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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 62.24 | 83.18 | 20.94 |
Shares | 35.67 | 64.95 | 29.28 |
Bonds | 0.32 | 11.05 | 10.73 |
Convertible | 0.19 | 0.19 | 0.00 |
Preferred | 0.06 | 0.06 | 0.00 |
Other | 1.52 | 1.64 | 0.12 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 16.83 | 14.76 |
Price to Book | 2.52 | 1.72 |
Price to Sales | 1.60 | 1.41 |
Price to Cash Flow | 10.12 | 8.76 |
Dividend Yield | 1.76 | 2.90 |
5 Years Earnings Growth | 13.29 | 10.58 |
Name | Net % | Category Average |
---|---|---|
Industrials | 23.64 | 11.26 |
Financial Services | 21.57 | 27.91 |
Consumer Cyclical | 20.70 | -1.42 |
Basic Materials | 13.70 | 10.66 |
Healthcare | 9.37 | 12.14 |
Consumer Defensive | 5.26 | 3.19 |
Technology | 2.81 | 15.22 |
Energy | 2.03 | 21.38 |
Communication Services | 0.47 | -10.34 |
Real Estate | 0.31 | 20.77 |
Utilities | 0.14 | -1.96 |
Number of long holdings: 606
Number of short holdings: 32
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Western Asset Macro Opportunities IS | - | 3.16 | - | - | |
Sherwin-Williams Co | - | 2.94 | - | - | |
Can 10yr Bond Fut Dec18 Xmod 20181218 | - | 2.80 | - | - | |
Ftse 100 Idx Fut Sep18 Ifll 20180921 | - | 2.71 | - | - | |
Us 10yr Note (Cbt)dec18 Xcbt 20181219 | - | 2.13 | - | - | |
JPMorgan Chase & Co | - | 1.65 | - | - | |
Ftse/Mib Idx Fut Sep18 Xdmi 20180921 | - | 1.47 | - | - | |
United States Treasury Bills 0% | - | 1.39 | - | - | |
Long Gilt Future Dec18 Ifll 20181227 | - | 1.32 | - | - | |
The Home Depot Inc | - | 1.29 | - | - |
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