1.17B | 9.92 | 10.93 | 4.89 | ||
GMO Quality IV | 1.06B | 7.31 | 19.55 | 15.03 |
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