OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q2 2020 13F-HR Holdings

Location
Tigard, OR
Holdings as of
6/30/2020
Date filed
7/21/2020
Form type
13F-HR
Num holdings
1,579
Total value ($000)
$6,762,486
Net value change ($000)
+957,528 (16.5%)
New positions
55
Sold out positions
65
Turnover %
3.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/20/2020 Next filing: 11/3/2020 SEC filing

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 81,405 106.7%
UNH 72,159 325.0%
AAPL 61,567 32.7%
JNJ 47,523 62.3%
MSFT 30,521 14.1%
PFE 26,197 60.5%
INTC 24,826 12.8%
AMGN 24,122 86.8%
KO 23,899 148.6%
MU 22,944 59.9%
Top Reduces (Value $000, Stocks/ETFs)
Allergan plc -35,957 -100.0%
DDOG -33,673 -95.7%
BAC -24,980 -59.4%
NEE -24,314 -52.0%
PM -20,637 -66.3%
OBDC -18,043 -48.3%
GE -17,854 -77.1%
SO -15,284 -76.0%
LLY -13,349 -25.3%
TJX -11,231 -44.7%
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