Utah Retirement Systems

Q1 2020 13F-HR Holdings

Location
Salt Lake City, UT
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
929
Total value ($000)
$4,622,726
Net value change ($000)
-1,065,716 (-18.7%)
New positions
11
Sold out positions
38
Turnover %
3.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
HYG 119,046 NEW
AMZN 8,434 5.8%
NFLX 4,176 16.0%
UBER 3,855 323.9%
TT 3,776 NEW
NVDA 3,151 12.0%
TSLA 2,911 25.7%
GILD 2,380 15.0%
REGN 1,754 30.0%
WTRG 1,672 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -36,906 -14.8%
JPM -29,397 -35.4%
XOM -25,713 -45.6%
BAC -21,868 -40.0%
WFC -18,362 -46.9%
BA -17,827 -54.2%
META -17,559 -18.8%
CVX -17,494 -39.9%
DIS -16,017 -33.2%
C -15,857 -47.7%
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