06/30/2020
Top Buys
- Name% Change
- TXN Texas Instruments, ... 2.043%
- PG Procter & Gamble Co... 1.733%
- O Realty Income Corp. 1.712%
- ACN Accenture Plc 1.55%
- GD General Dynamics Co... 1.495%
06/30/2020
Top Sells
- Name% Change
- SO Southern Co. 2.055%
- TFC Truist Financial Corp 1.995%
- KMI Kinder Morgan Inc. ... 1.526%
- NEE NextEra Energy Inc. 0.705%
- MRK Merck & Co 0.578%
06/30/2020
13F Holdings Summary
- Stock% Port
- MSFT Microsoft Corp. 4.1821%
- HD Home Depot, Inc. (The) 3.1006%
- JNJ Johnson & Johnson Co. 3.0589%
- IGIB iShares Intermediate-Term C... 2.9387%
- PLD ProLogis, Inc. 2.8931%
06/30/2020
13F Activity
- Market Value $1.071 Billion
- Prior Market Value $890.234 Million
- New Purchases8 stocks
- Additional Purchases26 stocks
- Sold out of6 stocks
- Reduced holdings in63 stocks
- Top 10 Holdings % 30.16 %
- Turnover % [1]:10.69%
- Turnover Alt % [2]: 14.57 %
- Time Held Top20:9.05 quarters
- Time Held Top10:5.90 quarters
- Time Held All:26.95 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.
06/30/2020
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 2020-05-15
| Performance for Q1 2020: | 21.55% |
| Performance Last 4 Quarters: | 0.43% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
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| 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 |
