NEW YORK STATE COMMON RETIREMENT FUND
Q2 2020 13F-HR Holdings
Net value change ($000)
+12,011,162
(18.1%)
New positions
237
Sold out positions
205
Turnover %
1.8%
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)
| AMZN | 864,036 | 43.2% |
| AAPL | 784,533 | 28.7% |
| MSFT | 730,463 | 23.8% |
| META | 336,995 | 31.7% |
| RTX | 208,023 | NEW |
| PYPL | 200,902 | 76.3% |
| TSLA | 197,069 | 103.3% |
| AON | 176,092 | NEW |
| GOOGL | 169,227 | 15.8% |
| GOOGL | 158,243 | 17.5% |
Top Reduces (Value $000, Stocks/ETFs)
| RTX | -184,673 | -100.0% |
| Allergan plc | -161,285 | -100.0% |
| AON | -152,952 | -100.0% |
| RAYTHEON CO/ | -103,032 | -100.0% |
| BRK-B | -53,060 | -5.7% |
| WFC | -39,734 | -12.7% |
| BIIB | -33,595 | -25.9% |
| CME | -33,190 | -19.4% |
| ROST | -29,063 | -27.2% |
| SCHW | -28,283 | -13.5% |
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 |
|---|