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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 57.940 | 65.270 | 7.330 |
Stocks | 0.610 | 0.800 | 0.190 |
Bonds | 23.360 | 23.410 | 0.050 |
Other | 18.090 | 19.140 | 1.050 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 17.281 | 16.297 |
Price to Book | 2.585 | 2.612 |
Price to Sales | 1.829 | 2.342 |
Price to Cash Flow | 10.068 | 10.393 |
Dividend Yield | 2.325 | 2.929 |
5 Years Earnings Growth | 10.036 | 9.881 |
Name | Net % | Category Average |
---|---|---|
Technology | 17.580 | 11.944 |
Financial Services | 16.100 | 13.296 |
Consumer Cyclical | 14.040 | 10.050 |
Industrials | 13.920 | 16.574 |
Healthcare | 12.930 | 12.480 |
Consumer Defensive | 6.700 | 7.890 |
Basic Materials | 4.840 | 6.332 |
Energy | 4.580 | 3.983 |
Real Estate | 4.380 | 20.503 |
Utilities | 2.680 | 3.146 |
Communication Services | 2.260 | 3.393 |
Number of long holdings: 167
Number of short holdings: 160
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills | - | 15.53 | - | - | |
BlackRock ICS USD Liquidity Select Inc | IE00B42FSK65 | 15.22 | - | - | |
Stt Strt USD Lqudty LVNAV I Acc | IE00B1XG4657 | 14.96 | - | - | |
Invesco US Dollar Liqdty Port Instl | IE0008040424 | 14.30 | - | - | |
Gold 100 oz Aug19 | - | 2.65 | - | - | |
Palladium Future Sept 19 | - | 0.54 | - | - | |
Euro Schatz Future Sept 19 | DE000C220MR1 | 0.28 | - | - | |
Euro Bund Future Sept 19 | DE000C220MP5 | 0.22 | - | - | |
Euro BUXL 30Y Bond Sept19 | - | 0.22 | - | - | |
Long-Term Euro BTP Future Sept 19 | DE000C220MM2 | 0.21 | - | - |
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