OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q1 2020 13F-HR Holdings

Location
Tigard, OR
Holdings as of
3/31/2020
Date filed
4/20/2020
Form type
13F-HR
Num holdings
1,589
Total value ($000)
$5,804,958
Net value change ($000)
-1,368,092 (-19.1%)
New positions
43
Sold out positions
38
Turnover %
2.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/5/2020 Next filing: 7/21/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
NVDA 53,312 176.2%
NFLX 40,487 298.8%
OBDC 37,354 NEW
ADBE 34,631 96.1%
BMY 29,373 119.7%
ABBV 27,221 217.4%
DDOG 25,346 257.1%
TSLA 25,047 NEW
LLY 21,953 71.1%
INTC 18,537 10.6%
Top Reduces (Value $000, Stocks/ETFs)
T -67,743 -36.2%
V -51,183 -38.8%
MA -51,007 -40.4%
PG -48,030 -39.8%
BAC -31,738 -43.0%
C -28,538 -50.3%
MDT -28,525 -67.3%
COST -26,024 -46.7%
SBUX -21,323 -70.5%
GM -17,039 -47.2%
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