State of Tennessee, Treasury Department

Q2 2021 13F-HR Holdings

Location
Nashville, TN
Holdings as of
6/30/2021
Date filed
8/11/2021
Form type
13F-HR
Num holdings
1,647
Total value ($000)
$26,232,398
Net value change ($000)
+1,730,381 (7.1%)
New positions
97
Sold out positions
69
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/10/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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 118,996 14.5%
AAPL 90,161 10.5%
UNH 83,802 82.8%
GOOGL 83,155 21.0%
NVDA 81,769 61.1%
AMZN 71,716 10.6%
META 68,180 18.9%
RTX 67,169 243.7%
KR 67,032 447.4%
FDX 61,363 353.7%
Top Reduces (Value $000, Stocks/ETFs)
PG -164,510 -67.1%
GE -71,438 -100.0%
LMT -57,375 -77.7%
SRLN -53,114 -43.8%
T -45,888 -37.4%
CAG -43,423 -93.3%
AMGN -42,304 -54.6%
JPM -40,286 -13.2%
CVS -38,013 -35.2%
CSX -37,472 -54.3%
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