OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q4 2020 13F-HR Holdings

Location
Tigard, OR
Holdings as of
12/31/2020
Date filed
2/9/2021
Form type
13F-HR
Num holdings
1,602
Total value ($000)
$7,629,764
Net value change ($000)
+848,754 (12.5%)
New positions
55
Sold out positions
30
Turnover %
2.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/3/2020 Next filing: 4/20/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
PYPL 74,424 397.3%
TSLA 45,186 61.0%
ABBV 36,921 87.2%
CSCO 35,906 103.0%
QCOM 26,606 248.2%
WMT 21,768 138.5%
TURQUOISE HILL RESOURCES LTD. 20,541 NEW
UPS 20,251 216.5%
MU 18,525 34.6%
RTX 18,004 252.9%
Top Reduces (Value $000, Stocks/ETFs)
JNJ -43,624 -35.6%
UNH -30,914 -33.1%
AMGN -26,048 -49.7%
LLY -22,726 -68.3%
INTC -21,026 -11.8%
ORCL -18,444 -65.3%
GILD -14,702 -39.3%
TURQUOISE HILL RESOURCES LTD -13,949 -100.0%
AMT -12,496 -58.1%
SPGI -12,082 -62.0%
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.
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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