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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
NWSA icon
1051
News Corp Class A
NWSA
$15.6B
$491K 0.01%
35,037
-8,663
-20% -$121K
NLSN
1052
DELISTED
Nielsen Holdings plc
NLSN
$490K 0.01%
34,523
– –
JHG
1053
DELISTED
Janus Henderson
JHG
$488K 0.01%
22,475
– –
NMIH icon
1054
NMI Holdings
NMIH
$3.42B
$488K 0.01%
27,437
+2,500
+10% +$40.8K
HPP
1055
Hudson Pacific Properties
HPP
$787M
$487K 0.01%
3,171
– –
IOSP icon
1056
Innospec
IOSP
$2.31B
$486K 0.01%
7,673
– –
SRC
1057
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$486K 0.01%
14,400
-2,400
-14% -$83.7K
ARNC
1058
DELISTED
Arconic Corporation
ARNC
$486K 0.01%
25,500
– –
VNO icon
1059
Vornado Realty Trust
VNO
$7.41B
$483K 0.01%
14,325
– –
VVV icon
1060
Valvoline
VVV
$4.31B
$483K 0.01%
25,347
– –
B
1061
DELISTED
Barnes Group Inc.
B
$483K 0.01%
13,525
– –
BMI icon
1062
Badger Meter
BMI
$3.78B
$481K 0.01%
7,365
– –
HAIN icon
1063
Hain Celestial
HAIN
$53.9M
$481K 0.01%
14,020
-1,100
-7% -$36.4K
HII icon
1064
Huntington Ingalls Industries
HII
$12.8B
$480K 0.01%
3,412
-788
-19% -$127K
GPI icon
1065
Group 1 Automotive
GPI
$3.14B
$475K 0.01%
5,372
– –
SIGI icon
1066
Selective Insurance
SIGI
$5.59B
$474K 0.01%
9,200
– –
STEP icon
1067
StepStone Group
STEP
$4.28B
$474K 0.01%
+17,800
New +$454K
ZD icon
1068
Ziff Davis
ZD
$1.92B
$473K 0.01%
7,861
– –
FCPT icon
1069
Four Corners Property Trust
FCPT
$2.76B
$472K 0.01%
18,438
– –
NEU icon
1070
NewMarket
NEU
$8.72B
$472K 0.01%
1,378
– –
ACH
1071
Accendra Health
ACH
$84.6M
$472K 0.01%
18,800
– –
COOP
1072
DELISTED
Mr. Cooper
COOP
$471K 0.01%
+21,100
New +$364K
SFM icon
1073
Sprouts Farmers Market
SFM
$7.71B
$471K 0.01%
22,495
– –
DXC icon
1074
DXC Technology
DXC
$1.79B
$470K 0.01%
26,341
– –
FRT icon
1075
Federal Realty Investment Trust
FRT
$10.3B
$470K 0.01%
6,400
– –
41 42
43
44 45

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JFG
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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
UniSuper Management Melbourne, Victoria, Australia $15.3B AUM 29.4% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return

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.