Kentucky Retirement Systems
Q2 2020 13F-HR Holdings
Net value change ($000)
-37,768
(-2.6%)
New positions
11
Sold out positions
11
Turnover %
2.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
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)
| AAPL | 10,208 | 14.1% |
| AMZN | 8,893 | 16.0% |
| RTX | 5,045 | NEW |
| MSFT | 3,749 | 4.6% |
| PYPL | 3,711 | 48.3% |
| META | 2,982 | 10.9% |
| AON | 2,478 | NEW |
| DXCM | 2,083 | NEW |
| NVDA | 1,992 | 18.1% |
| ABBV | 1,938 | 25.2% |
Top Reduces (Value $000, Stocks/ETFs)
| RTX | -5,227 | -100.0% |
| BRK-B | -5,105 | -20.9% |
| Allergan plc | -3,971 | -100.0% |
| JPM | -3,330 | -17.3% |
| JNJ | -2,944 | -12.5% |
| AON | -2,639 | -100.0% |
| T | -2,552 | -17.5% |
| MRK | -2,512 | -18.8% |
| RAYTHEON CO/ | -2,494 | -100.0% |
| VZ | -2,476 | -16.3% |
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|