Portfolio Exposure
+84.1%
Gross Long
-97.5%
Gross Short
181.6%
Gross Exposure
Limit: 325%
-13.4%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
QQQ
INVESCO QQQ TRUST, SERIES 1
+4.16%
2
MU
MICRON TECHNOLOGY INC
+3.95%
3
NEE
NEXTERA ENERGY INC
+3.95%
4
LNG
CHENIERE ENERGY INC
+3.77%
5
DVN
DEVON ENERGY CORP
+3.60%
6
LRCX
LAM RESEARCH CORP
+3.14%
7
APA
APA CORP
+3.06%
8
ATHABASCA OIL CORP
ATHABASCA OIL CORP
+2.93%
9
PSX
PHILLIPS 66
+2.68%
10
EQT
EQT CORP
+2.60%
Top 10 Shorts
1
META
META PLATFORMS INC
-8.01%
2
NVDA
NVIDIA CORP
-7.57%
3
OIH
VANECK OIL SERVICES ETF
-5.50%
4
GOOGL
ALPHABET INC
-4.32%
5
UBER
UBER TECHNOLOGIES INC
-3.75%
6
TT
TRANE TECHNOLOGIES PLC
-3.00%
7
GEV
GE VERNOVA INC
-2.82%
8
BE
BLOOM ENERGY CORPORATION
-2.63%
9
AMD
ADVANCED MICRO DEVICES INC
-2.59%
10
ALAB
ASTERA LABS INC
-2.50%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
-0.100
Momentum
+0.561
Size
-0.133
Value
-0.008
Growth
-0.326
Residual Volatility
+0.236
Profitability
-0.231
Leverage
+0.039
Liquidity
+0.205
ST Reversal
-0.145
LT Reversal
+0.582
Stock Crowding
-0.109
Earnings Quality
+0.111
Short Interest
+0.039
Earnings Yield
-0.129
Dividend Yield
-0.093
ML Factor
-0.044
Industry Factors
Industry detail →
Internet Software & Services
-13.093
Oil & Gas E&P
+8.203
Computers & Electronics
+7.589
Semiconductors
-6.321
Chemicals
+5.936
Machinery
-5.795
Semiconductors Equipment
+5.535
Energy Equipment & Services
-5.006
Utilities
+4.725
Construction / Containers / Paper
-4.654
Transportation (Non-Airline)
-3.926
Telecommunication Services
-2.325
Retailing
-2.187
Communications Equipment
+1.870
Integrated Oil & Gas
-1.266
Commercial & Professional Services
+1.137
Food, Beverage & Tobacco
+1.046
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Communication Services | +0.000 | -0.189 | -0.189 | -14.0% | OK | — |
| Energy | +0.245 | -0.126 | +0.119 | +9.2% | OK | Detail → |
| Industrials | +0.168 | -0.284 | -0.116 | -8.8% | OK | Detail → |
| Information Technology | +0.401 | -0.299 | +0.102 | +0.3% | OK | Detail → |
| Materials | +0.120 | -0.072 | +0.047 | +0.7% | OK | Detail → |
| Consumer Discretionary | +0.002 | -0.026 | -0.024 | -1.8% | OK | — |
| Consumer Staples | +0.008 | -0.003 | +0.004 | +0.3% | OK | — |
| Utilities | +0.047 | -0.051 | -0.004 | +4.2% | 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)