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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
JBTM
826
JBT Marel
JBTM
$6.15B
$1.39M 0.01%
15,176
+64
+0.4% +$6.13K
RGA icon
827
Reinsurance Group of America
RGA
$16.1B
$1.39M 0.01%
14,632
-10,000
-41% -$900K
GTLS
828
DELISTED
Chart Industries
GTLS
$1.39M 0.01%
19,809
-771
-4% -$50.1K
ITGR icon
829
Integer Holdings
ITGR
$4.25B
$1.38M 0.01%
23,457
+3,011
+15% +$201K
FHN icon
830
First Horizon
FHN
$12.3B
$1.38M 0.01%
146,668
-80,000
-35% -$752K
EVTC icon
831
Evertec
EVTC
$1.91B
$1.38M 0.01%
39,708
-4,061
-9% -$131K
WEN icon
832
Wendy's
WEN
$1.65B
$1.38M 0.01%
61,845
– –
NGVT icon
833
Ingevity
NGVT
$2.62B
$1.37M 0.01%
27,665
– –
UPBD icon
834
Upbound Group
UPBD
$1.11B
$1.36M 0.01%
45,607
+8,361
+22% +$247K
CAMT icon
835
Camtek
CAMT
$8.13B
$1.35M 0.01%
88,004
-8,793
-9% -$131K
PLXS icon
836
Plexus
PLXS
$7.25B
$1.34M 0.01%
19,021
+2,326
+14% +$171K
LGIH icon
837
LGI Homes
LGIH
$1.32B
$1.33M 0.01%
11,483
-129
-1% -$14.3K
CF icon
838
CF Industries
CF
$18.2B
$1.33M 0.01%
43,188
-770
-2% -$24.5K
CCOI icon
839
Cogent Communications
CCOI
$525M
$1.32M 0.01%
22,068
-5,733
-21% -$418K
HWM icon
840
Howmet Aerospace
HWM
$112B
$1.32M 0.01%
79,261
+355
+0.4% +$5.93K
MOG.A icon
841
Moog Inc Class A
MOG.A
$13.6B
$1.32M 0.01%
20,862
-12
-0.1% -$692
FSS icon
842
Federal Signal
FSS
$7.71B
$1.32M 0.01%
45,094
+17,622
+64% +$544K
IBP icon
843
Installed Building Products
IBP
$6.46B
$1.32M 0.01%
12,961
-63
-0.5% -$5.4K
ABG icon
844
Asbury Automotive
ABG
$3.76B
$1.31M 0.01%
13,497
+1,166
+9% +$118K
CRI icon
845
Carter's
CRI
$1.43B
$1.31M 0.01%
15,174
+1,922
+15% +$160K
IPG
846
DELISTED
Interpublic Group of Companies
IPG
$1.31M 0.01%
78,736
-1,370
-2% -$24.4K
AGCO icon
847
AGCO
AGCO
$7.11B
$1.31M 0.01%
17,670
– –
FN icon
848
Fabrinet
FN
$20.5B
$1.31M 0.01%
20,743
-462
-2% -$31.1K
EAT icon
849
Brinker International
EAT
$10.5B
$1.3M 0.01%
+30,395
New +$1.06M
EHTH icon
850
eHealth
EHTH
$39.7M
$1.3M 0.01%
16,451
+984
+6% +$79.8K
32 33
34
35 36

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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.