State of Tennessee, Treasury Department

Q3 2021 13F-HR Holdings

Location
Nashville, TN
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
1,665
Total value ($000)
$25,589,764
Net value change ($000)
-642,634 (-2.4%)
New positions
97
Sold out positions
79
Turnover %
1.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/11/2021 Next filing: 2/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
XOM 66,080 138.9%
BAX 61,186 140.9%
MRNA 54,763 NEW
PM 53,092 34.1%
CVS 50,722 72.6%
GE 42,404 76.5%
TSLA 39,523 18.1%
CE 39,164 858.5%
PFE 36,588 69.7%
BKNG 36,093 145.0%
Top Reduces (Value $000, Stocks/ETFs)
EWY -91,030 -13.4%
FDX -68,478 -87.0%
EWZ -55,524 -20.7%
ABBV -53,061 -46.5%
AMZN -45,745 -6.1%
VRTX -39,241 -52.8%
TMUS -38,237 -62.0%
SPG -37,081 -35.5%
IRM -36,116 -94.5%
HUM -34,894 -80.4%
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