TEACHER RETIREMENT SYSTEM OF TEXAS

Q1 2020 13F-HR Holdings

Location
Austin, TX
Holdings as of
3/31/2020
Date filed
5/5/2020
Form type
13F-HR
Num holdings
587
Total value ($000)
$9,330,988
Net value change ($000)
-3,437,318 (-26.9%)
New positions
71
Sold out positions
60
Turnover %
6.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/6/2020 Next filing: 8/11/2020 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)
HOLX 34,864 NEW
VTI 28,590 NEW
CSGP 21,859 60.2%
APD 20,670 4921.4%
VICI 20,257 621.6%
A 19,112 42.3%
BCO 16,948 NEW
AIY 16,890 672.1%
WABCO Holdings Inc. 15,336 NEW
NFLX 15,030 84.0%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -79,425 -47.4%
T -72,164 -71.5%
EEMV -65,227 -64.0%
BABA -53,507 -11.3%
JNJ -53,137 -30.5%
DAL -52,384 -79.6%
SBUX -50,710 -64.6%
UBER -45,752 -100.0%
SPY -43,584 -46.8%
SYY -42,206 -59.8%
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