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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 | 11.81 |
Price to Book | 1.36 | 1.40 |
Price to Sales | 0.71 | 0.99 |
Price to Cash Flow | 2.55 | 6.41 |
Dividend Yield | 3.66 | 4.00 |
5 Years Earnings Growth | 11.23 | 9.46 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 17.55 | 22.45 |
Consumer Cyclical | 14.69 | 10.48 |
Industrials | 14.05 | 14.77 |
Healthcare | 13.49 | 10.47 |
Consumer Defensive | 12.21 | 9.56 |
Basic Materials | 11.42 | 7.20 |
Technology | 7.44 | 8.64 |
Real Estate | 3.37 | 1.82 |
Energy | 3.01 | 6.44 |
Communication Services | 2.50 | 6.00 |
Utilities | 0.29 | 3.69 |
Number of long holdings: 90
Number of short holdings: 0
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
AstraZeneca | GB0009895292 | 2.81 | 11,104.0 | -1.94% | |
GlaxoSmithKline PLC | GB0009252882 | 2.74 | - | - | |
Allianz | DE0008404005 | 2.61 | 334.10 | -3.77% | |
British American Tobacco | GB0002875804 | 2.60 | 4,131.0 | +2.25% | |
Roche Holding | CH0012032113 | 2.60 | 272.80 | -0.80% | |
GMO US Treasury | - | 2.46 | - | - | |
Itochu Corp. | JP3143600009 | 2.39 | 7,835.0 | -1.24% | |
Marubeni Corp. | JP3877600001 | 2.35 | 3,046.0 | -2.15% | |
BNP Paribas | FR0000131104 | 2.26 | 76.53 | -4.41% | |
NTT Inc | JP3735400008 | 2.22 | 155.9 | +2.10% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.29B | 7.30 | 19.49 | 14.97 | ||
GMO Quality VI | 2.87B | 7.33 | 19.60 | 15.08 | ||
GMO Implementation | 1.97B | 10.58 | 11.52 | 4.18 | ||
GMO Benchmark-Free III | 1.17B | 9.92 | 10.93 | 4.89 | ||
GMO Quality IV | 1.04B | 7.31 | 19.55 | 15.03 |
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