State of Tennessee, Treasury Department

Q4 2020 13F-HR Holdings

Location
Nashville, TN
Holdings as of
12/31/2020
Date filed
2/9/2021
Form type
13F-HR
Num holdings
1,609
Total value ($000)
$23,580,282
Net value change ($000)
+2,040,148 (9.5%)
New positions
92
Sold out positions
65
Turnover %
2.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/16/2020 Next filing: 5/10/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
TSLA 207,251 NEW
EWY 156,915 27.9%
EWT 86,539 14.9%
ABBV 86,389 184.3%
JNJ 74,157 52.2%
IP 68,843 2139.3%
CVS 64,212 416.1%
MDT 62,903 93.9%
EWZ 62,508 28.6%
CSX 61,649 364.0%
Top Reduces (Value $000, Stocks/ETFs)
VZ -72,454 -45.7%
CNC -60,731 -90.7%
VRTX -58,115 -46.0%
ROP -47,375 -79.4%
CAH -47,304 -94.4%
BAX -46,759 -70.6%
STZ -45,698 -79.3%
KMB -41,929 -83.6%
RMD -41,434 -88.2%
LMT -37,836 -51.1%
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