Portfolio Exposure
+99.3%
Gross Long
-86.0%
Gross Short
185.3%
Gross Exposure
Limit: 325%
+13.3%
Net Exposure
Limit: ±30%
Risk Limits Status
View full report →
Top Positions
Concentration detail →
Top 10 Longs
1
ATHABASCA OIL CORP
ATHABASCA OIL CORP
+5.68%
2
GM
GENERAL MOTORS CO
+4.90%
3
CENOVUS ENERGY INCORPORATION
CENOVUS ENERGY INCORPORATION
+4.77%
4
FERRARI NV
FERRARI NV
+4.53%
5
PSX
PHILLIPS 66
+4.28%
6
ETN
EATON CORP PLC
+4.08%
7
LNG
CHENIERE ENERGY INC
+3.99%
8
LRCX
LAM RESEARCH CORP
+3.62%
9
EQUINOR ASA
EQUINOR ASA
+3.46%
10
MPC
MARATHON PETROLEUM CORP
+3.35%
Top 10 Shorts
1
META
META PLATFORMS INC
-5.12%
2
EOG
EOG RESOURCES INC
-4.53%
3
AVGO
BROADCOM INC
-4.26%
4
CRK
COMSTOCK RESOURCES INC
-4.21%
5
AIRBUS SE
AIRBUS SE
-4.01%
6
United States Brent Oil Fund LP
United States Brent Oil Fund LP
-3.65%
7
NVDA
NVIDIA CORP
-3.47%
8
FANG
DIAMONDBACK ENERGY INC
-3.08%
9
VST
VISTRA CORP
-3.06%
10
TT
TRANE TECHNOLOGIES PLC
-3.03%
Factor Tilts (Net Exposure)
Style Factors
Style detail →
Beta
+0.074
Momentum
+0.374
Size
+0.018
Value
+0.021
Growth
-0.139
Residual Volatility
+0.163
Profitability
-0.009
Leverage
-0.093
Liquidity
+0.218
ST Reversal
-0.287
LT Reversal
+0.615
Stock Crowding
+0.217
Earnings Quality
-0.058
Short Interest
-0.078
Earnings Yield
-0.091
Dividend Yield
-0.311
ML Factor
-0.062
Industry Factors
Industry detail →
Oil, Gas & Consumable Fuels
+19.909
Semiconductors Equipment
+9.155
Chemicals
+8.415
Oil & Gas E&P
-8.063
Internet Software & Services
-7.224
Construction / Containers / Paper
-4.667
Semiconductors
-4.011
Integrated Oil & Gas
+3.996
Communications Equipment
-3.451
Telecommunication Services
-2.404
IT Services & Software
+2.031
Retailing
-1.947
Energy Equipment & Services
+1.941
Diversified Financials
+1.883
Utilities
-1.829
Machinery
+1.715
Transportation (Non-Airline)
+1.411
Sector Beta Summary
Net β limit: ±0.30
| Sector | Long β | Short β | Net β | Net Wt | Status | Detail |
|---|---|---|---|---|---|---|
| Energy | +0.444 | -0.287 | +0.156 | +13.1% | OK | Detail → |
| Communication Services | +0.000 | -0.125 | -0.125 | -7.8% | OK | — |
| Materials | +0.133 | -0.056 | +0.076 | +1.6% | OK | Detail → |
| Consumer Discretionary | +0.089 | -0.019 | +0.070 | +8.0% | OK | — |
| Information Technology | +0.289 | -0.251 | +0.038 | +0.8% | OK | Detail → |
| Utilities | +0.032 | -0.065 | -0.033 | -1.1% | OK | — |
| Industrials | +0.254 | -0.231 | +0.023 | +2.4% | OK | Detail → |
| Consumer Staples | +0.009 | -0.003 | +0.006 | +0.2% | OK | — |
| Health Care | +0.000 | -0.002 | -0.002 | -0.3% | OK | — |
Liquidity Watch — Positions ≥ 4% of ADV Limit
Full liquidity report →
All positions within ADV limits (limit: 5.0% of ADV)