Rafferty Asset Management, LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
596
Total value ($000)
$2,388,659
Net value change ($000)
-4,112,110 (-63.3%)
New positions
40
Sold out positions
308
Turnover %
32.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/10/2020 Next filing: 8/7/2020 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)
MSFT 35,450 1014.9%
AAPL 29,704 599.6%
TLT 12,376 10.1%
RSXGBX 9,078 86.9%
IAU 4,711 NEW
CSCO 4,219 150.6%
ADBE 4,154 160.3%
ASHR 3,697 10.8%
CRM 3,475 1170.0%
IEF 3,424 21.3%
Top Reduces (Value $000, Stocks/ETFs)
XLK -503,215 -100.0%
GDX -425,828 -65.0%
IVV -409,402 -46.0%
IWM -366,007 -86.9%
FXI -131,214 -80.5%
QQQ -120,384 -82.0%
EWZ -119,732 -82.0%
EEM -92,556 -86.4%
BRK-B -59,973 -82.5%
JPM -59,293 -82.6%
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