OREGON PUBLIC EMPLOYEES RETIREMENT FUND

Q2 2022 13F-HR Holdings

Location
Tigard, OR
Holdings as of
6/30/2022
Date filed
7/25/2022
Form type
13F-HR
Num holdings
1,539
Total value ($000)
$6,599,009
Net value change ($000)
-3,156,011 (-32.4%)
New positions
29
Sold out positions
182
Turnover %
24.3%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2022
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)
PFE 64,916 101.9%
KO 51,715 267.2%
XOM 47,521 168.4%
UNH 40,149 44.5%
CVX 39,568 156.8%
PG 38,765 130.9%
JNJ 37,984 41.4%
ABBV 25,480 39.5%
BRK-B 24,842 47.7%
MRK 23,582 60.1%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -109,031 -35.1%
NVDA -104,063 -60.1%
TSLA -96,889 -68.6%
GOOGL -56,233 -42.3%
ROCHE HOLDING AG GENUSSCHEIN -53,222 -100.0%
GOOGL -52,774 -42.4%
JPM -52,101 -66.8%
BAC -48,687 -73.8%
INTC -47,447 -34.1%
NOVO NORDISK A S B -47,207 -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