Millburn Ridgefield portfolio

What changed this quarter

30 positions with a change (23 added to, 7 trimmed). 2 are listed here: those of 0.5 points of the portfolio or more (up to 12).

• iShares Core S&P Midcap ETF+5.6%more sharesIncreased
  12.0% → 12.8%
• iShares Russell 2000 ETF−7.0%fewer sharesReduced
  8.6% → 8.5%

The figure on the right: for positions added to or trimmed, the change in the number of shares (%); for new and sold ones, the points of the portfolio moved (pp). Below, the portfolio weight before → after. Traded weight?: what it bought or sold, excluding price effects.

Top holdings

• iShares Core S&P Midcap ETFIJH12.8%
• iShares Russell 1000 ETFIWB12.7%
• iShares Russell 2000 ETFIWM8.5%
• iShares Msci USA Min Vol FAC ETFUSMV8.1%
• Vanguard International Equity Index FVWO8.0%
• State Str Spdr S&P 500 ETF TSPY7.6%
• iShares Core S&P Small-cap E ETFIJR6.8%
• Vanguard S&P 500 ETFVOO3.4%
• Vanguard Index FundsVV3.0%
• Dimensional ETF TrustDFAC2.8%
• iShares Msci India ETFINDA2.6%
• Vanguard Index FundsVO2.6%
• Vanguard Real Estate ETFVNQ2.5%
• Vanguard Most Sm-cap ETF-usd ETFVB2.0%
• iShares Russell Mid-cap ETFIWR1.6%
• iShares Msci International Q ETFIQLT1.5%
• IsharesEWT1.5%
• IsharesEWJ1.5%
• iShares Msci United Kingdom ETFEWU1.3%
• Dimensional ETF TrustDFAE1.2%
• Dimensional ETF TrustDFIC1.1%
• iShares Msci USA Quality FAC ETFQUAL1.0%
• Dimensional ETF Trust0.9%
• IsharesEWL0.7%
• WisdomTree India Earnings ETFEPI0.5%
• IsharesEWA0.5%
• IsharesEWW0.5%
• IsharesEWZ0.5%
• IsharesEWC0.5%
• IsharesEWH0.3%
• IsharesEWS0.3%
• IsharesEWP0.2%
• Vanguard International Equity Index FVGK0.2%
• IsharesEZA0.2%
• IsharesEWQ0.1%
• IsharesEWM0.1%
• IsharesTHD0.1%
• Profesionally Managed PortfoAKRE0.1%
• IsharesTUR0.1%