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TRSOTSOK

Teachers Retirement System of the State of Kentucky Portfolio holdings

AUM $14.7B
1-Year Est. Return 42.39%
This Fund
S&P 500
This Quarter Est. Return
+10.64%
1 Year Est. Return
+42.39%
3 Year Est. Return
+131.24%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$8.82B
AUM Growth
+$414M
Cap. Flow
-$278M
Cap. Flow %
-3.15%
Top 10 Hldgs %
18.9%
Holding
1,807
New
40
Increased
273
Reduced
467
Closed
41

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$40.2M
2
DHI icon
D.R. Horton
DHI
+$17.3M
3
GEN icon
Gen Digital
GEN
+$15M
4
SBUX icon
Starbucks
SBUX
+$14.5M
5
CERN
Cerner Corp
CERN
+$14.3M

Top Sells

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$44M
2
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$34.8M
3
INCY icon
Incyte
INCY
+$21.9M
4
TSLA icon
Tesla
TSLA
+$15.7M
5
HLT icon
Hilton Worldwide
HLT
+$15.5M

Sector Composition

Rank Sector Weight
1 Technology 24.06%
2 Consumer Discretionary 14.12%
3 Healthcare 13.25%
4 Financials 12.53%
5 Industrials 8.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VAC icon
1001
Marriott Vacations Worldwide
VAC
$4.17B
$545K 0.01%
6,000
-400
-6% -$36.3K
SEE
1002
DELISTED
Sealed Air
SEE
$543K 0.01%
13,994
-3,150
-18% -$120K
SFNC icon
1003
Simmons First National
SFNC
$3.46B
$542K 0.01%
34,200
– –
SHEN icon
1004
Shenandoah Telecom
SHEN
$744M
$541K 0.01%
12,183
+783
+7% +$39.9K
AMG icon
1005
Affiliated Managers Group
AMG
$9.7B
$540K 0.01%
7,900
– –
QLYS icon
1006
Qualys
QLYS
$6.78B
$539K 0.01%
5,500
-2,905
-35% -$311K
BRC icon
1007
Brady Corp
BRC
$4.43B
$538K 0.01%
13,452
– –
XNCR icon
1008
Xencor
XNCR
$1.71B
$535K 0.01%
13,800
– –
HOG icon
1009
Harley-Davidson
HOG
$2.9B
$534K 0.01%
21,750
+3,300
+18% +$88.9K
BGS icon
1010
B&G Foods
BGS
$299M
$532K 0.01%
19,152
-25,047
-57% -$701K
EVTC icon
1011
Evertec
EVTC
$1.91B
$531K 0.01%
15,300
– –
ROG icon
1012
Rogers Corp
ROG
$2.46B
$530K 0.01%
5,402
-8,180
-60% -$962K
ROCK icon
1013
Gibraltar Industries
ROCK
$1.45B
$528K 0.01%
8,108
– –
NFG icon
1014
National Fuel Gas
NFG
$7.75B
$526K 0.01%
12,950
– –
MANT
1015
DELISTED
Mantech International Corp
MANT
$526K 0.01%
7,637
– –
BEN icon
1016
Franklin Resources
BEN
$17.2B
$524K 0.01%
25,750
– –
TCF
1017
DELISTED
TCF Financial Corporation Common Stock
TCF
$524K 0.01%
22,427
-3,600
-14% -$96.3K
PRGO icon
1018
Perrigo
PRGO
$1.78B
$523K 0.01%
11,400
– –
BIG
1019
DELISTED
Big Lots, Inc.
BIG
$522K 0.01%
11,700
– –
NSA
1020
DELISTED
National Storage Affiliates Trust
NSA
$521K 0.01%
15,917
– –
MGLN
1021
DELISTED
Magellan Health Services, Inc.
MGLN
$520K 0.01%
6,858
– –
RLI icon
1022
RLI Corp
RLI
$5.87B
$519K 0.01%
12,400
– –
TAP icon
1023
Molson Coors Class B
TAP
$7.85B
$519K 0.01%
15,450
– –
TMHC
1024
DELISTED
Taylor Morrison
TMHC
$519K 0.01%
21,100
– –
CVCO icon
1025
Cavco Industries
CVCO
$4.67B
$517K 0.01%
2,865
– –
39 40
41
42 43

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AT
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IA
Investor AB Stockholm, Sweden $15.1B AUM 29.02% 1-Year Est. Return
SSA
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FGP
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BIP
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UM
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CM
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Teachers Retirement System of the State of Kentucky's Q3 2020 Portfolio in Review

As of Q3 2020, Teachers Retirement System of the State of Kentucky held 1,807 positions worth $8.82B, up 4.9% from $8.41B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Teachers Retirement System of the State of Kentucky withdrew a net $278M in Q3 2020, closing 41 positions and reducing 467 holdings. Its most notable exit was ASML, an estimated $11M position sold in full.

By sector, the portfolio is most concentrated in Technology at 24% of assets, up from 22% a quarter earlier, followed by Consumer Discretionary and Healthcare.

Against the trend, Teachers Retirement System of the State of Kentucky opened a new position in Carvana worth $11.4M.

  • Teachers Retirement System of the State of Kentucky's largest Q3 2020 buy was Carvana: 255,820 shares worth $11.4M.
  • Teachers Retirement System of the State of Kentucky added most to Microsoft in Q3 2020, an estimated $40.2M increase.
  • Teachers Retirement System of the State of Kentucky's biggest Q3 2020 reduction was iShares iBoxx $ High Yield Corporate Bond ETF, cutting an estimated $44M.
  • Teachers Retirement System of the State of Kentucky fully exited ASML in Q3 2020, selling an estimated $11M.
  • Teachers Retirement System of the State of Kentucky's ten largest holdings make up 19% of its $8.82B portfolio in Q3 2020.
  • Teachers Retirement System of the State of Kentucky opened 40 new positions and closed 41 in Q3 2020.
  • Teachers Retirement System of the State of Kentucky's portfolio value rose 4.9% quarter-over-quarter to $8.82B.

Based on Teachers Retirement System of the State of Kentucky's 13F filing for Q3 2020, filed 2 Dec 2020.