COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS
Q1 2014 13F-HR Holdings
Net value change ($000)
+181,757
(2.9%)
New positions
116
Sold out positions
157
Turnover %
8.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| SPY | 38,269 | 72.3% |
| KINDER MORGAN ENERGY PARTNER UT LTD PARTNER | 23,987 | 258.6% |
| BRK-B | 23,231 | NEW |
| ET | 22,741 | 23.8% |
| Time Warner Cable | 20,013 | 274.5% |
| EnLink Midstream, LLC | 18,749 | NEW |
| WEP | 17,205 | 19.1% |
| BUCKEYE PARTNERS, L.P. | 15,596 | 84.6% |
| EPD | 15,305 | 7.5% |
| Access Midstream Partners LP | 14,498 | 29.2% |
Top Reduces (Value $000, Stocks/ETFs)
| CMCSA | -22,578 | -89.0% |
| BRK-B | -20,899 | -51.3% |
| BRX | -20,157 | -100.0% |
| HLT | -16,688 | -100.0% |
| MEMORIAL PRODUCTION PARTNERS | -15,860 | -76.9% |
| LIFE TECHNOLOGIES | -14,965 | -100.0% |
| WMB | -14,529 | -22.9% |
| *LEAP WIRELESS INTL INC | -14,038 | -100.0% |
| Vaneck Vectors Gold Miners ETF | -13,199 | -100.0% |
| HARRIS TEETER SUPERMARKETS I | -12,835 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|