COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS
Q2 2020 13F-HR Holdings
Net value change ($000)
+990,494
(22.5%)
New positions
74
Sold out positions
52
Turnover %
3.6%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
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)
| TIP | 243,390 | 145.0% |
| SPY | 150,725 | 20.7% |
| ET | 39,889 | 69.8% |
| OKE | 39,061 | 89.7% |
| MELI | 38,525 | 83.7% |
| WMB | 33,577 | 40.0% |
| IEMG | 29,698 | 21.4% |
| EPD | 28,352 | 24.2% |
| MPLX | 25,778 | 128.7% |
| TRGP | 23,662 | 235.6% |
Top Reduces (Value $000, Stocks/ETFs)
| ENB | -37,173 | -41.2% |
| TRP | -33,684 | -33.0% |
| Allergan plc | -18,824 | -100.0% |
| Tallgrass Energy, LP | -16,059 | -100.0% |
| IJR | -12,772 | -37.9% |
| BABA | -9,888 | -44.9% |
| PBA | -7,274 | -22.1% |
| MELLANOX TECHNOLOGIES LTD | -6,066 | -100.0% |
| Direxion Shares ETF Trust | -5,440 | -100.0% |
| RTX | -4,889 | -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 |
|---|