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State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $29.8B
1-Year Est. Return 29.48%
This Fund
S&P 500
This Quarter Est. Return
+9.14%
1 Year Est. Return
+29.48%
3 Year Est. Return
+87.58%
5 Year Est. Return
+114.9%
10 Year Est. Return
+444.03%
AUM
$21.5B
AUM Growth
+$1.1B
Cap. Flow
-$429M
Cap. Flow %
-1.99%
Top 10 Hldgs %
24.49%
Holding
1,681
New
101
Increased
529
Reduced
665
Closed
105

Top Buys

Rank Stock Value
1
CI icon
Cigna
CI
+$106M
2
THD icon
iShares MSCI Thailand ETF
THD
+$95M
3
VZ icon
Verizon
VZ
+$66.1M
4
LLY icon
Eli Lilly
LLY
+$63M
5
AMGN icon
Amgen
AMGN
+$58.8M

Top Sells

Rank Stock Value
1
BKLN icon
Invesco Senior Loan ETF
BKLN
+$109M
2
JNJ icon
Johnson & Johnson
JNJ
+$88.9M
3
T icon
AT&T
T
+$86.9M
4
BMY icon
Bristol-Myers Squibb
BMY
+$84.5M
5
BSX icon
Boston Scientific
BSX
+$82.7M

Sector Composition

Rank Sector Weight
1 Technology 17.45%
2 Financials 11.62%
3 Healthcare 10.44%
4 Consumer Discretionary 8.95%
5 Communication Services 8.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STMP
651
DELISTED
Stamps.com, Inc.
STMP
$2.53M 0.01%
10,489
+75
+0.7% +$17.9K
SIVB
652
DELISTED
SVB Financial Group
SIVB
$2.52M 0.01%
10,451
-140
-1% -$32.9K
EXPE icon
653
Expedia Group
EXPE
$39.4B
$2.51M 0.01%
27,401
-90,451
-77% -$8.14M
RRX icon
654
Regal Rexnord
RRX
$11.4B
$2.51M 0.01%
26,735
– –
UFPI icon
655
UFP Industries
UFPI
$5.03B
$2.5M 0.01%
44,211
+9,881
+29% +$557K
AEO icon
656
American Eagle Outfitters
AEO
$2.73B
$2.5M 0.01%
168,503
– –
WSO icon
657
Watsco Inc
WSO
$12.9B
$2.47M 0.01%
10,602
– –
TTC icon
658
Toro Company
TTC
$9.21B
$2.45M 0.01%
29,157
– –
WAT icon
659
Waters Corp
WAT
$40.6B
$2.45M 0.01%
12,505
-224
-2% -$46.6K
HPE icon
660
Hewlett Packard
HPE
$79.2B
$2.43M 0.01%
259,754
-4,399
-2% -$42K
ICOL
661
DELISTED
iShares MSCI Colombia ETF
ICOL
$2.41M 0.01%
289,641
– –
LDOS icon
662
Leidos
LDOS
$17.9B
$2.41M 0.01%
26,989
-56,312
-68% -$5.09M
AXON
663
Axon Enterprise
AXON
$50B
$2.4M 0.01%
26,505
– –
MTB icon
664
M&T Bank
MTB
$36.6B
$2.38M 0.01%
25,904
-470
-2% -$48K
ATO icon
665
Atmos Energy
ATO
$28.7B
$2.38M 0.01%
24,908
-407,290
-94% -$40.7M
NYT icon
666
New York Times
NYT
$10.3B
$2.37M 0.01%
55,331
– –
CINF icon
667
Cincinnati Financial
CINF
$26.5B
$2.35M 0.01%
30,207
-817
-3% -$63.3K
KNSL icon
668
Kinsale Capital Group
KNSL
$8.59B
$2.35M 0.01%
12,359
-1,043
-8% -$192K
OKE icon
669
Oneok
OKE
$58.4B
$2.33M 0.01%
89,695
-860,071
-91% -$23.9M
RCL icon
670
Royal Caribbean
RCL
$82.9B
$2.33M 0.01%
35,978
+677
+2% +$39.9K
EVRG icon
671
Evergy
EVRG
$19.3B
$2.33M 0.01%
45,803
-815
-2% -$45.6K
CBSH icon
672
Commerce Bancshares
CBSH
$8.61B
$2.31M 0.01%
54,973
-40,206
-42% -$1.73M
SKX
673
DELISTED
Skechers
SKX
$2.3M 0.01%
76,194
– –
ANET icon
674
Arista Networks
ANET
$257B
$2.29M 0.01%
176,848
+16
+0% +$220
NEO icon
675
NeoGenomics
NEO
$2.11B
$2.26M 0.01%
61,259
+5,398
+10% +$201K
25 26
27
28 29

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State of Tennessee, Department of Treasury's Q3 2020 Portfolio in Review

As of Q3 2020, State of Tennessee, Department of Treasury held 1,681 positions worth $21.5B, up 5.4% from $20.4B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

State of Tennessee, Department of Treasury's Q3 2020 filing shows 101 new, 529 increased, 665 reduced and 105 closed positions. Its largest new stake was iShares MSCI Thailand ETF: 1,389,529 shares worth $87.2M. The largest sale was Invesco Senior Loan ETF, an estimated $109M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 17% a quarter earlier, followed by Financials and Healthcare.

  • State of Tennessee, Department of Treasury's largest Q3 2020 buy was iShares MSCI Thailand ETF: 1,389,529 shares worth $87.2M.
  • State of Tennessee, Department of Treasury added most to Cigna in Q3 2020, an estimated $106M increase.
  • State of Tennessee, Department of Treasury's biggest Q3 2020 reduction was Johnson & Johnson, cutting an estimated $88.9M.
  • State of Tennessee, Department of Treasury fully exited Invesco Senior Loan ETF in Q3 2020, selling an estimated $109M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 24% of its $21.5B portfolio in Q3 2020.
  • State of Tennessee, Department of Treasury opened 101 new positions and closed 105 in Q3 2020.
  • State of Tennessee, Department of Treasury's portfolio value rose 5.4% quarter-over-quarter to $21.5B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q3 2020, filed 16 Nov 2020.