TEACHER RETIREMENT SYSTEM OF TEXAS

Q3 2020 13F-HR Holdings

Location
Austin, TX
Holdings as of
9/30/2020
Date filed
11/2/2020
Form type
13F-HR
Num holdings
1,155
Total value ($000)
$15,467,554
Net value change ($000)
+3,205,581 (26.1%)
New positions
323
Sold out positions
33
Turnover %
2.9%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 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)
BABA 248,906 48.7%
AAPL 230,111 47.9%
AMZN 170,349 49.6%
MSFT 106,391 23.2%
CDW 87,549 2530.3%
TMO 59,476 379.9%
GOOGL 52,613 26.8%
PG 50,903 57.4%
JNJ 50,485 37.6%
META 49,470 30.2%
Top Reduces (Value $000, Stocks/ETFs)
TERMINIX GLOBAL HOLDINGS INC -52,857 -100.0%
MDT -32,814 -52.0%
HOLX -31,727 -35.5%
BKNG -29,896 -60.3%
TYL -21,591 -33.7%
PEP -20,979 -35.1%
USB -20,385 -53.5%
MAXIM INTEGRATED PRODUCTS INC -18,153 -94.6%
LNG -16,039 -74.9%
FTDR -14,748 -16.4%
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