STRS OHIO

Q2 2020 13F-HR Holdings

Location
Columbus, OH
Holdings as of
6/30/2020
Date filed
7/23/2020
Form type
13F-HR
Num holdings
2,159
Total value ($000)
$22,881,383
Net value change ($000)
+3,885,213 (20.5%)
New positions
319
Sold out positions
180
Turnover %
2.8%
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)
AAPL 298,513 44.2%
AMZN 258,046 41.7%
MSFT 250,119 27.6%
META 129,984 34.2%
TSLX 111,499 NEW
PYPL 93,439 65.0%
NVDA 68,827 56.8%
GBDC 66,693 32.6%
ABBV 62,631 92.3%
KEYS 53,765 3392.1%
Top Reduces (Value $000, Stocks/ETFs)
Allergan plc -104,302 -100.0%
TSLX -82,209 -100.0%
Match Group Holdings II, LLC -38,670 -100.0%
TT -37,351 -97.5%
TDG -36,638 -99.3%
SYK -34,946 -40.2%
XLU -34,908 -100.0%
ISRG -28,499 -51.0%
EIX -25,588 -88.4%
JNJ -23,144 -9.4%
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