State of Tennessee, Treasury Department

Q1 2021 13F-HR Holdings

Location
Nashville, TN
Holdings as of
3/31/2021
Date filed
5/10/2021
Form type
13F-HR
Num holdings
1,619
Total value ($000)
$24,502,017
Net value change ($000)
+921,735 (3.9%)
New positions
96
Sold out positions
86
Turnover %
1.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/9/2021 Next filing: 8/11/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
SRLN 76,292 170.1%
ANGL 70,130 819.8%
MINT 66,991 241.2%
GOOGL 65,025 19.6%
ADM 62,865 419.2%
PM 54,847 128.8%
DE 53,912 247.6%
CAT 53,505 169.9%
INTC 51,425 78.2%
CSCO 49,026 82.3%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -126,985 -12.8%
WMT -100,617 -64.6%
BRK-B -95,929 -45.4%
SJNK -64,505 -100.0%
EWY -63,843 -8.9%
EWZ -59,170 -21.0%
AMZN -58,710 -8.0%
PFE -57,102 -58.3%
QCOM -56,927 -55.3%
MDT -52,441 -40.4%
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