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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
HES
676
DELISTED
Hess
HES
$2.26M 0.01%
55,198
+1,521
+3% +$72.3K
IT icon
677
Gartner
IT
$11.6B
$2.25M 0.01%
18,019
-315
-2% -$40.1K
XPO icon
678
XPO
XPO
$24.7B
$2.24M 0.01%
76,636
– –
ACC
679
DELISTED
American Campus Communities, Inc.
ACC
$2.24M 0.01%
64,094
-30,000
-32% -$1.03M
RF icon
680
Regions Financial
RF
$27B
$2.23M 0.01%
193,882
-2,883
-1% -$32.2K
ETFC
681
DELISTED
E*Trade Financial Corporation
ETFC
$2.23M 0.01%
44,646
-803
-2% -$41.9K
WDC icon
682
Western Digital
WDC
$168B
$2.23M 0.01%
80,818
-705
-0.9% -$21K
WBS icon
683
Webster Financial
WBS
$12.8B
$2.22M 0.01%
84,215
-70,000
-45% -$1.9M
STX icon
684
Seagate
STX
$209B
$2.22M 0.01%
45,068
-1,364
-3% -$64.1K
NEU icon
685
NewMarket
NEU
$8.72B
$2.21M 0.01%
6,455
– –
WOLF icon
686
Wolfspeed
WOLF
$1.64B
$2.2M 0.01%
34,514
-50,000
-59% -$3.24M
MZTI
687
The Marzetti Company
MZTI
$3.22B
$2.17M 0.01%
12,110
– –
HAE icon
688
Haemonetics
HAE
$4.11B
$2.16M 0.01%
24,779
-20,000
-45% -$1.75M
AVY icon
689
Avery Dennison
AVY
$13.6B
$2.15M 0.01%
16,853
-273
-2% -$32.2K
OMC icon
690
Omnicom Group
OMC
$24.2B
$2.15M 0.01%
43,387
-671
-2% -$35.9K
AAP icon
691
Advance Auto Parts
AAP
$3.46B
$2.14M 0.01%
13,961
-246
-2% -$37K
CNP icon
692
CenterPoint Energy
CNP
$26.7B
$2.13M 0.01%
110,014
-1,977
-2% -$38.8K
HAS icon
693
Hasbro
HAS
$13.6B
$2.13M 0.01%
25,732
-466
-2% -$36.1K
YETI icon
694
Yeti Holdings
YETI
$3.44B
$2.13M 0.01%
46,930
-2,978
-6% -$141K
BPY
695
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
$2.12M 0.01%
+177,010
New +$2.02M
OHI icon
696
Omega Healthcare
OHI
$13.9B
$2.12M 0.01%
70,745
-50,000
-41% -$1.56M
DECK icon
697
Deckers Outdoor
DECK
$12.7B
$2.11M 0.01%
57,594
– –
IART icon
698
Integra LifeSciences
IART
$1.42B
$2.1M 0.01%
44,453
-20,000
-31% -$951K
ITT icon
699
ITT
ITT
$19.4B
$2.09M 0.01%
35,339
– –
BJ icon
700
BJs Wholesale Club
BJ
$11.9B
$2.08M 0.01%
+50,000
New +$2.07M
26 27
28
29 30

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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.