03/31/2020
Top Buys
- Name% Change
- EXTN Exterran Corp 1.345%
- VTI Vanguard Total Stoc... 1.153%
- RSP Invesco S&P 500 Equ... 0.577%
- VEA Vanguard FTSE Devel... 0.333%
- IEMG iShares Core MSCI E... 0.321%
03/31/2020
Top Sells
- Name% Change
03/31/2020
13F Holdings Summary
- Stock% Port
- ELS Equity Lifestyle Properties... 25.5032%
- CVA Covanta Holding Corp. 14.0764%
- AXE Anixter International Inc 12.8285%
- PARR Par Pacific Holdings Inc 11.7768%
- EQC Equity Commonwealth Inc. 10.4188%
03/31/2020
13F Activity
- Market Value $786.537 Million
- Prior Market Value $1.2 Billion
- New Purchases1 stock
- Additional Purchases6 stocks
- Sold out of0 stocks
- Reduced holdings in2 stocks
- Top 10 Holdings % 95.92 %
- Turnover % [1]:4.17%
- Turnover Alt % [2]: 4.46 %
- Time Held Top20:9.70 quarters
- Time Held Top10:10.80 quarters
- Time Held All:9.88 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.
03/31/2020
13F Sector Allocation Over Time
Fund Metrics
You are limited to the prior 8 quarters of 13F filings. Subscribe to WhaleWisdom to view all filing data for CHAI TRUST COMPANY LLC
Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2020-05-15
| Performance for Q1 2020: | 11.18% |
| Performance Last 4 Quarters: | -3.97% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
| Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
| Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| 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 |
This lets you look at individual sub managers or subsidiaries within
the 13F filing.
13F Managers
| Name |
|---|
| KMJZ Investments, L.L.C. |
| SAMSTOCK LLC |
