Portfolio Exposure
+87.2%
Gross Long
-84.0%
Gross Short
171.2%
Gross Exposure
Limit: 325%
+3.2%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
ATHABASCA OIL CORP
ATHABASCA OIL CORP
+4.78%
2
OIH
VANECK OIL SERVICES ETF
+4.32%
3
DVN
DEVON ENERGY CORP
+3.76%
4
PSX
PHILLIPS 66
+3.42%
5
APA
APA CORP
+3.08%
6
GM
GENERAL MOTORS CO
+2.89%
7
MU
MICRON TECHNOLOGY INC
+2.87%
8
LNG
CHENIERE ENERGY INC
+2.81%
9
CAT
CATERPILLAR INC
+2.76%
10
EQT
EQT CORP
+2.52%
Top 10 Shorts
1
META
META PLATFORMS INC
-8.58%
2
XOP
STATE STREET SPDR S&P OIL & GAS
-5.76%
3
AVGO
BROADCOM INC
-5.63%
4
GOOGL
ALPHABET INC
-5.47%
5
NVDA
NVIDIA CORP
-3.17%
6
AMD
ADVANCED MICRO DEVICES INC
-3.11%
7
TT
TRANE TECHNOLOGIES PLC
-2.80%
8
VRT
VERTIV HOLDINGS CO
-2.64%
9
ALAB
ASTERA LABS INC
-1.99%
10
XOM
EXXON MOBIL CORPORATION
-1.98%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
-0.085
Momentum
+0.399
Size
-0.265
Value
+0.139
Growth
-0.341
Residual Volatility
+0.148
Profitability
-0.301
Leverage
+0.070
Liquidity
+0.294
ST Reversal
-0.143
LT Reversal
+0.633
Stock Crowding
-0.035
Earnings Quality
+0.121
Short Interest
+0.085
Earnings Yield
+0.062
Dividend Yield
-0.097
ML Factor
-0.194
Industry Factors
Industry detail →
Internet Software & Services
-16.943
Oil, Gas & Consumable Fuels
+10.628
Oil & Gas E&P
+8.049
Semiconductors
-7.328
Energy Equipment & Services
+7.197
Chemicals
+7.159
Computers & Electronics
+5.281
Machinery
-5.162
Construction / Containers / Paper
-4.523
Semiconductors Equipment
+4.435
Utilities
-2.676
Telecommunication Services
-2.376
Communications Equipment
+2.290
Retailing
-2.265
IT Services & Software
+1.744
Diversified Financials
+1.415
Commercial & Professional Services
+1.345
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Energy | +0.366 | -0.121 | +0.244 | +22.1% | WARN | Detail → |
| Communication Services | +0.000 | -0.234 | -0.234 | -15.7% | OK | — |
| Industrials | +0.189 | -0.254 | -0.066 | -0.6% | OK | Detail → |
| Materials | +0.131 | -0.075 | +0.056 | +1.2% | OK | Detail → |
| Utilities | +0.004 | -0.049 | -0.045 | -1.6% | OK | — |
| Information Technology | +0.309 | -0.290 | +0.019 | -2.2% | OK | Detail → |
| Consumer Discretionary | +0.033 | -0.024 | +0.009 | +1.7% | OK | — |
| Consumer Staples | +0.006 | -0.003 | +0.003 | +0.2% | OK | — |
| Health Care | +0.000 | -0.001 | -0.001 | -0.3% | OK | — |
Liquidity Watch — Positions ≥ 4% of ADV Limit
Full liquidity report →
All positions within ADV limits (limit: 5.0% of ADV)