Portfolio Exposure
+106.6%
Gross Long
-85.5%
Gross Short
192.1%
Gross Exposure
Limit: 325%
+21.1%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
MU
MICRON TECHNOLOGY INC
+5.20%
2
VLO
VALERO ENERGY CORP
+5.12%
3
ATHABASCA OIL CORP
ATHABASCA OIL CORP
+4.99%
4
CENOVUS ENERGY INCORPORATION
CENOVUS ENERGY INCORPORATION
+4.72%
5
GM
GENERAL MOTORS CO
+4.49%
6
PSX
PHILLIPS 66
+4.39%
7
LNG
CHENIERE ENERGY INC
+3.99%
8
ETN
EATON CORP PLC
+3.53%
9
MPC
MARATHON PETROLEUM CORP
+3.35%
10
TNK
TEEKAY TANKERS LTD
+2.96%
Top 10 Shorts
1
META
META PLATFORMS INC
-7.54%
2
XOM
EXXON MOBIL CORPORATION
-7.10%
3
GOOGL
ALPHABET INC
-5.82%
4
VST
VISTRA CORP
-5.53%
5
AVGO
BROADCOM INC
-4.15%
6
NVDA
NVIDIA CORP
-3.39%
7
CRWV
COREWEAVE INC
-3.22%
8
EOG
EOG RESOURCES INC
-3.10%
9
TT
TRANE TECHNOLOGIES PLC
-2.93%
10
VRT
VERTIV HOLDINGS CO
-2.86%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
+0.080
Momentum
+0.651
Size
-0.224
Value
+0.133
Growth
-0.240
Residual Volatility
+0.275
Profitability
-0.227
Leverage
-0.062
Liquidity
+0.475
ST Reversal
-0.165
LT Reversal
+0.787
Stock Crowding
-0.162
Earnings Quality
+0.085
Short Interest
+0.037
Earnings Yield
+0.030
Dividend Yield
-0.236
ML Factor
+0.018
Industry Factors
Industry detail →
Oil, Gas & Consumable Fuels
+25.399
Internet Software & Services
-17.984
Chemicals
+7.783
Semiconductors Equipment
+7.508
Computers & Electronics
+5.593
Utilities
-4.905
Construction / Containers / Paper
-4.704
Communications Equipment
+4.548
Oil & Gas E&P
+4.541
Retailing
-2.416
Telecommunication Services
-2.411
IT Services & Software
+2.179
Energy Equipment & Services
+2.174
Transportation (Non-Airline)
+1.403
Commercial & Professional Services
+1.215
Building Products / Construction
-1.137
Diversified Financials
+1.106
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Energy | +0.469 | -0.222 | +0.247 | +23.9% | WARN | Detail → |
| Communication Services | +0.000 | -0.230 | -0.230 | -15.0% | OK | — |
| Information Technology | +0.400 | -0.288 | +0.112 | +5.8% | OK | Detail → |
| Utilities | +0.032 | -0.129 | -0.096 | -3.6% | OK | — |
| Materials | +0.135 | -0.075 | +0.060 | +1.5% | OK | Detail → |
| Consumer Discretionary | +0.067 | -0.026 | +0.042 | +5.2% | OK | — |
| Industrials | +0.222 | -0.203 | +0.018 | +4.5% | OK | Detail → |
| Consumer Staples | +0.006 | -0.004 | +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)