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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 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 | 13.03 |
Price to Book | 1.22 | 2.00 |
Price to Sales | 1.01 | 1.72 |
Price to Cash Flow | 5.37 | 7.65 |
Dividend Yield | 7.01 | 3.13 |
5 Years Earnings Growth | 12.64 | 13.41 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 27.18 | 21.51 |
Technology | 18.89 | 23.14 |
Energy | 14.37 | 4.33 |
Industrials | 7.86 | 8.54 |
Basic Materials | 6.88 | 4.79 |
Consumer Defensive | 6.53 | 6.95 |
Consumer Cyclical | 6.40 | 15.04 |
Utilities | 5.40 | 2.13 |
Healthcare | 3.36 | 4.49 |
Communication Services | 1.83 | 8.61 |
Real Estate | 1.30 | 2.83 |
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 | 1,110.00 | +1.37% | |
OTP Bank | HU0000061726 | 2.93 | 23,550.0 | -0.93% | |
Grupo Financiero Banorte | MXP370711014 | 2.78 | 145.470 | -1.49% | |
China Construction Bank | CNE1000002H1 | 2.66 | 6.310 | -0.16% | |
China Feihe | KYG2121Q1055 | 2.32 | 5.48 | +0.55% | |
Vipshop | US92763W1036 | 2.08 | 14.37 | -3.17% | |
Industrial Commercial Bank of China ltd | CNE1000003G1 | 1.97 | 5.350 | -0.19% | |
Oil & Natural Gas | INE213A01029 | 1.90 | 259.30 | -0.90% | |
Novatek Micro | TW0003034005 | 1.82 | 539.00 | +0.00% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
GMO Quality III | 3.17B | 18.92 | 9.44 | 14.06 | ||
GMO Quality VI | 3.19B | 19.04 | 9.55 | 14.17 | ||
GMO Implementation | 1.95B | 5.01 | 5.97 | 3.30 | ||
GMO Quality IV | 1.43B | 19.00 | 9.50 | 14.11 | ||
GMO Benchmark-Free III | 1.12B | 4.63 | 5.23 | 4.02 |
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