Portfolio Exposure
+90.0%
Gross Long
-89.1%
Gross Short
179.1%
Gross Exposure
Limit: 325%
+0.9%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
MU
MICRON TECHNOLOGY INC
+4.86%
2
SNDK
SANDISK CORP
+4.20%
3
SIEMENS ENERGY
SIEMENS ENERGY
+4.00%
4
LNG
CHENIERE ENERGY INC
+3.81%
5
DVN
DEVON ENERGY CORP
+3.68%
6
PSX
PHILLIPS 66
+3.42%
7
LRCX
LAM RESEARCH CORP
+3.17%
8
APA
APA CORP
+3.16%
9
ATHABASCA OIL CORP
ATHABASCA OIL CORP
+3.01%
10
ROLLS-ROYCE HOLDINGS PLC
ROLLS-ROYCE HOLDINGS PLC
+2.74%
Top 10 Shorts
1
META
META PLATFORMS INC
-7.75%
2
AVGO
BROADCOM INC
-4.66%
3
GOOGL
ALPHABET INC
-4.10%
4
NVDA
NVIDIA CORP
-3.95%
5
UBER
UBER TECHNOLOGIES INC
-3.56%
6
TT
TRANE TECHNOLOGIES PLC
-3.00%
7
BE
BLOOM ENERGY CORPORATION
-2.67%
8
AMD
ADVANCED MICRO DEVICES INC
-2.59%
9
ALAB
ASTERA LABS INC
-2.42%
10
CRWV
COREWEAVE INC
-2.31%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
+0.124
Momentum
+0.806
Size
-0.251
Value
+0.060
Growth
-0.281
Residual Volatility
+0.236
Profitability
-0.309
Leverage
-0.065
Liquidity
+0.386
ST Reversal
-0.176
LT Reversal
+0.595
Stock Crowding
-0.270
Earnings Quality
+0.181
Short Interest
+0.037
Earnings Yield
+0.001
Dividend Yield
-0.157
ML Factor
+0.057
Industry Factors
Industry detail →
Internet Software & Services
-15.389
Computers & Electronics
+9.895
Oil & Gas E&P
+8.434
Chemicals
+6.753
Semiconductors Equipment
+6.104
Oil, Gas & Consumable Fuels
+4.990
Semiconductors
-4.915
Construction / Containers / Paper
-4.674
Transportation (Non-Airline)
-3.500
Energy Equipment & Services
+3.363
Communications Equipment
+2.497
Telecommunication Services
-2.453
Retailing
-2.319
Commercial & Professional Services
+1.311
IT Services & Software
-1.302
Integrated Oil & Gas
-1.268
Diversified Financials
+0.971
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Communication Services | +0.000 | -0.184 | -0.184 | -13.5% | OK | — |
| Energy | +0.264 | -0.117 | +0.147 | +12.5% | OK | Detail → |
| Information Technology | +0.468 | -0.335 | +0.134 | +2.8% | OK | Detail → |
| Materials | +0.131 | -0.078 | +0.053 | +1.0% | OK | Detail → |
| Utilities | +0.016 | -0.051 | -0.034 | +0.6% | OK | — |
| Consumer Discretionary | +0.012 | -0.025 | -0.013 | -0.7% | OK | — |
| Industrials | +0.221 | -0.232 | -0.010 | +0.6% | OK | Detail → |
| Consumer Staples | +0.007 | -0.003 | +0.004 | +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)