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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 1.07 | 1.07 | 0.00 |
Shares | 92.15 | 92.15 | 0.00 |
Bonds | 1.44 | 1.44 | 0.00 |
Preferred | 1.52 | 1.52 | 0.00 |
Other | 3.83 | 3.88 | 0.05 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.20 | 11.64 |
Price to Book | 1.36 | 1.39 |
Price to Sales | 0.71 | 0.99 |
Price to Cash Flow | 2.55 | 6.33 |
Dividend Yield | 3.66 | 4.01 |
5 Years Earnings Growth | 11.23 | 9.67 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 17.55 | 22.40 |
Consumer Cyclical | 14.69 | 10.65 |
Industrials | 14.05 | 14.67 |
Healthcare | 13.49 | 10.60 |
Consumer Defensive | 12.21 | 9.55 |
Basic Materials | 11.42 | 7.19 |
Technology | 7.44 | 8.53 |
Real Estate | 3.37 | 1.81 |
Energy | 3.01 | 6.59 |
Communication Services | 2.50 | 6.06 |
Utilities | 0.29 | 3.50 |
Number of long holdings: 90
Number of short holdings: 0
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
AstraZeneca | GB0009895292 | 2.81 | 10,766.0 | +1.20% | |
GlaxoSmithKline PLC | GB0009252882 | 2.74 | - | - | |
Allianz | DE0008404005 | 2.61 | 352.90 | +0.60% | |
British American Tobacco | GB0002875804 | 2.60 | 3,391.0 | 0.00% | |
Roche Holding | CH0012032113 | 2.60 | 285.80 | +1.78% | |
GMO US Treasury | - | 2.46 | - | - | |
Itochu Corp. | JP3143600009 | 2.39 | 7,518.0 | -0.03% | |
Marubeni Corp. | JP3877600001 | 2.35 | 2,884.5 | +0.82% | |
BNP Paribas | FR0000131104 | 2.26 | 76.64 | -0.75% | |
Nippon Telegraph & Telephone Corp | JP3735400008 | 2.22 | 158.5 | -0.25% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.21B | -1.60 | 13.64 | 13.75 | ||
GMO Quality VI | 3.16B | -1.56 | 13.74 | 13.86 | ||
GMO Implementation | 1.96B | 5.64 | 8.63 | 3.48 | ||
GMO Benchmark-Free III | 1.15B | 5.44 | 8.11 | 4.26 | ||
GMO Quality IV | 1.04B | -1.59 | 13.70 | 13.81 |
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