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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 | 13.40 |
Price to Book | 1.19 | 2.03 |
Price to Sales | 1.11 | 1.76 |
Price to Cash Flow | 5.93 | 7.69 |
Dividend Yield | 5.05 | 3.10 |
5 Years Earnings Growth | 11.06 | 11.64 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 25.13 | 22.21 |
Technology | 24.96 | 23.28 |
Basic Materials | 12.78 | 4.87 |
Industrials | 8.04 | 8.49 |
Consumer Cyclical | 7.98 | 14.95 |
Consumer Defensive | 6.75 | 6.44 |
Communication Services | 4.29 | 9.03 |
Energy | 3.67 | 4.04 |
Real Estate | 3.05 | 2.77 |
Utilities | 2.51 | 1.95 |
Healthcare | 0.83 | 4.32 |
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 | 1,160.00 | 0.00% | |
Samsung Electronics Co | KR7005930003 | 2.37 | 69,700 | +0.14% | |
Catcher Tech | TW0002474004 | 2.28 | 188.50 | -0.79% | |
Tencent Holdings Ltd | - | 2.20 | - | - | |
ALROSA | RU0007252813 | 2.15 | 47.13 | +0.32% | |
Grupo Financiero Banorte | MXP370711014 | 2.13 | 170.700 | -0.52% | |
China Construction Bank | CNE1000002H1 | 2.09 | 7.510 | -0.27% | |
Surgutneftegas Prf | RU0009029524 | 1.83 | 43.420 | +0.12% | |
Fubon Financial | TW0002881000 | 1.81 | 83.90 | -1.53% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.48B | 6.03 | 16.24 | 14.46 | ||
GMO Quality VI | 3.02B | 6.09 | 16.35 | 14.57 | ||
GMO Implementation | 2.05B | 11.21 | 11.42 | 4.35 | ||
GMO Benchmark-Free III | 1.22B | 10.68 | 10.85 | 5.03 | ||
GMO Quality IV | 1.08B | 6.05 | 16.29 | 14.51 |
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