CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM
Q2 2020 13F-HR Holdings
Net value change ($000)
+18,790,461
(22.7%)
New positions
188
Sold out positions
62
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)
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 | 784,239 | 42.7% |
| AAPL | 754,515 | 29.1% |
| MSFT | 684,331 | 24.9% |
| VRTX | 493,984 | 356.2% |
| GILD | 484,599 | 148.9% |
| ADBE | 460,606 | 133.1% |
| REGN | 432,776 | 481.7% |
| AON | 374,341 | NEW |
| META | 325,076 | 36.2% |
| GOOGL | 257,780 | 42.0% |
Top Reduces (Value $000, Stocks/ETFs)
| AON | -316,590 | -100.0% |
| Allergan plc | -133,554 | -100.0% |
| SYY | -110,463 | -65.0% |
| WELL | -103,815 | -68.1% |
| RAYTHEON CO/ | -82,964 | -100.0% |
| WABCO Holdings Inc. | -58,402 | -100.0% |
| VTR | -50,829 | -62.4% |
| OHI | -34,120 | -69.2% |
| NNN | -32,811 | -70.5% |
| AFG | -32,535 | -75.4% |
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 |
|---|