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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 104.54 | 104.54 | 0.00 |
Bonds | 0.47 | 0.47 | 0.00 |
Preferred | 0.15 | 0.15 | 0.00 |
Other | 0.32 | 2.81 | 2.49 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.60 | 13.39 |
Price to Book | 1.22 | 2.03 |
Price to Sales | 1.01 | 1.76 |
Price to Cash Flow | 5.37 | 7.69 |
Dividend Yield | 7.01 | 3.10 |
5 Years Earnings Growth | 12.64 | 11.63 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 27.18 | 22.23 |
Technology | 18.89 | 23.26 |
Energy | 14.37 | 4.05 |
Industrials | 7.86 | 8.49 |
Basic Materials | 6.88 | 4.87 |
Consumer Defensive | 6.53 | 6.45 |
Consumer Cyclical | 6.40 | 14.96 |
Utilities | 5.40 | 1.95 |
Healthcare | 3.36 | 4.32 |
Communication Services | 1.83 | 9.02 |
Real Estate | 1.30 | 2.77 |
Number of long holdings: 368
Number of short holdings: 2
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
MSCI Emerging Markets Index Future June 24 | - | 6.76 | - | - | |
Taiwan Semicon | TW0002330008 | 6.36 | 1,150.00 | +1.32% | |
OTP Bank | HU0000061726 | 2.93 | 30,720.0 | +0.03% | |
Grupo Financiero Banorte | MXP370711014 | 2.78 | 169.250 | +2.02% | |
China Construction Bank | CNE1000002H1 | 2.66 | 7.750 | +0.13% | |
China Feihe | KYG2121Q1055 | 2.32 | 4.55 | -0.44% | |
Vipshop | US92763W1036 | 2.08 | 17.26 | +1.77% | |
Industrial Commercial Bank of China ltd | CNE1000003G1 | 1.97 | 5.960 | +0.34% | |
Oil & Natural Gas | INE213A01029 | 1.90 | 236.29 | -0.84% | |
Novatek Micro | TW0003034005 | 1.82 | 425.50 | -0.12% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.42B | 6.03 | 16.24 | 14.46 | ||
GMO Quality VI | 2.97B | 6.09 | 16.35 | 14.57 | ||
GMO Implementation | 2.04B | 11.21 | 11.42 | 4.35 | ||
GMO Benchmark-Free III | 1.21B | 10.68 | 10.85 | 5.03 | ||
GMO Quality IV | 1.07B | 6.05 | 16.29 | 14.51 |
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