CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM
Q2 2020 13F-HR Holdings
Net value change ($000)
+10,354,814
(22.3%)
New positions
217
Sold out positions
193
Turnover %
1.9%
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 | 848,658 | 40.4% |
| AMZN | 679,462 | 42.7% |
| MSFT | 631,644 | 27.0% |
| META | 280,001 | 35.7% |
| GOOGL | 192,241 | 31.5% |
| PYPL | 191,794 | 87.9% |
| TSLA | 172,192 | 125.6% |
| RTX | 158,593 | NEW |
| NVDA | 155,473 | 55.6% |
| HD | 133,122 | 33.6% |
Top Reduces (Value $000, Stocks/ETFs)
| RTX | -148,687 | -100.0% |
| Allergan plc | -104,650 | -100.0% |
| RAYTHEON CO/ | -67,143 | -100.0% |
| AON | -63,987 | -100.0% |
| BRK-B | -28,323 | -4.2% |
| WFC | -27,298 | -13.0% |
| BIIB | -23,564 | -19.8% |
| NXPI | -22,472 | -88.3% |
| GE | -18,552 | -14.5% |
| CYPRESS SEMICONDUCTOR CORP /DE/ | -14,318 | -100.0% |
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 |
|---|