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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 | 13.46 |
Price to Book | 1.19 | 2.00 |
Price to Sales | 1.11 | 1.75 |
Price to Cash Flow | 5.93 | 7.61 |
Dividend Yield | 5.05 | 3.11 |
5 Years Earnings Growth | 11.06 | 11.50 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 25.13 | 22.21 |
Technology | 24.96 | 23.43 |
Basic Materials | 12.78 | 4.93 |
Industrials | 8.04 | 8.51 |
Consumer Cyclical | 7.98 | 14.80 |
Consumer Defensive | 6.75 | 6.41 |
Communication Services | 4.29 | 9.19 |
Energy | 3.67 | 3.97 |
Real Estate | 3.05 | 2.70 |
Utilities | 2.51 | 1.95 |
Healthcare | 0.83 | 4.31 |
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 Semiconductor | TW0002330008 | 4.65 | 1,400.00 | +2.56% | |
Samsung Electronics Co | KR7005930003 | 2.37 | 89,000 | +3.49% | |
Catcher Tech | TW0002474004 | 2.28 | 181.00 | -1.09% | |
Tencent Holdings Ltd | - | 2.20 | - | - | |
ALROSA | RU0007252813 | 2.15 | 41.85 | +0.24% | |
Grupo Financiero Banorte | MXP370711014 | 2.13 | 175.480 | -2.58% | |
China Construction Bank | CNE1000002H1 | 2.09 | 7.290 | -1.09% | |
Surgutneftegas Prf | RU0009029524 | 1.83 | 39.125 | +0.27% | |
Fubon Financial | TW0002881000 | 1.81 | 86.50 | -1.03% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 11.57B | 9.11 | 19.38 | 15.53 | ||
GMO Quality IV | 11.57B | 9.12 | 19.43 | 15.59 | ||
GMO Quality VI | 11.57B | 9.17 | 19.50 | 15.64 | ||
GMO Benchmark-Free Allocation III | 2.38B | 14.22 | 11.81 | 4.94 | ||
GMO Benchmark-Free Allocation IV | 2.38B | 14.28 | 11.91 | 5.00 |
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