State of Tennessee, Treasury Department

Q3 2020 13F-HR Holdings

Location
Nashville, TN
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
1,582
Total value ($000)
$21,540,134
Net value change ($000)
+1,103,672 (5.4%)
New positions
156
Sold out positions
154
Turnover %
10.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2020 Next filing: 2/9/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AAPL 149,163 19.0%
AMZN 103,050 15.5%
CI 98,441 304.6%
THD 87,179 NEW
SHOP 82,196 NEW
RY 74,478 NEW
VZ 74,346 88.3%
UPS 70,758 439.6%
CNI 64,997 NEW
AMGN 63,332 166.1%
Top Reduces (Value $000, Stocks/ETFs)
SHOP -118,192 -72.5%
BKLN -108,593 -100.0%
T -92,191 -61.9%
BMY -81,654 -68.3%
JNJ -76,592 -35.0%
BSX -74,495 -87.1%
RY -72,685 -100.0%
ALXN -72,417 -93.5%
ABBV -63,090 -57.4%
MINT -61,177 -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