Kentucky Retirement Systems

Q1 2020 13F-HR Holdings

Location
Frankfort, KY
Holdings as of
3/31/2020
Date filed
5/1/2020
Form type
13F-HR
Num holdings
500
Total value ($000)
$1,462,885
Net value change ($000)
+89,160 (6.5%)
New positions
5
Sold out positions
7
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/18/2020 Next filing: 8/12/2020 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 20,277 32.8%
AMZN 15,864 40.1%
AAPL 9,439 15.0%
NFLX 3,944 54.1%
JNJ 3,819 19.3%
NVDA 3,610 48.7%
GOOGL 3,177 15.5%
GOOGL 3,130 15.2%
LHX 2,719 NEW
PG 2,711 16.9%
Top Reduces (Value $000, Stocks/ETFs)
XOM -4,217 -27.8%
BA -3,514 -39.2%
JPM -3,208 -14.3%
WFC -3,108 -29.2%
BAC -2,931 -20.0%
C -2,693 -30.0%
CVX -2,366 -20.2%
TT -1,638 -100.0%
SLB -1,588 -55.5%
DIS -1,520 -11.3%
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