Portfolio Exposure
+96.1%
Gross Long
-98.4%
Gross Short
194.5%
Gross Exposure
Limit: 325%
-2.2%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
NEE
NEXTERA ENERGY INC
+5.82%
2
DVN
DEVON ENERGY CORP
+5.67%
3
United States Brent Oil Fund LP
United States Brent Oil Fund LP
+5.08%
4
APA
APA CORP
+4.83%
5
MU
MICRON TECHNOLOGY INC
+4.12%
6
SNDK
SANDISK CORP
+4.09%
7
ASML
ASML HOLDING NV
+3.21%
8
SIEMENS ENERGY
SIEMENS ENERGY
+3.15%
9
STX
SEAGATE TECHNOLOGY HOLDINGS PLC
+2.78%
10
INTC
INTEL CORP
+2.74%
Top 10 Shorts
1
XLE
STATE STREET ENERGY SELECT SECTO
-7.67%
2
QQQ
INVESCO QQQ TRUST, SERIES 1
-7.27%
3
META
META PLATFORMS INC
-6.71%
4
XOM
EXXON MOBIL CORPORATION
-5.24%
5
OIH
VANECK OIL SERVICES ETF
-5.20%
6
NVDA
NVIDIA CORP
-4.02%
7
UBER
UBER TECHNOLOGIES INC
-3.70%
8
ORCL
ORACLE CORP
-3.19%
9
VLO
VALERO ENERGY CORP
-3.05%
10
TT
TRANE TECHNOLOGIES PLC
-2.94%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
+0.186
Momentum
+0.792
Size
-0.141
Value
-0.082
Growth
-0.126
Residual Volatility
+0.278
Profitability
-0.265
Leverage
+0.041
Liquidity
+0.399
ST Reversal
-0.225
LT Reversal
+0.566
Stock Crowding
-0.324
Earnings Quality
+0.154
Short Interest
-0.013
Earnings Yield
-0.180
Dividend Yield
-0.223
ML Factor
+0.032
Industry Factors
Industry detail →
Oil & Gas E&P
+9.736
Utilities
+9.224
Internet Software & Services
-8.624
Computers & Electronics
+7.747
Semiconductors Equipment
+6.227
Oil, Gas & Consumable Fuels
-5.743
Chemicals
+5.682
Energy Equipment & Services
-5.035
Construction / Containers / Paper
-4.425
Transportation (Non-Airline)
-3.910
IT Services & Software
-3.485
Semiconductors
-3.416
Integrated Oil & Gas
-3.277
Communications Equipment
+2.975
Retailing
-2.583
Telecommunication Services
-2.466
Machinery
+1.655
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Information Technology | +0.502 | -0.287 | +0.215 | +8.3% | OK | Detail → |
| Communication Services | +0.000 | -0.130 | -0.130 | -8.6% | OK | — |
| Energy | +0.249 | -0.175 | +0.074 | +3.2% | OK | Detail → |
| Materials | +0.122 | -0.068 | +0.054 | +1.5% | OK | Detail → |
| Utilities | +0.062 | -0.025 | +0.037 | +7.1% | OK | — |
| Consumer Discretionary | +0.002 | -0.026 | -0.024 | -1.8% | OK | — |
| Industrials | +0.201 | -0.187 | +0.014 | +3.1% | OK | Detail → |
| Consumer Staples | +0.007 | -0.003 | +0.004 | +0.4% | 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)