COMMONWEALTH OF PENNSYLVANIA PUBLIC SCHOOL EMPLS RETRMT SYS
Q4 2022 13F-HR Holdings
Net value change ($000)
+1,879,405
(18.9%)
New positions
42
Sold out positions
161
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2022
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)
| IEMG | 80,937 | 10.1% |
| MSFT | 48,127 | 18.9% |
| EMB | 39,939 | 8.4% |
| DUK | 29,364 | 26.6% |
| SO | 25,617 | 23.0% |
| NEE | 23,744 | 13.7% |
| BRK-B | 23,585 | 33.5% |
| XOM | 23,559 | 44.3% |
| AAPL | 23,052 | 7.5% |
| JPM | 21,663 | 48.3% |
Top Reduces (Value $000, Stocks/ETFs)
| TSLA | -47,449 | -45.9% |
| IJR | -30,213 | -66.2% |
| AMZN | -20,473 | -14.0% |
| IJH | -19,524 | -42.4% |
| ALLEGHANY CORP /DE | -4,478 | -100.0% |
| TWTR | -4,311 | -100.0% |
| NVMI | -3,739 | -37.6% |
| IXUS | -3,426 | -19.8% |
| FLAGSTAR BANCORP INC | -3,126 | -100.0% |
| One Equity Partners Open Water I Corp. | -2,961 | -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 |
|---|