State of Tennessee, Treasury Department

Q2 2020 13F-HR Holdings

Location
Nashville, TN
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
1,580
Total value ($000)
$20,436,462
Net value change ($000)
+2,673,931 (15.1%)
New positions
77
Sold out positions
97
Turnover %
2.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/28/2020 Next filing: 11/16/2020 SEC filing

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)
MSFT 168,438 24.5%
AAPL 168,153 27.3%
AMZN 154,543 30.3%
EWT 100,100 22.0%
EWY 96,294 21.9%
SHOP 92,397 130.7%
META 77,472 31.5%
XLK 73,219 22.1%
ABT 69,626 153.1%
RTX 63,552 NEW
Top Reduces (Value $000, Stocks/ETFs)
KO -63,380 -64.1%
CVS -61,824 -72.2%
LHX -61,519 -70.2%
CI -58,859 -64.6%
AMGN -55,279 -59.2%
NOC -46,914 -49.5%
KSUGBX -46,306 -84.4%
AON -43,384 -100.0%
BRK-B -43,055 -19.6%
ISRG -41,886 -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.
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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