FEDERAL RESERVE BANK OF NEW YORK
Regulatory profile
From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.
Portfolio style
Measured from the filed 13F common-share book for Jun 30, 2021, never from the firm's own description.
Closest benchmark: every 13F filer's combined book, active share 97.5%; sector active share 67.7% against the combined 13F book's sector weights.
Over time 3 measured quarters
How the bands are measured
Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.
Clone Performance
Build a hypothetical price-return history from this filer's public 13F holdings.
View clone backtestPortfolio Concentration
9 tracked positions · as of Jun 30, 2021 · Δ vs Mar 31, 2021Portfolio Trend
Sector Breakdown
As of Jun 30, 2021| Sector | % Portfolio | Value |
|---|---|---|
| Unclassified | 100.0% | $5,063,418,061 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increasedTrimmed
Positions the filer reduced| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| LQD | iShares iBoxx $ Investment Grade Corporate Bond ETF | −10,055,721 | 7,804,942 | $1,048,672,007 | |
| SPIB | State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF | −3,656,579 | 9,524,868 | $349,562,655 | |
| IGSB | iShares 1-5 Year Investment Grade Corporate Bond ETF | −3,212,646 | 9,235,820 | $506,215,294 | |
| VCIT | VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND | −3,052,341 | 11,822,728 | $1,123,986,750 | |
| VCSH | VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND | −2,765,397 | 15,471,618 | $1,279,657,524 | |
| SPSB | State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF | −1,614,409 | 7,340,051 | $229,743,596 | |
| IGIB | iShares 5-10 Year Investment Grade Corporate Bond ETF | −1,452,937 | 6,593,783 | $399,055,747 | |
| USIG | iShares Broad USD Investment Grade Corporate Bond ETF | −991,057 | 2,006,063 | $121,547,357 | |
| SLQD | iShares 0-5 Year Investment Grade Corporate Bond ETF | −745,947 | 96,028 | $4,977,131 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarterSold Out
Positions the filer fully exited| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| JNK | State Street(R) SPDR(R) Bloomberg High Yield Bond ETF | 5,285,048 | $575,013,222 | |
| HYLB | Xtrackers USD High Yield Corporate Bond ETF | 1,644,970 | $82,232,050 | |
| ANGL | VanEck Fallen Angel High Yield Bond ETF | 1,129,770 | $36,073,556 | |
| — | 1,220,506 | $33,356,428 | ||
| SHYG | iShares 0-5 Year High Yield Corporate Bond ETF | 685,850 | $0 | |
| HYG | iShares iBoxx $ High Yield Corporate Bond ETF | 3,875,790 | $0 | |
| USHY | iShares Broad USD High Yield Corporate Bond ETF | 1,555,865 | $0 | |
| No positions match the current search. | ||||
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| VCSH |
VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND
|
Reduced | 15,471,618 | $1,279,657,524 | 25.27% | |
| VCIT |
VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND
|
Reduced | 11,822,728 | $1,123,986,750 | 22.20% | |
| LQD |
iShares iBoxx $ Investment Grade Corporate Bond ETF
|
Reduced | 7,804,942 | $1,048,672,007 | 20.71% | |
| IGSB |
iShares 1-5 Year Investment Grade Corporate Bond ETF
|
Reduced | 9,235,820 | $506,215,294 | 10.00% | |
| IGIB |
iShares 5-10 Year Investment Grade Corporate Bond ETF
|
Reduced | 6,593,783 | $399,055,747 | 7.88% | |
| SPIB |
State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF
|
Reduced | 9,524,868 | $349,562,655 | 6.90% | |
| SPSB |
State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF
|
Reduced | 7,340,051 | $229,743,596 | 4.54% | |
| USIG |
iShares Broad USD Investment Grade Corporate Bond ETF
|
Reduced | 2,006,063 | $121,547,357 | 2.40% | |
| SLQD |
iShares 0-5 Year Investment Grade Corporate Bond ETF
|
Reduced | 96,028 | $4,977,131 | 0.10% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.