State of Tennessee, Treasury Department

Q1 2020 13F-HR/A Holdings

Location
Nashville, TN
Holdings as of
3/31/2020
Date filed
5/28/2020
Form type
13F-HR/A - RESTATEMENT
Num holdings
1,600
Total value ($000)
$17,762,531
Net value change ($000)
-4,906,593 (-21.6%)
New positions
92
Sold out positions
80
Turnover %
2.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/6/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
PG 113,914 84.2%
AWK 54,037 1021.3%
CPB 49,142 1316.1%
WMT 46,220 44.5%
HYG 45,935 156.1%
EW 37,168 157.0%
SRE 35,761 231.6%
AMZN 34,443 7.2%
NFLX 32,403 37.2%
CI 31,434 52.6%
Top Reduces (Value $000, Stocks/ETFs)
EWZ -186,841 -50.2%
EWY -141,713 -24.4%
EWT -111,862 -19.8%
DIS -105,186 -52.0%
JPM -95,045 -29.3%
WFC -89,265 -76.5%
BAC -88,812 -40.6%
RTX -88,604 -70.0%
AAPL -83,253 -11.9%
C -81,414 -53.9%
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