TEACHER RETIREMENT SYSTEM OF TEXAS

Q2 2020 13F-HR Holdings

Location
Austin, TX
Holdings as of
6/30/2020
Date filed
8/11/2020
Form type
13F-HR
Num holdings
865
Total value ($000)
$12,261,973
Net value change ($000)
+2,930,985 (31.4%)
New positions
320
Sold out positions
43
Turnover %
5.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/5/2020 Next filing: 11/2/2020 SEC filing

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 177,392 58.6%
AMZN 158,092 85.4%
MSFT 141,651 44.8%
GOOGL 100,046 103.9%
BABA 92,213 22.0%
TNET 63,162 NEW
META 60,038 58.0%
ADBE 55,723 314.2%
AME 55,702 479.2%
HOLX 54,463 156.2%
Top Reduces (Value $000, Stocks/ETFs)
TJX -51,772 -96.3%
SPY -49,566 -100.0%
FNF -37,884 -71.6%
ROST -31,950 -83.7%
SRCL -29,814 -45.0%
CTXS -24,946 -19.5%
SYY -22,835 -80.4%
CCEP -18,470 -70.9%
HII -18,249 -31.9%
JPM -17,146 -24.6%
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