TEACHER RETIREMENT SYSTEM OF TEXAS

Q2 2020 13F-HR Detailed 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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/5/2020 Next filing: 11/2/2020 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None