06/30/2022
Top Buys (13F)
- Name% Change
- IEF iShares 7-10 Year T... 1.4%
- VEU Vanguard FTSE All-W... 1.09%
- SHY iShares 1-3 Year Tr... 0.83%
- IVV iShares Core S&P 50... 0.52%
- GSKw GSK Plc 0.29%
06/30/2022
Top Sells (13F)
- Name% Change
- SPY SPDR S&P 500 ETF TRUST 0.5%
- IWY iShares Russell Top... 0.29%
- GOOGL Alphabet Inc. Class A 0.28%
- TMUS T-Mobile US Inc 0.28%
- VIG VANGUARD DIVIDEND A... 0.28%
06/30/2022
13F Holdings Summary
- Stock% Port
- IVV iShares Core S&P 500 ETF- 3.84%
- AAPL Apple Inc 3.76%
- SHY iShares 1-3 Year Treasury B... 3.01%
- MSFT Microsoft Corp. 2.83%
- VTV VANGUARD VALUE INDEX FUND-E... 2.65%
06/30/2022
13F Activity
- Market Value $15.507 Billion
- Prior Market Value $15.45 Billion
- New Purchases345 stocks
- Additional Purchases2456 stocks
- Sold out of430 stocks
- Reduced holdings in1384 stocks
- Top 10 Holdings % 23.86 %
- Turnover % [1]:14.84%
- Turnover Alt % [2]: 3.86 %
- Time Held Top20:8.30 quarters
- Time Held Top10:11.60 quarters
- Time Held All:8.00 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
06/30/2022
13F Sector Allocation Over Time
Fund Metrics
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Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2022-08-15
| Performance for Q2 2022: | 5.08% |
| Performance Last 4 Quarters: | -5.39% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
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| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
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