Utah Retirement Systems

Q2 2014 13F-HR Holdings

Location
Salt Lake City, UT
Holdings as of
6/30/2014
Date filed
8/8/2014
Form type
13F-HR
Num holdings
1,008
Total value ($000)
$3,490,968
Net value change ($000)
+23,620 (0.7%)
New positions
60
Sold out positions
37
Turnover %
2.8%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2014
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)
ALPHABET INC CL C 28,412 NEW
AAPL 6,674 7.4%
META 4,626 25.1%
AAL 4,074 315.3%
TYCO INTERNATIONAL LTD SHS 3,648 NEW
INTC 3,642 15.8%
SLB 3,326 14.3%
COP 2,820 18.3%
TWTR 2,729 403.7%
GILD 2,672 13.8%
Top Reduces (Value $000, Stocks/ETFs)
Alphabet Inc. Class C -25,515 -47.2%
IBM -6,231 -17.3%
PFE -5,742 -14.9%
BAC -5,264 -15.8%
DELPHI AUTOMOTIVE PLC -3,812 -100.0%
JPM -3,377 -8.2%
ORCL -2,990 -11.5%
XOM -2,982 -3.8%
LBTYA -2,923 -100.0%
Pentair Inc -2,918 -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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type