0000714142-20-000002.txt : 20200716 0000714142-20-000002.hdr.sgml : 20200716 20200716151010 ACCESSION NUMBER: 0000714142-20-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200716 DATE AS OF CHANGE: 20200716 EFFECTIVENESS DATE: 20200716 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY CENTRAL INDEX KEY: 0000714142 IRS NUMBER: 610863412 STATE OF INCORPORATION: KY FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01068 FILM NUMBER: 201031492 BUSINESS ADDRESS: STREET 1: 479 VARSAILLES ROAD CITY: FRANKFORT STATE: KY ZIP: 40601 BUSINESS PHONE: 5025732057 MAIL ADDRESS: STREET 1: 479 VERSAILLES ROAD CITY: FRANKFORT STATE: KY ZIP: 40601 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000714142 XXXXXXXX 03-31-2020 03-31-2020 TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY
479 VERSAILLES ROAD FRANKFORT KY 40601
13F HOLDINGS REPORT 028-01068 N
Tom Siderewicz Chief Investment Officer 502-848-8603 Tom Siderewicz Frankfort KY 07-16-2020 22 2331 7122322 false 1 INTERNAL MGMT S&P 400 INDEX 2 INTERNAL MGMT S&P 500 INDEX 3 INTERNAL MGMT S&P 600 INDEX 4 STATE STREET US PREMIER GROWTH 5 INTERNAL MGMT J.L. SCHOLAR FUND 6 TODD ASSET MGMT ALPHA 7 TODD ASSET MGMT INTL 8 TODD ASSET MGMT INTR OPP 9 TODD ASSET MGMT ADV LARGE CAP 10 UBS GLOBAL ASSET MGMT MID CAP 11 028-517 WELLINGTON LARGE CAP 12 028-517 WELLINGTON MID CAP 13 028-517 WELLINGTON SMALL CAP 14 LIFE S&P 400 STOCK INDEX 15 LIFE S&P 500 STOCK INDEX 16 LIFE S&P 600 STOCK INDEX 17 BAILLIE GIFFORD US EQ GROWTH STR 18 LIFE IN-HOUSE HIGH YIELD 19 LIFE BAILLIE GIFFORD US EQ GROWTH 20 MED BAILLIE GIFFORD US EQ GROWTH 21 MED IN-HOUSE HIGH YIELD 22 IN-HOUSE HIGH YIELD
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23500 SH SOLE 8 23500 0 0 OLYMPUS CORP ADR 68163W109 2833 197700 SH SOLE 8 197700 0 0 PING AN INS GROUP CO CHINA L ADR 72341E304 2463 125100 SH SOLE 8 125100 0 0 PJSC GAZPROM ADR 368287207 1735 380570 SH SOLE 8 380570 0 0 PJSC LUKOIL ADR 69343P105 1722 29100 SH SOLE 8 29100 0 0 RANDSTAD NV ADR 75279Q108 1736 100600 SH SOLE 8 100600 0 0 ROYAL DUTCH SHELL PLC AD COM 780259206 1839 52700 SH SOLE 8 52700 0 0 SBERBANK RUSSIA ADR 80585Y308 1740 185100 SH SOLE 8 185100 0 0 SMITH & NEPHEW PLC UK ADR ADR 83175M205 2267 63200 SH SOLE 8 63200 0 0 TDK CORP ADR 872351408 2073 27100 SH SOLE 8 27100 0 0 TECHTRONIC INDS LTD ADR 87873R101 2423 75400 SH SOLE 8 75400 0 0 VIPSHOP HLDGS LTD ADR 92763W103 3258 209100 SH SOLE 8 209100 0 0 AARONS INC COM 002535300 8611 378000 SH SOLE 9 378000 0 0 ABBVIE INC COM 00287Y109 16622 218160 SH SOLE 9 218160 0 0 ALPHABET INC/CA COM 02079K305 23448 20180 SH SOLE 9 20180 0 0 ALTRIA GROUP INC COM 02209S103 8801 227600 SH SOLE 9 227600 0 0 AMERICAN EXPRESS CO COM 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0 EASTMAN CHEMICAL CO COM 277432100 7477 160520 SH SOLE 9 160520 0 0 F5 NETWORKS INC COM 315616102 13621 127740 SH SOLE 9 127740 0 0 FIFTH THIRD BANCORP COM 316773100 6928 466500 SH SOLE 9 466500 0 0 HOME DEPOT INC COM 437076102 19298 103360 SH SOLE 9 103360 0 0 ILLINOIS TOOL WORKS COM 452308109 21192 149110 SH SOLE 9 149110 0 0 INTEL CORP COM 458140100 24567 453930 SH SOLE 9 453930 0 0 IQVIA HOLDINGS INC COM 46266C105 16601 153910 SH SOLE 9 153910 0 0 JP MORGAN CHASE & CO COM 46625H100 27906 309960 SH SOLE 9 309960 0 0 LINCOLN NATIONAL COM 534187109 14993 569630 SH SOLE 9 569630 0 0 MARATHON PET PETE CORP COM 56585A102 5094 215660 SH SOLE 9 215660 0 0 MEDTRONIC INC ADR G5960L103 19605 217400 SH SOLE 9 217400 0 0 MORGAN STANLEY COM 617446448 19959 587040 SH SOLE 9 587040 0 0 NVR INC COM 62944T105 14747 5740 SH SOLE 9 5740 0 0 ON SEMICONDUCTOR COM 682189105 12675 1018870 SH SOLE 9 1018870 0 0 OSHKOSH TRUCK CORP COM 688239201 16896 262650 SH SOLE 9 262650 0 0 PHILLIPS 66 COM 718546104 9064 168940 SH SOLE 9 168940 0 0 PROGRESSIVE CORP OHIO COM 743315103 20055 271600 SH SOLE 9 271600 0 0 PULTE HOMES INC COM 745867101 12879 577000 SH SOLE 9 577000 0 0 QORVO INC COM 74736K101 16621 206140 SH SOLE 9 206140 0 0 RIO TINTO ADR ADR 767204100 16805 368860 SH SOLE 9 368860 0 0 ROYAL DUTCH SHELL PLC AD COM 780259206 8212 235380 SH SOLE 9 235380 0 0 SEMPRA ENERGY COM 816851109 7355 65090 SH SOLE 9 65090 0 0 SOUTHWEST AIRLINES COM 844741108 9453 265460 SH SOLE 9 265460 0 0 TARGET CORP COM 87612E106 7373 79300 SH SOLE 9 79300 0 0 TE CONNECTIVITY LTD ADR H84989104 15694 249190 SH SOLE 9 249190 0 0 TOTAL SA ADR 89151E109 18482 496290 SH SOLE 9 496290 0 0 UNION PACIFIC CORP COM 907818108 14849 105280 SH SOLE 9 105280 0 0 UNITED RENTALS INC COM 911363109 18602 180780 SH SOLE 9 180780 0 0 UNITED TECHNOLOGIES CORP COM 913017109 8279 87770 SH SOLE 9 87770 0 0 UNITEDHEALTH GROUP INC COM 91324P102 18771 75270 SH SOLE 9 75270 0 0 VERIZON COMMUNICATIONS COM 92343V104 14351 267090 SH SOLE 9 267090 0 0 ZIONS BANCORPORATION COM 989701107 8784 328260 SH SOLE 9 328260 0 0 AGCO CORP COM 001084102 11294 239022 SH SOLE 10 239022 0 0 ALIGN TECHNOLOGY INC COM 016255101 9467 54425 SH SOLE 10 54425 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4784 43948 SH SOLE 10 43948 0 0 AMAZON.COM INC COM 023135106 36345 18641 SH SOLE 10 18641 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 20771 202680 SH SOLE 10 202680 0 0 APACHE CORP COM 037411105 1755 419908 SH SOLE 10 419908 0 0 APTIV PLC ADR G6095L109 5391 109476 SH SOLE 10 109476 0 0 ARVINAS INC COM 04335A105 2160 53600 SH SOLE 10 53600 0 0 BIO RAD LABS INC COM 090572207 13288 37904 SH SOLE 10 37904 0 0 CARNIVAL CORP ADR 143658300 9244 701918 SH SOLE 10 701918 0 0 COHERUS BIOSCIENCES INC COM 19249H103 3199 197251 SH SOLE 10 197251 0 0 CREE INC COM 225447101 3955 111525 SH SOLE 10 111525 0 0 DIGITAL RLTY TR INC COM 253868103 11701 84233 SH SOLE 10 84233 0 0 DISNEY WALT CO (HOLDING CO) COM 254687106 16187 167565 SH SOLE 10 167565 0 0 DOLLAR 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SOLE 17 34984 0 0 MASTERCARD INC COM 57636Q104 8605 35621 SH SOLE 17 35621 0 0 MODERNA INC COM 60770K107 2201 73482 SH SOLE 17 73482 0 0 NETFLIX INC COM 64110L106 13843 36866 SH SOLE 17 36866 0 0 NEW RELIC INC COM 64829B100 1462 31611 SH SOLE 17 31611 0 0 NOVOCURE LTD ADR G6674U108 5285 78486 SH SOLE 17 78486 0 0 NVIDIA CORP COM 67066G104 3345 12689 SH SOLE 17 12689 0 0 PENUMBRA INC COM 70975L107 3754 23271 SH SOLE 17 23271 0 0 REDFIN CORP COM 75737F108 2851 184879 SH SOLE 17 184879 0 0 ROKU INC COM 77543R102 5193 59357 SH SOLE 17 59357 0 0 SHOPIFY INC ADR 82509L107 16459 39477 SH SOLE 17 39477 0 0 STITCH FIX INC COM 860897107 1425 112211 SH SOLE 17 112211 0 0 TELADOC INC COM 87918A105 4579 29538 SH SOLE 17 29538 0 0 TESLA INC COM 88160R101 17442 33287 SH SOLE 17 33287 0 0 THE TRADE DESK COM 88339J105 7469 38700 SH SOLE 17 38700 0 0 WATSCO INC COM 942622200 4730 29931 SH SOLE 17 29931 0 0 WAYFAIR INC COM 94419L101 5682 106331 SH SOLE 17 106331 0 0 WORKDAY INC COM 98138H101 5746 44126 SH SOLE 17 44126 0 0 YEXT INC COM 98585N106 1559 152949 SH SOLE 17 152949 0 0 ZILLOW GROUP COM 98954M101 1880 55345 SH SOLE 17 55345 0 0 ZOOM VIDEO COMMUNICATIONS IN COM 98980L101 5516 37751 SH SOLE 17 37751 0 0 ISHARES TR ETF 464288513 388 5035 SH SOLE 18 5035 0 0 SPDR SER TR T COM 78468R622 324 3420 SH SOLE 18 3420 0 0 ABIOMED INC COM 003654100 62 424 SH SOLE 19 424 0 0 ACTIVISION BLIZZARD INC COM 00507V109 29 493 SH SOLE 19 493 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 68 626 SH SOLE 19 626 0 0 ALPHABET INC/CA COM 02079K305 144 124 SH SOLE 19 124 0 0 AMAZON.COM INC COM 023135106 400 205 SH SOLE 19 205 0 0 APPIAN CORP COM 03782L101 30 755 SH SOLE 19 755 0 0 CHEGG INC COM 163092109 77 2143 SH SOLE 19 2143 0 0 CHEWY INC COM 16679L109 70 1869 SH SOLE 19 1869 0 0 COSTAR GROUP INC COM 22160N109 81 138 SH SOLE 19 138 0 0 DENALI THERAPEUTICS INC COM 24823R105 29 1665 SH SOLE 19 1665 0 0 EVENTBRITE INC COM 29975E109 9 1247 SH SOLE 19 1247 0 0 FACEBOOK INC COM 30303M102 78 467 SH SOLE 19 467 0 0 FIRST REPUBLIC BANK COM 33616C100 85 1028 SH SOLE 19 1028 0 0 GLAUKOS CORP COM 377322102 36 1173 SH SOLE 19 1173 0 0 GRUBHUB INC COM 400110102 68 1660 SH SOLE 19 1660 0 0 HEICO CORP CL A COM 422806208 31 481 SH SOLE 19 481 0 0 ILLUMINA INC COM 452327109 128 468 SH SOLE 19 468 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 38 886 SH SOLE 19 886 0 0 LYFT INC COM 55087P104 14 537 SH SOLE 19 537 0 0 MARKEL CORP COM 570535104 26 28 SH SOLE 19 28 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 169 507 SH SOLE 19 507 0 0 MASTERCARD INC COM 57636Q104 124 515 SH SOLE 19 515 0 0 MODERNA INC COM 60770K107 30 1018 SH SOLE 19 1018 0 0 NETFLIX INC COM 64110L106 201 535 SH SOLE 19 535 0 0 NEW RELIC INC COM 64829B100 21 452 SH SOLE 19 452 0 0 NOVOCURE LTD ADR G6674U108 77 1142 SH SOLE 19 1142 0 0 NVIDIA CORP COM 67066G104 48 183 SH SOLE 19 183 0 0 PENUMBRA INC COM 70975L107 54 333 SH SOLE 19 333 0 0 REDFIN CORP COM 75737F108 43 2767 SH SOLE 19 2767 0 0 ROKU INC COM 77543R102 75 858 SH SOLE 19 858 0 0 SHOPIFY INC ADR 82509L107 235 564 SH SOLE 19 564 0 0 STITCH FIX INC COM 860897107 22 1703 SH SOLE 19 1703 0 0 TELADOC INC COM 87918A105 67 433 SH SOLE 19 433 0 0 TESLA INC COM 88160R101 255 486 SH SOLE 19 486 0 0 THE TRADE DESK COM 88339J105 109 567 SH SOLE 19 567 0 0 WATSCO INC COM 942622200 67 421 SH SOLE 19 421 0 0 WAYFAIR INC COM 94419L101 81 1515 SH SOLE 19 1515 0 0 WORKDAY INC COM 98138H101 101 773 SH SOLE 19 773 0 0 YEXT INC COM 98585N106 22 2160 SH SOLE 19 2160 0 0 ZILLOW GROUP COM 98954M101 29 846 SH SOLE 19 846 0 0 ZOOM VIDEO COMMUNICATIONS IN COM 98980L101 78 533 SH SOLE 19 533 0 0 ABIOMED INC COM 003654100 688 4740 SH SOLE 20 4740 0 0 ACTIVISION BLIZZARD INC COM 00507V109 340 5723 SH SOLE 20 5723 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 774 7113 SH SOLE 20 7113 0 0 ALPHABET INC/CA COM 02079K305 1670 1437 SH SOLE 20 1437 0 0 AMAZON.COM INC COM 023135106 4633 2376 SH SOLE 20 2376 0 0 APPIAN CORP COM 03782L101 329 8168 SH SOLE 20 8168 0 0 CHEGG INC COM 163092109 884 24705 SH SOLE 20 24705 0 0 CHEWY INC COM 16679L109 774 20654 SH SOLE 20 20654 0 0 COSTAR GROUP INC COM 22160N109 931 1585 SH SOLE 20 1585 0 0 DENALI THERAPEUTICS INC COM 24823R105 324 18505 SH SOLE 20 18505 0 0 EVENTBRITE INC COM 29975E109 97 13288 SH SOLE 20 13288 0 0 FACEBOOK INC COM 30303M102 902 5410 SH SOLE 20 5410 0 0 FIRST REPUBLIC BANK COM 33616C100 980 11908 SH SOLE 20 11908 0 0 GLAUKOS CORP COM 377322102 414 13408 SH SOLE 20 13408 0 0 GRUBHUB INC COM 400110102 726 17830 SH SOLE 20 17830 0 0 HEICO CORP CL A COM 422806208 350 5484 SH SOLE 20 5484 0 0 ILLUMINA INC COM 452327109 1451 5314 SH SOLE 20 5314 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 443 10271 SH SOLE 20 10271 0 0 LYFT INC COM 55087P104 158 5895 SH SOLE 20 5895 0 0 MARKEL CORP COM 570535104 308 332 SH SOLE 20 332 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 1939 5831 SH SOLE 20 5831 0 0 MASTERCARD INC COM 57636Q104 1434 5937 SH SOLE 20 5937 0 0 MODERNA INC COM 60770K107 367 12247 SH SOLE 20 12247 0 0 NETFLIX INC COM 64110L106 2307 6144 SH SOLE 20 6144 0 0 NEW RELIC INC COM 64829B100 244 5268 SH SOLE 20 5268 0 0 NOVOCURE LTD ADR G6674U108 881 13081 SH SOLE 20 13081 0 0 NVIDIA CORP COM 67066G104 558 2115 SH SOLE 20 2115 0 0 PENUMBRA INC COM 70975L107 626 3878 SH SOLE 20 3878 0 0 REDFIN CORP COM 75737F108 475 30813 SH SOLE 20 30813 0 0 ROKU INC COM 77543R102 865 9893 SH SOLE 20 9893 0 0 SHOPIFY INC ADR 82509L107 2743 6580 SH SOLE 20 6580 0 0 STITCH FIX INC COM 860897107 238 18702 SH SOLE 20 18702 0 0 TELADOC INC COM 87918A105 763 4923 SH SOLE 20 4923 0 0 TESLA INC COM 88160R101 2907 5548 SH SOLE 20 5548 0 0 THE TRADE DESK COM 88339J105 1245 6450 SH SOLE 20 6450 0 0 WATSCO INC COM 942622200 788 4988 SH SOLE 20 4988 0 0 WAYFAIR INC COM 94419L101 947 17722 SH SOLE 20 17722 0 0 WORKDAY INC COM 98138H101 956 7342 SH SOLE 20 7342 0 0 YEXT INC COM 98585N106 260 25491 SH SOLE 20 25491 0 0 ZILLOW GROUP COM 98954M101 313 9224 SH SOLE 20 9224 0 0 ZOOM VIDEO COMMUNICATIONS IN COM 98980L101 919 6292 SH SOLE 20 6292 0 0 ISHARES TR ETF 464288513 6139 79650 SH SOLE 21 79650 0 0 SPDR SER TR T ETF 78468R622 493 5201 SH SOLE 21 5201 0 0 ISHARES TR ETF 464288513 40293 522815 SH SOLE 22 522815 0 0 SPDR SER TR T ETF 78468R622 31521 332711 SH SOLE 22 332711 0 0