OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q2 2021 13F-HR Holdings

Location
Tigard, OR
Holdings as of
6/30/2021
Date filed
7/23/2021
Form type
13F-HR
Num holdings
1,577
Total value ($000)
$8,914,713
Net value change ($000)
+484,821 (5.8%)
New positions
35
Sold out positions
55
Turnover %
3.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/20/2021 Next filing: 10/19/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
META 79,387 134.7%
BRK-B 64,486 156.1%
JPM 64,438 167.4%
DIS 60,974 218.3%
BAC 59,859 244.7%
WFC 54,603 173.6%
AMAT 41,705 67.1%
GS 38,571 126.5%
LLY 28,706 232.7%
PYPL 24,539 24.2%
Top Reduces (Value $000, Stocks/ETFs)
AMZN -42,260 -25.5%
INTC -40,027 -19.7%
PG -36,768 -57.0%
NKE -36,289 -68.9%
TMO -32,333 -66.0%
ABBV -30,581 -37.6%
AR -30,498 -100.0%
MSFT -29,266 -10.7%
DHR -26,817 -65.4%
TURQUOISE HILL RESOURCES LTD. -26,611 -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.
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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