OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q1 2014 13F-HR Holdings

Location
Salem, OR
Holdings as of
3/31/2014
Date filed
5/16/2014
Form type
13F-HR
Num holdings
1,010
Total value ($000)
$3,826,083
Net value change ($000)
+70,007 (1.9%)
New positions
13
Sold out positions
14
Turnover %
0.6%
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)
SLB 6,923 62.6%
VZ 6,155 21.2%
MSFT 5,945 9.7%
META 4,198 26.4%
JNJ 3,959 6.7%
BAC 3,577 10.1%
Hewlett-Packard Company 3,370 15.5%
WFC 3,160 8.9%
Endo International plc 2,708 NEW
MRK 2,657 11.7%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -4,509 -6.3%
XOM -4,349 -3.7%
GE -3,676 -7.6%
AMZN -3,475 -15.5%
GREEN MOUNTAIN COFFE -2,854 -100.0%
CVX -2,789 -5.0%
CELG -2,567 -17.2%
C -2,397 -8.5%
TSCO -2,199 -54.9%
ENDO PHARMACEUTICALS HLDGS -2,182 -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